ABSTRACT

In this chapter the focus is on the distributional convergence of the spectral radius and hence of the spectral norm of the circulant, the reverse circulant and the symmetric circulant matrices when the input sequence is heavy-tailed. The approach is to use the already known methods for the study of the maximum of periodograms for heavy-tailed sequences. This method is completely different from the method used to derive the results in Chapter 5 for light-tailed entries.