A large deviation inequality for the rank of a random matrix
Probability
2024-03-19 v2
Abstract
Let be an random matrix with independent identically distributed non-constant subgaussian entries. Then for any , with probability at least .
Cite
@article{arxiv.2304.09055,
title = {A large deviation inequality for the rank of a random matrix},
author = {M. Rudelson},
journal= {arXiv preprint arXiv:2304.09055},
year = {2024}
}