Smallest singular value and bottom singular vector of heavy-tailed rectangular matrices

Zhigang Bao (U of Hong Kong)

Apr 16. 2026, 15:30 — 16:30

In this talk, we will introduce some recent findings about the smallest singular value and the bottom singular vector of a heavy-tailed rectangular random matrix with entry tail exponent 0 < alpha < 4. In the regime 2 < alpha < 4, we will show a Tracy–Widom to Gaussian phase transition for the smallest singular value when alpha crosses 8/3. In the regime 0 < alpha < 2, we will show some partial results on upper and lower bounds for the smallest singular value. Finally, we will show a localization–delocalization transition for the bottom singular vector when alpha crosses 2. This talk is based on joint work with Jaehun Lee and Xiaocong Xu. 

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Random Matrices and Operators (Workshop)
Organizer(s):
Nathanael Berestycki (U of Vienna)
Paul Bourgade (CIMS, New York)
Giorgio Cipolloni (U Tor Vergata, Rome)