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arXiv · 1109.5494

The top eigenvalue of the random Toeplitz matrix and the sine kernel

Arnab Sen·Bálint Virág
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Abstract

We show that the top eigenvalue of an $n\times n$ random symmetric Toeplitz matrix, scaled by $\sqrt{2n\log n}$, converges to the square of the $2\to4$ operator norm of the sine kernel.

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Arnab Sen, Bálint Virág. 2011-09-26. The top eigenvalue of the random Toeplitz matrix and the sine kernel. https://doi.org/10.1214/13-aop863

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