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Jeff
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Let $\mathbf{R} \in \mathbb{C}^{~n \times k} $ with $n \leq k $ be a random matrix, whose entries are i.i.d zero mean random variables with circularly symmetric Normal distribution. Two questions:

(1) What is the rank of $\mathbf{R}$? I guess for $k \to \infty$, the matrix would become a full-rank matrix. Is it true?

(2) Moreover, I simulated such matrix for many times, and for all values of $k \geq n$, the rank was $k$$n$ even in $k=n$. Is there any closed-form expression to show the probability of not having a full-rank matrix as a function of $n$ and $k$?

Let $\mathbf{R} \in \mathbb{C}^{~n \times k} $ with $n \leq k $ be a random matrix, whose entries are i.i.d zero mean random variables with circularly symmetric Normal distribution. Two questions:

(1) What is the rank of $\mathbf{R}$? I guess for $k \to \infty$, the matrix would become a full-rank matrix. Is it true?

(2) Moreover, I simulated such matrix for many times, and for all values of $k \geq n$, the rank was $k$ even in $k=n$. Is there any closed-form expression to show the probability of not having a full-rank matrix as a function of $n$ and $k$?

Let $\mathbf{R} \in \mathbb{C}^{~n \times k} $ with $n \leq k $ be a random matrix, whose entries are i.i.d zero mean random variables with circularly symmetric Normal distribution. Two questions:

(1) What is the rank of $\mathbf{R}$? I guess for $k \to \infty$, the matrix would become a full-rank matrix. Is it true?

(2) Moreover, I simulated such matrix for many times, and for all values of $k \geq n$, the rank was $n$ even in $k=n$. Is there any closed-form expression to show the probability of not having a full-rank matrix as a function of $n$ and $k$?

Source Link
Jeff
  • 482
  • 2
  • 8

Rank of a fat random matrix

Let $\mathbf{R} \in \mathbb{C}^{~n \times k} $ with $n \leq k $ be a random matrix, whose entries are i.i.d zero mean random variables with circularly symmetric Normal distribution. Two questions:

(1) What is the rank of $\mathbf{R}$? I guess for $k \to \infty$, the matrix would become a full-rank matrix. Is it true?

(2) Moreover, I simulated such matrix for many times, and for all values of $k \geq n$, the rank was $k$ even in $k=n$. Is there any closed-form expression to show the probability of not having a full-rank matrix as a function of $n$ and $k$?