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.
Original language | English (US) |
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Pages (from-to) | 21-27 |
Number of pages | 7 |
Journal | Electronic Communications in Probability |
Volume | 12 |
DOIs | |
State | Published - Jan 1 2007 |