Toeplitz determinants from compatibility conditions (Q935005)
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English | Toeplitz determinants from compatibility conditions |
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Toeplitz determinants from compatibility conditions (English)
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31 July 2008
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The calculation of the determinant of an \(n \times n\) Toeplitz matrix \(\Delta_n\) is performed using properties of orthogonal polynomials on the unit circle. This computation is based on the determination of determinants with symbols \(w_{\alpha, \beta}(z)=(1-z)^{\alpha + i \beta} (1-1/z)^{\alpha - i \beta}\) called symbols with a pure Fisher-Hartwig singularity. In the analysis of problems involving random permutations certain difference equations arise for quotients of the determinants with symbols. Solutions to these equations are found applying also the theory of orthogonal polynomials.
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Toeplitz determinants
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orthogonal polynomials on the unit circle
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Fisher-Hartwig singularity
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difference equations
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