English

Invertibility via distance for non-centered random matrices with continuous distributions

Probability 2020-01-28 v3

Abstract

Let AA be an n×nn\times n random matrix with independent rows R1(A),,Rn(A)R_1(A),\dots,R_n(A), and assume that for any ini\leq n and any three-dimensional linear subspace FRnF\subset {\mathbb R}^n the orthogonal projection of Ri(A)R_i(A) onto FF has distribution density ρ(x):FR+\rho(x):F\to{\mathbb R}_+ satisfying ρ(x)C1/max(1,x22000)\rho(x)\leq C_1/\max(1,\|x\|_2^{2000}) (xFx\in F) for some constant C1>0C_1>0. We show that for any fixed n×nn\times n real matrix MM we have P{smin(A+M)tn1/2}Ct,t>0,{\mathbb P}\{s_{\min}(A+M)\leq t n^{-1/2}\}\leq C'\, t,\quad\quad t>0, where C>0C'>0 is a universal constant. In particular, the above result holds if the rows of AA are independent centered log-concave random vectors with identity covariance matrices. Our method is free from any use of covering arguments, and is principally different from a standard approach involving a decomposition of the unit sphere and coverings, as well as an approach of Sankar-Spielman-Teng for non-centered Gaussian matrices.

Keywords

Cite

@article{arxiv.1707.09656,
  title  = {Invertibility via distance for non-centered random matrices with continuous distributions},
  author = {Konstantin Tikhomirov},
  journal= {arXiv preprint arXiv:1707.09656},
  year   = {2020}
}

Comments

revised version

R2 v1 2026-06-22T21:01:43.607Z