English

Spectral norm of random Toeplitz matrices

Probability 2013-01-10 v2

Abstract

In this work, we consider symmetric random Toeplitz matrices TnT_n generated by i.i.d. zero mean random variables Xk{X_k} satisfying the moment conditions: EXk2=1E|X_k|^2=1 and \EX1nnn\E|X_1|^n \le n^{\sqrt{n}} for all n3n\ge 3. We prove that the largest eigenvalue of TnT_n scaled by nlog(n)\sqrt{n log(n)} converges almost surely to 11.

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This paper has been withdrawn by the author for improvement

R2 v1 2026-06-21T23:04:26.455Z