On the rank of a random symmetric matrix in the large deviation regime
Probability
2026-05-08 v2
Abstract
Let be an random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality for the rank of : for all , for some fixed constants . A similar large deviation inequality is proven for the rank of the adjacency matrix of dense Erdos-Renyi graphs. This corank estimate enhances the recent breakthrough of Campos, Jensen, Michelen and Sahasrabudhe that the singularity probability of a random symmetric matrix is exponentially small, and echoes a large deviation inequality of Mark Rudelson for the rank of a random matrix with independent entries.
Keywords
Cite
@article{arxiv.2506.01155,
title = {On the rank of a random symmetric matrix in the large deviation regime},
author = {Yi Han},
journal= {arXiv preprint arXiv:2506.01155},
year = {2026}
}
Comments
49 pages. To appear in JLMS