On the largest and the smallest singular value of sparse rectangular random matrices

DOI10.1214/23-ejp919zbMath1517.60011arXiv2207.03155OpenAlexW4320732567MaRDI QIDQ6109876

Alexander Tikhomirov, Friedrich Götze

Publication date: 4 July 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.03155

zbMATH Keywords

random matricesMarchenko-Pastur lawsample covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (5)

Hole probabilities and overcrowding estimates for products of complex Gaussian matrices ⋮ Asymptotic distribution of singular values for matrices in a spherical ensemble ⋮ Universality for cokernels of random matrix products ⋮ Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits ⋮ Products of independent elliptic random matrices

Cites Work

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• The circular law for random matrices
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• Edge rigidity and universality of random regular graphs of intermediate degree
• Eigenvector statistics of sparse random matrices
• The Littlewood-Offord problem and invertibility of random matrices
• Smallest singular value of random matrices and geometry of random polytopes
• The smallest singular value of random rectangular matrices with no moment assumptions on entries
• Smallest singular value of a random rectangular matrix
• The Expected Norm of Random Matrices
• Moment Inequalities for Linear and Nonlinear Statistics

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