English

Lower bounds for the smallest singular value of structured random matrices

Probability 2018-05-21 v5

Abstract

We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider n×nn\times n matrices with complex entries of the form M=AX+B=(aijξij+bij) M = A\circ X + B = (a_{ij}\xi_{ij} + b_{ij}) where X=(ξij)X=(\xi_{ij}) has iid centered entries of unit variance and AA and BB are fixed matrices. In our main result we obtain polynomial bounds on the smallest singular value of MM for the case that AA has bounded (possibly zero) entries, and B=ZnB= Z\sqrt{n} where ZZ is a diagonal matrix with entries bounded away from zero. As a byproduct of our methods we can also handle general perturbations BB under additional hypotheses on AA, which translate to connectivity hypotheses on an associated graph. In particular, we extend a result of Rudelson and Zeitouni for Gaussian matrices to allow for general entry distributions satisfying some moment hypotheses. Our proofs make use of tools which (to our knowledge) were previously unexploited in random matrix theory, in particular Szemer\'edi's Regularity Lemma, and a version of the Restricted Invertibility Theorem due to Spielman and Srivastava.

Keywords

Cite

@article{arxiv.1608.07347,
  title  = {Lower bounds for the smallest singular value of structured random matrices},
  author = {Nicholas A. Cook},
  journal= {arXiv preprint arXiv:1608.07347},
  year   = {2018}
}

Comments

69 pages. To appear in Annals of Probability

R2 v1 2026-06-22T15:31:34.202Z