Optimal lower bound on the least singular value of the shifted Ginibre ensemble
Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 1(1), 101–146.
Download (ext.)
Journal Article
| Published
| English
Scopus indexed
Corresponding author has ISTA affiliation
Department
Grant
Abstract
We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal lower tail estimate on this singular value in the critical regime where z is around the spectral edge, thus improving the classical bound of Sankar, Spielman and Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395).
Keywords
Publishing Year
Date Published
2020-11-16
Journal Title
Probability and Mathematical Physics
Publisher
Mathematical Sciences Publishers
Acknowledgement
Partially supported by ERC Advanced Grant No. 338804. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No. 66538
Volume
1
Issue
1
Page
101-146
IST-REx-ID
Cite this
Cipolloni G, Erdös L, Schröder DJ. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 2020;1(1):101-146. doi:10.2140/pmp.2020.1.101
Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101
Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101.
G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least singular value of the shifted Ginibre ensemble,” Probability and Mathematical Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020.
Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 1(1), 101–146.
Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics, vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101.
All files available under the following license(s):
Copyright Statement:
This Item is protected by copyright and/or related rights. [...]
Link(s) to Main File(s)
Access Level
Open Access
Export
Marked PublicationsOpen Data ISTA Research Explorer
Sources
arXiv 1908.01653
Google Scholar