On the spectral norm of a random Toeplitz matrix
Probability
2007-10-29 v2
Abstract
Suppose that 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 is of the order . The same result holds for random Hankel matrices as well as other variants of random Toeplitz matrices which have been studied in the literature.
Keywords
Cite
@article{arxiv.math/0703134,
title = {On the spectral norm of a random Toeplitz matrix},
author = {Mark W. Meckes},
journal= {arXiv preprint arXiv:math/0703134},
year = {2007}
}
Comments
v2: Minor corrections and changes in exposition