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On the spectral norm of a random Toeplitz matrix


 
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1. Title Title of document On the spectral norm of a random Toeplitz matrix
 
2. Creator Author's name, affiliation, country Mark W Meckes; Case Western Reserve University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random Toeplitz matrix, random Hankel matrix, spectral norm
 
3. Subject Subject classification 15A52, 60F99
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2007-10-03
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1313
 
10. Identifier Digital Object Identifier 10.1214/ECP.v12-1313
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 12
 
12. Language English=en
 
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