Spectral norm of circulant-type matrices (Q548147)

The convergence in probability and in distribution of the spectral norm of scaled Toeplitz, circulant, reverse circulant, symmetric circulant and a class of \(k\)-circulant matrices is studied as the size of the matrices grows, when the input sequence is independent and identically distributed with finite moments of suitable order. Given its first row, the next row of an \(n \times n\) circulant matrix is obtained by shifting (cyclically) the previous row by one to the right. This process results in a band diagonal matrix, with \(n\) different generalized diagonals. For \(k\)-circulant matrices, repeat the same process, only shifting by \(k\) instead. In many of the above cases, when the input sequence is a stationary two-sided moving average process of infinite order, the authors derive the limits of the maximum of the moduli of eigenvalues, after appropriate scaling by the spectral density.