Spectral norm of random Toeplitz matrices

Malika Kharouf

Published 2013-01-05, updated 2013-01-09Version 2

In this work, we consider symmetric random Toeplitz matrices $T_n$ generated by i.i.d. zero mean random variables ${X_k}$ satisfying the moment conditions: $E|X_k|^2=1$ and $\E|X_1|^n \le n^{\sqrt{n}}$ for all $n\ge 3$. We prove that the largest eigenvalue of $T_n$ scaled by $\sqrt{n log(n)}$ converges almost surely to $1$.