Singularity of discrete random matrices
Abstract
Let be a non-constant real-valued random variable with finite support, and let denote an random matrix with entries that are independent copies of . For which is not uniform on its support, we show that \begin{align*} \mathbb{P}[M_{n}(\xi)\text{ is singular}] &= \mathbb{P}[\text{zero row or column}] + (1+o_n(1))\mathbb{P}[\text{two equal (up to sign) rows or columns}], \end{align*} thereby confirming a folklore conjecture. As special cases, we obtain: (1) For with fixed , which determines the singularity probability to two asymptotic terms. Previously, no result of such precision was available in the study of the singularity of random matrices. (2) For with fixed , Previously, only the much weaker upper bound of was known due to the work of Bourgain-Vu-Wood. For which is uniform on its support: (1) We show that \begin{align*} \mathbb{P}[M_{n}(\xi)\text{ is singular}] &= (1+o_n(1))^{n}\mathbb{P}[\text{two rows or columns are equal}]. \end{align*} (2) Perhaps more importantly, we provide a sharp analysis of the contribution of the `compressible' part of the unit sphere to the lower tail of the smallest singular value of .
Cite
@article{arxiv.2010.06554,
title = {Singularity of discrete random matrices},
author = {Vishesh Jain and Ashwin Sah and Mehtaab Sawhney},
journal= {arXiv preprint arXiv:2010.06554},
year = {2021}
}
Comments
arXiv admin note: text overlap with arXiv:2010.06553