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Random symmetric matrices are almost surely non-singular

Kevin Costello, Terence Tao, Van Vu

math.PRarXiv:math/0505156

Abstract

Let Qn denote a random symmetric n by n matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that Qn is non-singular 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.

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