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arxiv: 1109.5494 · v2 · pith:5XPSTH2Hnew · submitted 2011-09-26 · 🧮 math.PR

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

classification 🧮 math.PR
keywords eigenvaluekernelmatrixrandomsinetoeplitzconvergesnorm
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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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