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A Few Remarks on the Operator Norm of Random Toeplitz Matrices

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  • Radosław Adamczak

    (University of Warsaw)

Abstract

We present some results concerning the almost sure behavior of the operator norm of random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some concentration inequalities for suprema of empirical processes, which are refinements of recent results by Einmahl and Li.

Suggested Citation

  • Radosław Adamczak, 2010. "A Few Remarks on the Operator Norm of Random Toeplitz Matrices," Journal of Theoretical Probability, Springer, vol. 23(1), pages 85-108, March.
    • Handle: RePEc:spr:jotpro:v:23:y:2010:i:1:d:10.1007_s10959-008-0201-7
    DOI: 10.1007/s10959-008-0201-7
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    Cited by:

    1. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP49/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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    Keywords

    Random Toeplitz matrices;

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