A Few Remarks on the Operator Norm of Random Toeplitz Matrices

被引：11
作者：
Adamczak, Radoslaw [1 ]
机构：
[1] Univ Warsaw, Inst Math, PL-02097 Warsaw, Poland
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2010年 / 23卷 / 01期
关键词：
Random Toeplitz matrices; EMPIRICAL PROCESSES; SPECTRAL NORM; INEQUALITIES; HANKEL; MARKOV;
D O I：
10.1007/s10959-008-0201-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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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收藏
页码：85 / 108
页数：24
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