Random symmetric matrices are almost surely nonsingular

Let Q n denote a random symmetric ( n × 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 + δ ) for any fix...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Duke mathematical journal 2006-11, Vol.135 (2), p.395-413
Hauptverfasser: Costello, Kevin P., Tao, Terence, Vu, Van
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Let Q n denote a random symmetric ( n × 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 + δ ) for any fixed δ > 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
ISSN:0012-7094
1547-7398
DOI:10.1215/S0012-7094-06-13527-5