On the operator norm of a Hermitian random matrix with correlated entries

DOI10.1142/S2010326322500368MaRDI QIDQ5041689zbMATH OpenFDO

Authors Jana Reker

Publication date 14 October 2022

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.03906

zbMATH Keywords

correlated random matrixoperator normpolynomially decaying metric correlation structure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: We consider a correlated $NimesN$ Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one.

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Cited in

(1)

• Empirical correlation operator and many-dimensional Hermite polynomials

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