On the Operator Norm of Random Rectangular Toeplitz Matrices

Conference paper
Part of the Progress in Probability book series (PRPR, volume 66)

Abstract

We consider rectangular N x n Toeplitz matrices generated by sequences of centered independent random variables and provide bounds on their operator norm under the assumption of finiteness of pth moments (p > 2). We also show that if N ≫ n log n then with high probability such matrices preserve the Euclidean norm up to an arbitrarily small error.

Keywords

Random Toeplitz Matrices. 

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Copyright information

© Springer Basel 2013

Authors and Affiliations

  1. 1.Institute of MathematicsUniversity of WarsawWarszawaPoland

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