Abstract:In this paper, we study the condition number of a random Toeplitz matrix. As a Toeplitz matrix is a diagonal constant matrix, its rows or columns cannot be stochastically independent. This situation does not permit us to use the classic strategies to analyze its minimum singular value when all the entries of a random matrix are stochastically independent. Using a circulant embedding as a decoupling technique, we break the stochastic dependence of the structure of the Toeplitz matrix and reduce the problem to a… Show more
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