PUB - Publikationen an der Universität Bielefeld

We derive estimates for the largest and smallest singular values of sparse rectangular N x n random matrices, assuming lim(N,n ->infinity) n/N = y is an element of (0, 1). We consider a model with sparsity parameter p(N) such that N-pN similar to log(alpha) N for some alpha > 1, and assume that the moments of the matrix elements satisfy the condition E|X-jk|(4+delta) <= C < infinity. We assume also that the entries of matrices we consider are truncated at the level (NpN)(1/2-(sic)) with {(sic):= delta/2(4+delta).