The smallest singular value of random combinatorial matrices
Tuan Tran

TL;DR
This paper establishes optimal bounds on the smallest singular value and the probability of singularity for random combinatorial matrices with fixed row sums, introducing a new combinatorial invariant to handle dependencies.
Contribution
It introduces the Combinatorial Least Common Denominator (CLCD) to analyze dependencies and proves exponential bounds on singularity probability for such matrices.
Findings
Bound on smallest singular value of $Q_n$ with high probability
First exponential bound on singularity probability for combinatorial matrices
Introduction of CLCD for anti-concentration analysis
Abstract
Let be a random matrix with entries in whose rows are independent vectors of exactly zero components. We show that the smallest singular value of satisfies \[ \mathbb{P}\Big\{s_n(Q_n)\le \frac{\varepsilon}{\sqrt{n}}\Big\} \le C\varepsilon + 2 e^{-cn} \quad \forall \varepsilon \ge 0, \] which is optimal up to the constants . This improves on earlier results of Ferber, Jain, Luh and Samotij, as well as Jain. In particular, for , we obtain the first exponential bound in dimension for the singularity probability \[ \mathbb{P}\big\{Q_n \,\,\text{is singular}\big\} \le 2 e^{-cn}.\] To overcome the lack of independence between entries of , we introduce an arithmetic-combinatorial invariant of a pair of vectors, which we call a Combinatorial Least Common Denominator (CLCD). We prove a small ball probability inequality…
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Taxonomy
TopicsRandom Matrices and Applications · Advanced Combinatorial Mathematics · Markov Chains and Monte Carlo Methods
