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Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
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Arup Bose, Indian Statistical Institute
Arnab Sen, University of California, Berkeley
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Abstract
Suppose sn is the spectral norm of either the Toeplitz
or the Hankel matrix whose entries come from an i.i.d. sequence of random
variables with positive mean μ and finite fourth moment. We show that
n-1/2(sn-nμ) converges to the normal distribution in either case. This
behaviour is in contrast to the known result for the Wigner matrices where
sn-nμ is itself asymptotically normal.
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Full text: PDF
Pages: 21-27
Published on: February 13, 2007
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Electronic Communications in Probability. ISSN: 1083-589X |
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