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

DOI10.1142/S2010326322500368zbMATH Open1504.60016arXiv2103.03906MaRDI QIDQ5041689FDOQ5041689

Authors: Jana Reker 

Publication date: 14 October 2022

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

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.

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

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zbMATH Keywords

operator normcorrelated random matrixpolynomially decaying metric correlation structure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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Cited In (1)

• Empirical correlation operator and many-dimensional Hermite polynomials

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