The smallest singular value of a random rectangular matrix
  We prove an optimal estimate on the smallest singular value of a random subgaussian matrix, valid for all fixed dimensions. For an N by n matrix A with independent and identically distributed subgaussian entries, the smallest singular value of A is at least of the order \sqrt{N} - \sqrt{n-1} with high probability. A sharp estimate on the probability is also obtained. 
Mark Rudelson and Roman Vershynin