On the Spectral Norm of a Random Toeplitz Matrix
نویسنده
چکیده
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
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