Smallest singular value bound for general deterministic shifts of real Ginibre matrices

Let XX be an N×NN\times N real Ginibre matrix, let AA be a deterministic matrix, let γ>0\gamma>0, and define the Hermitian imaginary part by

A:=12i(AA).\Im A:=\frac{1}{2\mathrm{i}}(A-A^*).

Write σ1(γX+A)\sigma_1(\gamma X+A) for the smallest singular value and let Tr(A)2\operatorname{Tr}(\Im A)^2 denote the trace of (A)2(\Im A)^2. General shifted real Ginibre smallest singular value conjecture. There exist constants c,C>0c_*,C_*>0 such that

P(σ1(γX+A)xN)Cxγ2+CecTr(A)2(xγxTr(A)2γ2).\operatorname{\mathbf{P}}\left(\sigma_1(\gamma X+A)\le \frac{\sqrt{x}}{N}\right)\le C_*\frac{x}{\gamma^2}+C_*e^{-c_*\operatorname{Tr}(\Im A)^2}\left(\frac{\sqrt{x}}{\gamma}\wedge\frac{x}{\sqrt{\operatorname{Tr}(\Im A)^2}\gamma^2}\right).

The conjecture extends the shifted case A=zIA=-zI to arbitrary deterministic matrices; the source notes that its preceding theorem proves the special case up to a logarithmic correction. The source does not state a resolution beyond this partial result.

Sources & referencesView supporting material

Primary source

Giorgio Cipolloni, László Erdős and Dominik Schröder, “On the condition number of the shifted real Ginibre ensemble”, arXiv:2105.13719 (2022).

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