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arXiv · 2103.03906

On the operator norm of a Hermitian random matrix with correlated entries

Jana Reker
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Abstract

We consider a correlated $N\times N$ Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one.

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Jana Reker. 2021-03-05. On the operator norm of a Hermitian random matrix with correlated entries. https://doi.org/10.1142/s2010326322500368

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