Spectral norm of random Toeplitz matrices
In this work, we consider symmetric random Toeplitz matrices $T_n$ generated by i.i.d. zero mean random variables ${X_k}$ satisfying the moment conditions: $E|X_k|^2=1$ and $\E|X_1|^n \le n^{\sqrt{n}}$ for all $n\ge 3$. We prove that the largest eigenvalue of $T_n$ scaled by $\sqrt{n log(n)}$ conver...
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Zusammenfassung: | In this work, we consider symmetric random Toeplitz matrices $T_n$ generated
by i.i.d. zero mean random variables ${X_k}$ satisfying the moment conditions:
$E|X_k|^2=1$ and $\E|X_1|^n \le n^{\sqrt{n}}$ for all $n\ge 3$. We prove that
the largest eigenvalue of $T_n$ scaled by $\sqrt{n log(n)}$ converges almost
surely to $1$. |
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DOI: | 10.48550/arxiv.1301.0938 |