English

Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble

Probability 2022-11-02 v6 Mathematical Physics math.MP

Abstract

We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant zCz\in\mathbb{C}. We prove an optimal lower tail estimate on this singular value in the critical regime where zz is around the spectral edge thus improving the classical bound of [Sankar, Spielman, Teng, 2006] in the edge regime. Lacking Br\'ezin-Hikami formulas in the real case, we rely on the superbosonization formula [Littelmann, Sommers, Zirnbauer, 2008].

Keywords

Cite

@article{arxiv.1908.01653,
  title  = {Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble},
  author = {Giorgio Cipolloni and László Erdős and Dominik Schröder},
  journal= {arXiv preprint arXiv:1908.01653},
  year   = {2022}
}

Comments

Added additional references to the supersymmetric literature. 37 pages