On the spectral norm of a random Toeplitz matrix
Mark W Meckes, Case Western Reserve University
Abstract
Suppose that Tn 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
Tn is of the order √(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.
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