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We first study the probabilistic properties of the spectral norm of scaled eigenvalues of large dimensional Toeplitz, circulant and symmetric circulant matrices when the input sequence is independent and identically distributed with appropriate heavy tails. When the input sequence is a stationary two sided moving average process of infinite order, we scale the eigenvalues by the spectral density at appropriate ordinates and study the limit for their maximums.

Spectral norm of circulant type matrices with heavy tailed entries