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 . We prove an optimal lower tail estimate on this singular value in the critical regime where 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