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Mathematics  2011 

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

DOI: 10.1214/13-AOP863

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Abstract:

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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