The top eigenvalue of the random Toeplitz matrix and the sine kernel
Probability
2013-12-17 v2
Abstract
We show that the top eigenvalue of an random symmetric Toeplitz matrix, scaled by , converges to the square of the operator norm of the sine kernel.
Keywords
Cite
@article{arxiv.1109.5494,
title = {The top eigenvalue of the random Toeplitz matrix and the sine kernel},
author = {Arnab Sen and Bálint Virág},
journal= {arXiv preprint arXiv:1109.5494},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/13-AOP863 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)