Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices (Q495820)

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    Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices
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      Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices (English)
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      15 September 2015
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      Consider a function \(f\) in \(L^{1}(\mathbb{T)}\) where \(\mathbb{T} :=\mathbb{R}/2\pi\mathbb{Z}\) and let \(\hat{f}\) be its Fourier transform. Then \(T_{N}(f)\) is defined to be the \((N+1)\times(N+1)\) Toeplitz matrix whose \((k+1,\ell+1)\)th entry is \(\hat{f}(k-\ell)\) (see, for example [\textit{A. Böttcher} and \textit{B. Silbermann}, Introduction to large truncated Toeplitz matrices. New York, NY: Springer (1999; Zbl 0916.15012)]). For each \(r\geq1\) define \(A(\mathbb{T},r)\) to be the set of \(h\in L^{2}(\mathbb{T)}\) such that \(\sum_{n\in\mathbb{Z}}\left( \left| n\right| +1\right) ^{r}\left| \hat{h}(n)\right| <\infty\). This paper is devoted to the asymptotic study of the minimal eigenvalue \(\lambda_{N,\alpha}\) of the Toeplitz matrix \(T_{N}(\varphi_{\alpha})\), where \(\varphi_{\alpha}(e^{i\theta })=\left| 1-e^{i\theta}\right| ^{2\alpha}c_{1}(e^{i\theta})\) for some \(c_{1}\in A(\mathbb{T},\frac{3}{2})\) and \(0<\alpha<\frac{1}{2}\). In particular, it is shown that \(\lambda_{N,\alpha}=c_{\alpha}c_{1}(1)N^{-2\alpha }+o(N^{-2\alpha})\) for some constant \(c_{\alpha}>0\) (for which specific bounds are provided). Similarly, given \(\alpha_{1}\) and \(\alpha_{2}\) with \(0<\alpha_{1},\alpha_{2}<\frac{1}{2}<\alpha_{1}+\alpha_{2}\), the minimal eigenvalue of \(T_{N}(\varphi_{\alpha_{1}})T_{N}(\varphi_{\alpha_{2}})\) is asymptotic to \(c_{\alpha_{1},\alpha_{2}}c_{1}(1)c_{2}(1)N^{-2\alpha _{1}-2\alpha_{2}}\) for some constant \(c_{\alpha_{1},\alpha_{2}}>0\).
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      Toeplitz matrix
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      minimal eigenvalue
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