The smallest singular value of large random rectangular Toeplitz and circulant matrices
Probability
2025-01-22 v3
Abstract
Let , be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz and circulant matrices. Let so that . We prove that the smallest eigenvalue of converges to zero in probability and in expectation. We establish a lower bound on the rate of this convergence. The lower bound is faster than any poly-log but slower than any polynomial rate. For the ``rectangular circulant'' matrices, we also establish a polynomial upper bound on the convergence rate, which is a simple explicit function of .
Keywords
Cite
@article{arxiv.2412.17091,
title = {The smallest singular value of large random rectangular Toeplitz and circulant matrices},
author = {Alexei Onatski and Vladislav Kargin},
journal= {arXiv preprint arXiv:2412.17091},
year = {2025}
}
Comments
29 pages including Appendix, 4 figures