Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case (Q386657)
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English | Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case |
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Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case (English)
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10 December 2013
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Let \(T_n(f)=(f_{i-j})_{i,j=0}^n\) denote the finite \((n+1)\times(n+1)\) Toeplitz matrix with symbol \(f\in L^1({\mathbb T})\). Suppose that \(c_1,c_2\in L^\infty({\mathbb T})\) are positive functions which are continuous at some point \(z_0=e^{i\theta_0}\in{\mathbb T}\). For \(j\in\{1,2\}\) and \(\alpha_j\in(0,1/2)\), consider the Fisher-Hartwig symbols \(f_j(e^{i\theta})=|e^{i\theta_0}-e^{i\theta}|^{-2\alpha_j}c_j(e^{i\theta})\) and denote by \(\Lambda_{\alpha_1,\alpha_2,n}\) the maximal eigenvalue of \(T_n(f_1)T_n(f_2)\). The main result of the paper says that \[ \Lambda_{\alpha_1,\alpha_2,n}=n^{2\alpha_1+2\alpha_2}C_{\alpha_1}C_{\alpha_2}c_1(z_0)c_2(z_0)\|K_{\alpha_1,\alpha_2}\|+o(n^{2\alpha_1+2\alpha_2}) \] as \(n\to\infty\), where \(C_{\alpha_j}=\Gamma(1-2\alpha_j)\sin(\pi\alpha_j)/\pi\) and \(K_{\alpha_1,\alpha_2}\) is the integral operator on \(L^2[0,1]\) with the kernel \(k(x,y)=\int_0^1|x-t|^{2\alpha_1-1}|y-t|^{2\alpha_j-1}dt\).
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spectral norm of a product of Toeplitz matrices
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maximal eigenvalue of a product of Toeplitz matrices
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long range memory
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Fisher-Hartwig singularities of negative order
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