English

Extreme singular values of inhomogeneous sparse random rectangular matrices

Probability 2024-12-13 v4 Combinatorics Statistics Theory Statistics Theory

Abstract

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a bipartite block structure. We obtain probabilistic upper (respectively, lower) bounds for the largest (respectively, smallest) singular values of a large rectangular random matrix XX. These bounds are given in terms of the maximal and minimal 2\ell_2-norms of the rows and columns of the variance profile of XX. The proofs involve finding probabilistic upper bounds on the spectral radius of an associated non-backtracking matrix BB. The two-sided bounds can be applied to the centered adjacency matrix of sparse inhomogeneous Erd\H{o}s-R\'{e}nyi bipartite graphs for a wide range of sparsity, down to criticality. In particular, for Erd\H{o}s-R\'{e}nyi bipartite graphs G(n,m,p)G(n,m,p) with p=ω(logn)/np=\omega(\log n)/n, and m/ny(0,1)m/n\to y \in (0,1), our sharp bounds imply that there are no outliers outside the support of the Mar\v{c}enko-Pastur law almost surely. This result extends the Bai-Yin theorem to sparse rectangular random matrices.

Keywords

Cite

@article{arxiv.2209.12271,
  title  = {Extreme singular values of inhomogeneous sparse random rectangular matrices},
  author = {Ioana Dumitriu and Yizhe Zhu},
  journal= {arXiv preprint arXiv:2209.12271},
  year   = {2024}
}

Comments

23 pages

R2 v1 2026-06-28T02:03:15.984Z