A few remarks on the operator norm of random Toeplitz matrices

Details A few remarks on the operator norm of random Toeplitz matrices A few remarks on the operator norm of random Toeplitz matrices

2008-03-21

arxiv.org/abs/0803.3111v1

Mathematics

Probability

Scientific paper

We present some results concerning the almost sure behaviour of the operator
norm or 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.

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