Spectral norm of random Toeplitz matrices

Abstract: In this work, we consider symmetric random Toeplitz matrices

T_{n}

generated by i.i.d. zero mean random variables

X_{k}

satisfying the moment conditions:

E | X_{k} |^{2} = 1

and

E | X_{1} |^{n} l e n^{s q r t n}

for all

n g e 3

. We prove that the largest eigenvalue of

T_{n}

scaled by

s q r t n l o g (n)

converges almost surely to

1

.

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