Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices

Abstract

Suppose $s_n$ is the spectral norm of either the Toeplitz or the Hankel matrix whose entries come from an i.i.d. sequence of random variables with positive mean $\mu$ and finite fourth moment. We show that $n^{-1/2}(s_n-n\mu)$ converges to the normal distribution in either case. This behaviour is in contrast to the known result for the Wigner matrices where $s_n-n\mu$ is itself asymptotically normal.

Locations

• Electronic Communications in Probability - View - PDF