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 matrix with , where is drawn from the complex Ginibre ensemble of matrices with iid Gaussian entries, and is some general matrix with complex entries (it can be random and in this case it is independent of ). Assuming some rather general assumptions on , we prove an optimal tail estimate on the least singular value in the regime where is around the spectral edge of thus generalize the recent result of Cipolloni, Erd\H{o}s, Schr\"{o}der arxiv:1908.01653 to the case . 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