Gaussian Critical-Threshold Instability in Real Phase Retrieval

We establish the natural scale of instability in real Gaussian phase retrieval at the critical injectivity threshold. Let $A$ be a $(2M-1)\times M$ matrix with independent standard Gaussian entries and let $K_M=\binom{2M-1}{M}$. For every $w_M\to\infty$ with $\log w_M=o(M)$, we prove that $\mathbb{P