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The least singular value of the general deformed Ginibre ensemble

Mathematical Physics 2022-10-19 v1 math.MP Probability

Abstract

We study the least singular value of the n×nn\times n matrix HzH-z with H=A0+H0H=A_0+H_0, where H0H_0 is drawn from the complex Ginibre ensemble of matrices with iid Gaussian entries, and A0A_0 is some general n×nn\times n matrix with complex entries (it can be random and in this case it is independent of H0H_0). Assuming some rather general assumptions on A0A_0, we prove an optimal tail estimate on the least singular value in the regime where zz is around the spectral edge of HH thus generalize the recent result of Cipolloni, Erd\H{o}s, Schr\"{o}der arxiv:1908.01653 to the case A00A_0\ne 0. The result improves the classical bound by Sankar, Spielman and Teng.

Keywords

Cite

@article{arxiv.2204.06026,
  title  = {The least singular value of the general deformed Ginibre ensemble},
  author = {Mariya Shcherbina and Tatyana Shcherbina},
  journal= {arXiv preprint arXiv:2204.06026},
  year   = {2022}
}

Comments

25 pp