Random symmetric matrices are almost surely nonsingular
Costello, Kevin P. ; Tao, Terence ; Vu, Van
Duke Math. J., Tome 131 (2006) no. 1, p. 395-413 / Harvested from Project Euclid
Let $Q_n$ denote a random symmetric ( $n{\times}n)$ -matrix, whose upper-diagonal entries are independent and identically distributed (i.i.d.) Bernoulli random variables (which take values $0$ and $1$ with probability $1/2$ ). We prove that $Q_n$ is nonsingular with probability $1-O(n^{-1/8+\delta})$ for any fixed $\delta > 0$ . The proof uses a quadratic version of Littlewood-Offord-type results concerning the concentration functions of random variables and can be extended for more general models of random matrices
Publié le : 2006-11-01
Classification:  15A52,  05D40
@article{1161093270,
     author = {Costello, Kevin P. and Tao, Terence and Vu, Van},
     title = {Random symmetric matrices are almost surely nonsingular},
     journal = {Duke Math. J.},
     volume = {131},
     number = {1},
     year = {2006},
     pages = { 395-413},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1161093270}
}
Costello, Kevin P.; Tao, Terence; Vu, Van. Random symmetric matrices are almost surely nonsingular. Duke Math. J., Tome 131 (2006) no. 1, pp.  395-413. http://gdmltest.u-ga.fr/item/1161093270/