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.
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Research partially supported by MEiN Grant 1 PO3A 012 29.
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Adamczak, R. A Few Remarks on the Operator Norm of Random Toeplitz Matrices. J Theor Probab 23, 85–108 (2010). https://doi.org/10.1007/s10959-008-0201-7
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DOI: https://doi.org/10.1007/s10959-008-0201-7