On the spectral norm of a random Toeplitz matrix

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dc.creatorMeckes, Mark W.
dc.date2007-03-05
dc.date2007-03-12
dc.date.accessioned2026-07-07T08:38:57Z
dc.date.available2026-07-07T08:38:57Z
dc.descriptionSuppose 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.
dc.descriptionv2: Minor corrections and changes in exposition
dc.identifierhttps://arxiv.org/abs/math/0703134
dc.identifierhttp://arxiv.org/abs/math/0703134
dc.identifierElectron. Commun. Probab. 12 (2007), 315-325
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/140919
dc.subjectProbability
dc.titleOn the spectral norm of a random Toeplitz matrix
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