A LARGE DEVIATION INEQUALITY FOR THE RANK OF A RANDOM MATRIX

• 成果类型: Article
• 署名作者: Rudelson, Mark
• 署名单位: University of Michigan System; University of Michigan
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/24-AOP1695
• 发表日期: 2024
• 页码: 1992-2018
• 关键词: invertibility

摘要

Let A be an nxn x n random matrix with independent identically distributed nonconstant sub-Gaussian entries. Then for any k <= c ,J n , rank (A) >= n - k with probability at least 1 - exp ( - c l kn) .