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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 31 open journal systems 


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.


Full text: PDF

Pages: 315-325

Published on: October 3, 2007
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Electronic Communications in Probability. ISSN: 1083-589X