The top eigenvalue of the random Toeplitz matrix and the sine kernel
Arnab SenBálint Virág
所有作者
Arnab SenBálint Virág
文献摘要
We show that the top eigenvalue of an n×n random symmetric Toeplitz
matrix, scaled by 2nlogn, converges to the square of the 2→4
operator norm of the sine kernel.