Behavior of the minimum singular value of a random Vandermonde matrix

Abstract

In this work we examine the behavior of the minimum singular value of random Vandermonde matrices. In particular, we prove that the minimum singular value s 1 (N) is at most N exp(−C√N) where N is the dimension of the matrix and C is a constant. Furthermore, the value of the constant C is determined explicitly. The main result is obtained in two different ways. One approach uses techniques from stochastic processes and in particular, a construction related to the Brownian bridge. The other one is a more direct analytical approach involving combinatorics and complex analysis. As a consequence, we obtain a lower bound on the maximum absolute value of a random polynomial on the unit circle, which may be of independent mathematical interest.