The top eigenvalue of the random Toeplitz matrix and the sine kernel
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Publication:2434911
DOI10.1214/13-AOP863zbMath1284.60020arXiv1109.5494MaRDI QIDQ2434911
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
Related Items
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, The asymptotic distribution of the condition number for random circulant 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, On the Operator Norm of Random Rectangular Toeplitz Matrices, On fluctuations for random band Toeplitz matrices
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