English

On the spectral norm of a random Toeplitz matrix

Probability 2007-10-29 v2

Abstract

Suppose that TnT_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 TnT_n is of the order nlogn\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.

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

R2 v1 2026-07-22T17:52:12.161Z