A large deviation inequality for the rank of a random matrix

DOI10.1214/24-aop1695MaRDI QIDQ6618736

M. V. Rudel'son

Publication date: 15 October 2024

Published in: The Annals of Probability (Search for Journal in Brave)

zbMATH Keywords

random matricesrank of a matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Cites Work

• Unnamed Item
• Invertibility of sparse non-Hermitian matrices
• No-gaps delocalization for general random matrices
• Hanson-Wright inequality and sub-Gaussian concentration
• Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries
• Random matrices: overcrowding estimates for the spectrum
• The smallest singular value of inhomogeneous square random matrices
• The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding
• Singularity of discrete random matrices
• Singularity of random Bernoulli matrices
• Invertibility of random matrices: norm of the inverse
• The Littlewood-Offord problem and invertibility of random matrices
• High-Dimensional Probability
• On the Probability That a Random ± 1-Matrix Is Singular
• Recent developments in non-asymptotic theory of random matrices
• Invertibility of symmetric random matrices
• The least singular value of a random symmetric matrix

This page was built for publication: A large deviation inequality for the rank of a random matrix