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We study a new random matrix ensemble $X$ which is constructed by anapplication of a two dimensional linear filter to a matrix of iid randomvariables with infinite fourth moments. Our result gives asymptotic lower andupper bounds for the spectral norm of the (centered) sample covariance matrix$XX^\T$ when the number of columns as well es the number of rows of $X$ tend toinfinity.

On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns