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

DOI10.1214/13-AOP863zbMath1284.60020arXiv1109.5494OpenAlexW1994111875MaRDI QIDQ2434911

Bálint Virág, Arnab Sen

Publication date: 31 January 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.5494

zbMATH Keywords

sine kernelspectral normmaximum eigenvaluerandom Toeplitz matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) (L^p)-limit theorems (60F25)

Related Items (8)

On fluctuations for random band Toeplitz matrices ⋮ Salem-Zygmund inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices ⋮ Distribution of eigenvalues of Toeplitz matrices with smooth entries ⋮ Random Toeplitz matrices: The condition number under high stochastic dependence ⋮ Gaussian analytic functions of bounded mean oscillation ⋮ On eigenvalue distribution of varying Hankel and Toeplitz matrices with entries of power growth or decay ⋮ On the Operator Norm of Random Rectangular Toeplitz Matrices ⋮ The asymptotic distribution of the condition number for random circulant matrices

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