Abstract
We point out that the method of Davis-Mikosch [Ann. Probab. 27 (1999) 522–536] gives for a symmetric circulant n×n matrix composed of i.i.d. entries with mean 0 and finite (2+δ)-moments in the first half-row that the maximum eigenvalue is on the order $\sqrt{2n \log n}$, and the fluctuations are Gumbel.
Information
Published: 1 January 2009
First available in Project Euclid: 2 February 2010
zbMATH: 1243.60006
Digital Object Identifier: 10.1214/09-IMSCOLL512
Subjects:
Primary:
15A52
Keywords:
circulant
,
eigenvalue
,
Gumbel
,
matrix
,
Maximum
,
random
Rights: Copyright © 2009, Institute of Mathematical Statistics
