Random Toeplitz matrices: The condition number under high stochastic dependence

DOI10.1142/S2010326322500277zbMath1491.65031arXiv2005.09775OpenAlexW3211086983WikidataQ114071596 ScholiaQ114071596MaRDI QIDQ5092961

Paulo Cesar Manrique Mirón

Publication date: 26 July 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.09775

zbMATH Keywords

condition numberdecouplingrandom trigonometric polynomialsmall ball probabilityrandom Hankel matrixlocally sub-Gaussian random variablesrandom circulant matrixrandom Toeplitz matrixSalem-Zygmund type inequality

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Toeplitz, Cauchy, and related matrices (15B05)

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