TY - JOUR
AB - 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.
AU - Reker, Jana
ID - 11135
IS - 4
JF - Random Matrices: Theory and Applications
KW - Discrete Mathematics and Combinatorics
KW - Statistics
KW - Probability and Uncertainty
KW - Statistics and Probability
KW - Algebra and Number Theory
SN - 2010-3263
TI - On the operator norm of a Hermitian random matrix with correlated entries
VL - 11
ER -