On the operator norm of a Hermitian random matrix with correlated entries
Probability
2024-09-19 v2
Abstract
We consider a correlated Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one.
Keywords
Cite
@article{arxiv.2103.03906,
title = {On the operator norm of a Hermitian random matrix with correlated entries},
author = {Jana Reker},
journal= {arXiv preprint arXiv:2103.03906},
year = {2024}
}
Comments
Updated to match accepted manuscript, 2 mistyped estimates corrected