Spectral norm of random Toeplitz matrices

preprint2013arXivOpen access

Abstract

In this work, we consider symmetric random Toeplitz matrices TnT_n generated by i.i.d. zero mean random variables Xk{X_k} satisfying the moment conditions: E∣Xk∣2=1E|X_k|^2=1 and $\E|X_1|^n \le n^{\sqrt{n}}$ for all n≥3n\ge 3. We prove that the largest eigenvalue of TnT_n scaled by nlog(n)\sqrt{n log(n)} converges almost surely to 11.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.