On the operator norm of a Hermitian random matrix with correlated entries

Abstract

We consider a correlated $N\times N$ 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.

Updated to match accepted manuscript, 2 mistyped estimates corrected

References in corpus (2)

• Random Matrices with Slow Correlation Decay
• Correlated Random Matrices: Band Rigidity and Edge Universality