On the operator norm of a Hermitian random matrix with correlated entries
Reker J. 2022. On the operator norm of a Hermitian random matrix with correlated entries. Random Matrices: Theory and Applications. 11(4), 2250036.
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We consider a correlated NxN 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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Date Published
2022-10-01
Journal Title
Random Matrices: Theory and Applications
Volume
11
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4
Article Number
2250036
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Reker J. On the operator norm of a Hermitian random matrix with correlated entries. Random Matrices: Theory and Applications. 2022;11(4). doi:10.1142/s2010326322500368
Reker, J. (2022). On the operator norm of a Hermitian random matrix with correlated entries. Random Matrices: Theory and Applications. World Scientific. https://doi.org/10.1142/s2010326322500368
Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated Entries.” Random Matrices: Theory and Applications. World Scientific, 2022. https://doi.org/10.1142/s2010326322500368.
J. Reker, “On the operator norm of a Hermitian random matrix with correlated entries,” Random Matrices: Theory and Applications, vol. 11, no. 4. World Scientific, 2022.
Reker J. 2022. On the operator norm of a Hermitian random matrix with correlated entries. Random Matrices: Theory and Applications. 11(4), 2250036.
Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated Entries.” Random Matrices: Theory and Applications, vol. 11, no. 4, 2250036, World Scientific, 2022, doi:10.1142/s2010326322500368.
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