On the rank of a random symmetric matrix in the large deviation regime
Abstract: Let be an random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality for the rank of : for all , $$\mathbb{P}(\operatorname{Rank}(A)\geq n-k)\geq 1-\exp(-c'kn),$$ for some fixed constants $c,c'>0$. A similar large deviation inequality is proven for the rank of the adjacency matrix of dense Erdos-Renyi graphs. This corank estimate enhances the recent breakthrough of Campos, Jensen, Michelen and Sahasrabudhe that the singularity probability of a random symmetric matrix is exponentially small, and echos a large deviation inequality of M.Rudelson for the rank of a random matrix with independent entries.
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