2020
DOI: 10.48550/arxiv.2011.01291
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Singularity of sparse random matrices: simple proofs

Abstract: Consider a random n × n zero-one matrix with "density" p, sampled according to one of the following two models: either every entry is independently taken to be one with probability p (the "Bernoulli" model), or each row is independently uniformly sampled from the set of all length-n zero-one vectors with exactly pn ones (the "combinatorial" model). We give simple proofs of the (essentially bestpossible) fact that in both models, if min(p, 1 − p) ≥ (1 + ε) log n/n for any constant ε > 0, then our random matrix … Show more

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“…However, the same techniques usually apply to both settings, and we will not further concern ourselves with this detail 2. The Costello-Vu proof was only written for G(n, p), but it can be easily adapted to G(n, n, p); alternatively, see[34] for a very simple proof in the G(n, n, p) case.…”
mentioning
confidence: 99%
“…However, the same techniques usually apply to both settings, and we will not further concern ourselves with this detail 2. The Costello-Vu proof was only written for G(n, p), but it can be easily adapted to G(n, n, p); alternatively, see[34] for a very simple proof in the G(n, n, p) case.…”
mentioning
confidence: 99%