A first Szegő's limit theorem for a class of non-Toeplitz matrices (Q515900): Difference between revisions

Consider a sequence \(\left\{ A_{n}\right\} \) where \(A_{n}\) is an \(n\times n\) complex matrix with eigenvalues denoted by \(\lambda_{k}(A_{n})\) (\(k=1,...,n)\) . To simplify notation, the \((i,j)\)th entry of \(A_{n}\) is denoted by \(a_{j-i;i}(n)\) (\(i,j=0,\dots,n-1\)). Let \(X\) be a compact subset of \(\ell^{1}\). We now consider the following conditions. (1) The sequence \(\left\{ A_{n}\right\} \) has vanishing mean variation (VMV), namely, \(\sum _{j=0}^{n-k-1}\left| a_{k;j+1}(n)-a_{k;j}(n)\right| =o(n)\) for each \(k\); and (2) Putting \(\mathbf{a}_{j}(n):=\{\dots,0,a_{-j;j}(n),a_{-j+1;j} (n),\dots,a_{n-j;j}(n),0,\dots\}\) the sums \(\frac{1}{n}\sum_{j=0}^{n} \delta_{\mathbf{a}_{j}(n)}\) converge weakly to some Borel measure \(\mu\) on \(X\); (3) \(M:=\sup_{n}\left[ \sum_{\left| k\right| \leq n}\max_{0\leq j\leq n-k}\left| a_{k;j}(n)\right| \right] \) is finite (denote the closed disk centred at \(0\) of radius \(M\) by \(D_{M}\)). Finally define \(F(\mathbf{z},t):=\sum_{k}z_{k}t^{k}\) for real \(t\) and \(\mathbf{z=}\left\{ z_{k}\right\} \in X\). Then the authors prove that under the hypotheses (1)--(3) \[ \lim_{n\rightarrow\infty}\frac{1}{n}\sum_{k=1}^{n}\varphi(\lambda_{k} (A_{n}))=\frac{1}{2\pi}\int_{-\pi}^{\pi}\int_{X}\varphi(F(\mathbf{z} ,t)\mathbf{)}d\mu(\mathbf{z})dt \] for each analytic function \(\varphi\) on \(D_{M}\). If the \(A_{n}\) are Hermitian, then continuity of \(\varphi\) on \([-M,M]\) is enough. Special cases of this theorem are shown to give extensions of some known theorems including the first Szegö limit theorem for Toeplitz matrices.