Spectral asymptotics for Kac-Murdock-Szegő matrices (Q1744821): Difference between revisions

This article is a survey of results extending the first and second limit theorems of Kac-Murdock-Szegő, where the limiting statistical distribution of the eigenvalues and asymptotics for the determinants of large Toeplitz matrices are treated. The paper presents an exceptional overview of these theorems. In the first section, a brief interesting history of the subject is given, thus justifying the terminology and the definitions. Then, the authors prove first and second limit theorems for Kac-Murdock-Szegő matrices, with some minor improvements of the surveyed results. The paper is concluded by some conjectures and open problems.