Inversion of a truncated Toeplitz operator and limit theorems of Szegő (Q2469443)

Based on a theorem by \textit{H.\,Helson} and \textit{D.\,Lowdenslager} [Acta Math.\ 99, 165--202 (1958; Zbl 0082.28201)] which says that, under certain conditions, a matrix-valued measure \(F\) on the unit circle can be factored as \(F=GG^*\) with \(G\) the outer spectral factor, and also making use of the classical multivariate prediction theory of \textit{N.\,Wiener} and \textit{P.\,Masani} [Acta Math.\ 98, 111--150 (1957); ibid.\ 99, 93--137 (1958; Zbl 0080.13002)], an inversion formula for a truncated block Toeplitz matrix with symbol \(F\) is given. It expresses the inverse of the truncated operator as the inverse of the untruncated Toeplitz operator plus corrections to make up for the truncation. This also allows to express the projection operator defining the linear predictor for a finite window of the past. Next, a Szegő limit theorem is derived. By estimating the trace of the difference between the truncation of the inverse and the inverse of the truncated Toeplitz operator and then taking its limit as the size of the Toeplitz matrix grows to infinity. The author has chosen to make the paper self-contained. Therefore it is long, and this may also explain why the cited literature is rather selective. This material has been studied for the last 50 years and many references for other approaches to inversion formulas, limit theorems and related results exist that are not included.