| Título: | On the spectral norm of a random Toeplitz matrix |
| Autores: | Meckes, Mark W; Case Western Reserve University |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
random Toeplitz matrix, random Hankel matrix, spectral norm 15A52, 60F99 |
| Descripción: | Suppose that $T_n$ 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 $T_n$ is of the order $\sqrt{n \log n}$. The same result holds for random Hankel matrices as well as other variants of random Toeplitz matrices which have been studied in the literature. |
| Idioma: | No aplica |
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