2 papers
math.PR2025
Precise asymptotics for the norm of large random rectangular Toeplitz matrices
Alexei Onatski
We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to th…
math.PR2025
The smallest singular value of large random rectangular Toeplitz and circulant matrices
Alexei Onatski, Vladislav Kargin
Let , be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz …