Smallest singular value of a random rectangular matrix

@article{Rudelson2008SmallestSV,
  title={Smallest singular value of a random rectangular matrix},
  author={M. Rudelson and R. Vershynin},
  journal={Communications on Pure and Applied Mathematics},
  year={2008},
  volume={62},
  pages={1707-1739}
}
We prove an optimal estimate of the smallest singular value of a random sub- Gaussian matrix, valid for all dimensions. For an Nn matrix A with inde- pendent and identically distributed sub-Gaussian entries, the smallest singular value of A is at least of the order p Np n � 1 with high probability. A sharp 
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