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Short Communications
On the distribution of the linear rank of a random matrix
I. N. Kovalenko Kiev
Abstract:
Let
$A=\|a_{ij}\|$ be a
$N\times n$ random matrix,
$a_{ij}$ being independent one-zero variables,
$\mathbf P\{a_{ij}=1\}=\frac{\ln n+x_{ij}}{n}$, where
$|x_{ij}|\le T$ for all possible
$i$,
$j$. Denote by
$\xi$ the number of non-zero rows of the matrix
$A$ and by
$\eta$ the number of its non-zero columns and set
$\zeta=\min\{\xi,\eta\}$. The purpose of this note is to investigate the limiting behaviour of
$\zeta$'s distribution as
$n\to\infty$.
Put
$$
\lambda=\frac1n\sum_{i=1}^N\exp\biggl\{-\frac1n\sum_{j=1}^nx_{ij}\biggr\},\quad\alpha=N/n.
$$
Theorem 2 states that condition
$n^\alpha(1-\alpha)\to\infty$ implies that
$$
\mathbf P\{\zeta=\xi\}\to1,\quad\mathbf Ð\{\zeta=N-k\}-e^{-\lambda}\frac{\lambda^k}{k!}\to0,\quad k=0,1,\dots
$$
Let
$\alpha=1+\beta/\ln n$,
$\beta$ being a bounded variable. Put
$$
\mu=e^{-\beta}\frac1n\sum_{j=1}^n\exp\biggl\{-\frac1n\sum_{i=1}^Nx_{ij}\biggr\}.
$$
Then the distribution of the random variable
$\zeta$ asymptotically coincides with that of the
$\min\{N-U,n-V\}$, where
$U$,
$V$ are independent Poisson random variables with parameters
$\lambda$,
$\mu$.
Received: 12.12.1969