On the singular values of generalized Toeplitz matrices (Q1882434)

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On the singular values of generalized Toeplitz matrices
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    On the singular values of generalized Toeplitz matrices (English)
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    1 October 2004
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    For a bounded function \(\sigma\) defined on \([0,1]\times \mathbb{T}\), let \(\{s_k^{(n)}\}^{n+1}_{k=1}\) be the set of singular values of the \((n+1) \times (n+1)\) matrix whose \((j,k)\)-entries are equal to \[ \frac {1}{2\pi} \int_0^{2\pi} \sigma\left(\frac kn,e^{i\theta}\right)e^{-i(j-k) \theta}\,d\theta, \quad j,k=0,1, \dots,n. \] The author studies the singular values \(\{s_k^{(n)} \}^{n+1}_{k=1}\) of the matrices \((0P_n\overline\sigma)^*\). Under a certain smoothness assumption on the function \(\sigma\), the author proves that \[ \sum^{n+1}_{k=1} f(s_k^2)= c_1\bullet(n+1)+ c_{2+}0(1)\text{ as }n\to\infty, \] where the constant \(c_1\) and a part of \(c_2\) are shown to have explicit integral representations. This asymptotic formula can be viewed as a generation of the classical theory on singular values of Toeplitz matrices.
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    singular values
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    Toeplitz matrices
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    Fourier coefficient
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    Toeplitz operator
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