Invertibility of Sparse Complex Gaussian Matrices

Let $\sigma_n(\cdot)$ denote the least singular value of a $n \times n$ matrix. It is well-known that $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon n$ if $A$ is drawn from the real Ginibre ensemble of $n \times n$ matrices and $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon^2 n^2$ if $A$ is drawn from the complex Ginibre ensemble. In this paper, we will show a similar phenomenon occurs for sparse random matrices.