{"id":23,"date":"2010-04-27T17:38:54","date_gmt":"2010-04-27T15:38:54","guid":{"rendered":"http:\/\/djalil.chafai.net\/blog\/?p=23"},"modified":"2011-10-23T13:46:20","modified_gmt":"2011-10-23T11:46:20","slug":"least-singular-value-of-random-matrices-with-independent-rows","status":"publish","type":"post","link":"https:\/\/djalil.chafai.net\/blog\/2010\/04\/27\/least-singular-value-of-random-matrices-with-independent-rows\/","title":{"rendered":"Least singular value of random matrices with independent rows"},"content":{"rendered":"<p style=\"text-align: justify;\">For every \\( {A\\in\\mathcal{M}_n(\\mathbb{C})} \\) let us define<\/p>\n<p style=\"text-align: center;\">\\[ s(A):=\\min_{\\Vert x\\Vert_2=1}\\Vert Ax\\Vert_2 \\quad\\text{and}\\quad \\Vert A\\Vert:=\\max_{\\Vert x\\Vert_2=1}\\Vert Ax\\Vert_2. \\]<\/p>\n<p style=\"text-align: justify;\">Let \\( {X} \\) be a random matrix in \\( {\\mathcal{M}_n(\\mathbb{C})} \\) with i.i.d. entries of mean \\( {m:=\\mathbb{E}(X_{11})} \\) and unit variance. Fix \\( {0&lt;s_-\\leq s_+&lt;\\infty} \\) and let \\( {A_1,\\ldots,A_n} \\) be invertible deterministic matrices in \\( {\\mathcal{M}_n(\\mathbb{C})} \\) s.t.<\/p>\n<p style=\"text-align: center;\">\\[ s_- \\leq \\min_{1\\leq k\\leq n}s(A_k) \\leq \\max_{1\\leq k\\leq n}\\Vert A_k\\Vert\\leq s_+. \\]<\/p>\n<p style=\"text-align: justify;\">Let \\( {R_1,\\ldots,R_n} \\) be the rows of \\( {X} \\) and \\( {Y} \\) the random matrix with rows \\( {R_1A_1,\\ldots,R_nA_n} \\) .<\/p>\n<p style=\"text-align: justify;\"><b>Conjecture (RV).<\/b> If \\( {X_{11}} \\) is sub-Gaussian, i.e. there exists \\( {c_0} \\) such that for every \\( {t\\geq0} \\),<\/p>\n<p style=\"text-align: center;\">\\[ \\mathbb{P}(|X_{11}-m|&gt;t)\\leq 2 e^{-c_0t^2} \\]<\/p>\n<p style=\"text-align: justify;\">then there exists \\( {C&gt;0} \\) and \\( {c\\in(0,1)} \\) depending (polynomially) only on \\( {m} \\), \\( {c_0} \\), \\( {s_{\\pm}} \\), such that for large enough \\( {n} \\) and every \\( {\\varepsilon\\geq0} \\),<\/p>\n<p style=\"text-align: center;\">\\[ \\mathbb{P}(s(Y)\\leq \\varepsilon) \\leq C\\varepsilon+c^n. \\]<\/p>\n<p style=\"text-align: justify;\"><b>Conjecture (TV).<\/b> For every \\( {a&gt;0} \\) there exists \\( {b&gt;0} \\) depending only on \\( {a,c,m,s_{\\pm}} \\), such that for every deterministic matrix \\( {A\\in\\mathcal{M}_n(\\mathbb{C})} \\) with \\( {\\Vert A\\Vert=O(n^c)} \\) and large enough \\( {n} \\),<\/p>\n<p style=\"text-align: center;\">\\[ \\mathbb{P}(s(Y+A)\\leq n^{-b}) \\leq n^{-a}. \\]<\/p>\n<p style=\"text-align: justify;\">These conjectures involve a transformation of \\( {X} \\), which leaves invariant the results of <a href= \"http:\/\/www.ams.org\/mathscinet-getitem?mr=2441920\">Adamczak et al<\/a> on the smallest singular values of random matrices with i.i.d. centered log-concave rows.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>For every \\( {A\\in\\mathcal{M}_n(\\mathbb{C})} \\) let us define \\[ s(A):=\\min_{\\Vert x\\Vert_2=1}\\Vert Ax\\Vert_2 \\quad\\text{and}\\quad \\Vert A\\Vert:=\\max_{\\Vert x\\Vert_2=1}\\Vert Ax\\Vert_2. \\] Let \\( {X} \\) be a random&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/djalil.chafai.net\/blog\/2010\/04\/27\/least-singular-value-of-random-matrices-with-independent-rows\/\">Continue reading<span class=\"screen-reader-text\">Least singular value of random matrices with independent rows<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"iawp_total_views":68},"categories":[1],"tags":[],"_links":{"self":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/23"}],"collection":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/comments?post=23"}],"version-history":[{"count":4,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/23\/revisions"}],"predecessor-version":[{"id":249,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/posts\/23\/revisions\/249"}],"wp:attachment":[{"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/media?parent=23"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/categories?post=23"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/djalil.chafai.net\/blog\/wp-json\/wp\/v2\/tags?post=23"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}