Yi Han

collaborators

4 papers

math.PR2026

On the rank of a random symmetric matrix in the large deviation regime

Yi Han

Let $A$ be an $n \times n$ random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality f…

math.PR2025

The smallest singular value for rectangular random matrices with LÃ©vy entries

Yi Han

Let $X = (x_{ij}) \in R^{N \times n}$ be a rectangular random matrix with i.i.d. entries (we assume $N / n \to a > 1$ ), and denote by $I ¨ _{min} (X)$ its smallest singular val…

math.PR2025

Repeated singular values of a random symmetric matrix and decoupled singular value estimates

Yi Han

Let $A_{n}$ be a random symmetric matrix with Bernoulli ${\pm 1}$ entries. For any $I^º > 0$ and two real numbers $I^»_{1}, I^»_{2}$ with a separation $∣ I^»_{1} - I^»_{2} ∣ \geq I^º n^{1/2}$ and both ly…

math.PR2025

Simplicity of singular value spectrum of random matrices and two-point quantitative invertibility

Yi Han

Let $A$ be an $n \times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular…