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.
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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).
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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
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1
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101-146
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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.
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