Spectral norm of random Toeplitz matrices
Probability
2013-01-10 v2
Abstract
In this work, we consider symmetric random Toeplitz matrices generated by i.i.d. zero mean random variables satisfying the moment conditions: and for all . We prove that the largest eigenvalue of scaled by converges almost surely to .
Keywords
Cite
@article{arxiv.1301.0938,
title = {Spectral norm of random Toeplitz matrices},
author = {Malika Kharouf},
journal= {arXiv preprint arXiv:1301.0938},
year = {2013}
}
Comments
This paper has been withdrawn by the author for improvement