On the smallest singular value of symmetric random matrices

被引:2
|
作者
Jain, Vishesh [1 ]
Sah, Ashwin [2 ]
Sawhney, Mehtaab [2 ]
机构
[1] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[2] MIT, Dept Math, Cambridge, MA 02139 USA
来源
COMBINATORICS PROBABILITY & COMPUTING | 2022年 / 31卷 / 04期
基金
美国国家科学基金会;
关键词
random matrix theory; least singular value; random symmetric matrices; INVERTIBILITY; PROBABILITY;
D O I
10.1017/S0963548321000511
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We show that for an nxn random symmetric matrix A(n), whose entries on and above the diagonal are independent copies of a sub-Gaussian random variable xi with mean 0 and variance 1, P[s(n)(A(n)) <= epsilon/root n] <= O-xi (epsilon(1/8) + exp (-Omega(xi)(n(1/2)))) for all epsilon >= 0. This improves a result of Vershynin, who obtained such a bound with n(1/2) replaced by n(c) for a small constant c, and 1/8 replaced by (1/8) - eta (with implicit constants also depending on eta > 0). Furthermore, when xi is a Rademacher random variable, we prove that P[s(n)(A(n)) <= epsilon/root n] <= O(epsilon(1/8) + exp (-Omega((log n)(1/4)n(1/2)))) for all epsilon >= 0. The special case epsilon = 0 improves a recent result of Campos, Mattos, Morris, and Morrison, which showed that P[s(n)(A(n))= 0] <= O( exp (-Omega(n(1/2)))). Notably, in a departure from the previous two best bounds on the probability of singularity of symmetric matrices, which had relied on somewhat specialized and involved combinatorial techniques, our methods fall squarely within the broad geometric framework pioneered by Rudelson and Vershynin, and suggest the possibility of a principled geometric approach to the study of the singular spectrum of symmetric random matrices. The main innovations in our work are new notions of arithmetic structure - the Median Regularized Least Common Denominator (MRLCD) and the Median Threshold, which are natural refinements of the Regularized Least Common Denominator (RLCD)introduced by Vershynin, and should be more generally useful in contexts where one needs to combine anticoncentration information of different parts of a vector.
引用
收藏
页码:662 / 683
页数:22
相关论文
共 50 条
  • [1] Smallest singular value of sparse random matrices
    Litvak, Alexander E.
    Rivasplata, Omar
    [J]. STUDIA MATHEMATICA, 2012, 212 (03) : 195 - 218
  • [2] Smallest singular value of random matrices and geometry of random polytopes
    Litvak, AE
    Pajor, A
    Rudelson, M
    Tomczak-Jaegermann, N
    [J]. ADVANCES IN MATHEMATICS, 2005, 195 (02) : 491 - 523
  • [3] Smallest singular value of random matrices with independent columns
    Adamczak, Radoslaw
    Guedon, Olivier
    Litvak, Alexander
    Pajor, Alain
    Tomczak-Jaegermann, Nicole
    [J]. COMPTES RENDUS MATHEMATIQUE, 2008, 346 (15-16) : 853 - 856
  • [4] THE SMALLEST SINGULAR VALUE OF INHOMOGENEOUS SQUARE RANDOM MATRICES
    Livshyts, Galyna, V
    Tikhomirov, Konstantin
    Vershynin, Roman
    [J]. ANNALS OF PROBABILITY, 2021, 49 (03): : 1286 - 1309
  • [5] On the least singular value of random symmetric matrices
    Nguyen, Hoi H.
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2012, 17 : 1 - 19
  • [6] LOWER BOUNDS FOR THE SMALLEST SINGULAR VALUE OF STRUCTURED RANDOM MATRICES
    Cook, Nicholas
    [J]. ANNALS OF PROBABILITY, 2018, 46 (06): : 3442 - 3500
  • [7] On the largest and the smallest singular value of sparse rectangular random matrices
    Gotze, F.
    Tikhomirov, A.
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2023, 28
  • [8] THE SMALLEST SINGULAR VALUE OF RANDOM RECTANGULAR MATRICES WITH NO MOMENT ASSUMPTIONS ON ENTRIES
    Tikhomirov, Konstantin E.
    [J]. ISRAEL JOURNAL OF MATHEMATICS, 2016, 212 (01) : 289 - 314
  • [9] The smallest singular value of random rectangular matrices with no moment assumptions on entries
    Konstantin E. Tikhomirov
    [J]. Israel Journal of Mathematics, 2016, 212 : 289 - 314
  • [10] On generic chaining and the smallest singular value of random matrices with heavy tails
    Mendelson, Shahar
    Paouris, Grigoris
    [J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2012, 262 (09) : 3775 - 3811