2000 character limit reached
Spectral norm of random Toeplitz matrices
Published 5 Jan 2013 in math.PR | (1301.0938v2)
Abstract: In this work, we consider symmetric random Toeplitz matrices $T_n$ generated by i.i.d. zero mean random variables ${X_k}$ satisfying the moment conditions: $E|X_k|2=1$ and $\E|X_1|n \le n{\sqrt{n}}$ for all $n\ge 3$. We prove that the largest eigenvalue of $T_n$ scaled by $\sqrt{n log(n)}$ converges almost surely to $1$.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.