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2007 On the spectral norm of a random Toeplitz matrix
Mark Meckes
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Electron. Commun. Probab. 12: 315-325 (2007). DOI: 10.1214/ECP.v12-1313

Abstract

Suppose that $T_n$ is a Toeplitz matrix whose entries come from a sequence of independent but not necessarily identically distributed random variables with mean zero. Under some additional tail conditions, we show that the spectral norm of $T_n$ is of the order $\sqrt{n \log n}$. The same result holds for random Hankel matrices as well as other variants of random Toeplitz matrices which have been studied in the literature.

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Mark Meckes. "On the spectral norm of a random Toeplitz matrix." Electron. Commun. Probab. 12 315 - 325, 2007. https://doi.org/10.1214/ECP.v12-1313

Information

Accepted: 3 October 2007; Published: 2007
First available in Project Euclid: 6 June 2016

zbMATH: 1130.15018
MathSciNet: MR2342710
Digital Object Identifier: 10.1214/ECP.v12-1313

Subjects:
Primary: 15A52
Secondary: 60F99

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