Journal of Theoretical Probability

, Volume 23, Issue 1, pp 85–108 | Cite as

A Few Remarks on the Operator Norm of Random Toeplitz Matrices

Article

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.

Keywords

Random Toeplitz matrices 

Mathematics Subject Classification (2000)

15A52 60F15 

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Institute of MathematicsUniversity of WarsawWarszawaPoland

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