On the extreme spectral properties of Toeplitz matrices generated by \(L^ 1\) functions with several minima/maxima (Q1913590)
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English | On the extreme spectral properties of Toeplitz matrices generated by \(L^ 1\) functions with several minima/maxima |
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On the extreme spectral properties of Toeplitz matrices generated by \(L^ 1\) functions with several minima/maxima (English)
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22 May 1996
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Let the real function \(f\in L^1 [-\pi, \pi]\) have the Fourier coefficients \(a_k\), \(k\in \mathbb{Z}\). Denote by \(T_n (f)\) the Toeplitz matrix \(T_n (f)= (a_{i-j})^n_{i, j=1}\) and by \(\lambda_1^{(n)}\) the minimal eigenvalue of \(T_n (f)\). Set \(m_f:= \text{ess inf } f\) and assume that the zeros \(\pm x_1, \dots, \pm x_s\) of \(f-m_f\) are located in a symmetric way and have even orders \(2k_1, \dots, 2k_s\). Then \(\lim_{n\to \infty} \lambda_1^{(n)}= m_f\), and the rate of convergence is asymptotically equal to \({1\over {n^{2k}}}\), \(k:= \min\{ k_1, \dots, k_s\}\).
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Toeplitz matrix
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minimal eigenvalue
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