The top eigenvalue of the random toeplitz matrix and the sine kernel

Arnab Sen, Bálint Virág

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

We show that the top eigenvalue of an n × n random symmetric Toeplitz matrix, scaled by √2n log n, converges to the square of the 2 → 4 operator norm of the sine kernel.

Original languageEnglish (US)
Pages (from-to)4050-4079
Number of pages30
JournalAnnals of Probability
Volume41
Issue number6
DOIs
StatePublished - Nov 2013

Keywords

  • Maximum eigenvalue
  • Random toeplitz matrices
  • Sine kernel
  • Spectral norm

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