A Few Remarks on the Operator Norm of Random Toeplitz Matrices

Radosław Adamczak ()
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Radosław Adamczak: University of Warsaw

Journal of Theoretical Probability, 2010, vol. 23, issue 1, 85-108

Abstract: Abstract We present some results concerning the almost sure behavior of the operator norm of random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some concentration inequalities for suprema of empirical processes, which are refinements of recent results by Einmahl and Li.

Keywords: Random; Toeplitz; matrices; 15A52; 60F15 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10959-008-0201-7

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