Formulas for the inverses of Toeplitz matrices with polynomially singular symbols
Theory of matrix inversion and generalized inverses (15A09) Green's functions for ordinary differential equations (34B27) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory to differential and integral equations (47N20) Applications of operator theory in probability theory and statistics (47N30)
Let \(T\) be the unit circle and \(T_N(h)\) be the \((N+1)\times (N+1)\) Toeplitz matrix \((\widehat h(k-\ell))_{k,\ell}^N\), where \(\widehat h(k)\) are the Fourier coefficients of the function \(h(t)=|1-t|^{2p}f_1(t), t\in T, p\in \mathbb N\). The authors study the asymptotic behavior of the \(k,\ell\) entry \([T_N^{-1} (h)]_{k,\ell}\) as \(N\to\infty\). Denote \(A_1(T)=\{a\in L^1(T):\sum_{k\in \mathbb Z}(|k|+1)|{\widehat a}(k)|< \infty\}\) and let \(f_1>0, f_1\in A_1(T).\) It is established that \[ [T_N^{-1} (h)]_{[Nx]+1,[Ny]+1}= \frac{1}{f_1(1)}G_p(x,y)N^{2p-1}+o(N^{2p-1}) \] as \(N\to\infty\) uniformly with respect to \(x\) and \(y\) in \([0,1]\), where \(G_p(x,y)\) can be identified, with the Green kernel associated to the differential operator \((-1)^p\frac{d^{2p}}{dx^{2p}}\) with the boundary conditions \(f_1^{(0)}(0)=\dots=f_1^{(p-1)}(0)=0, f_1^{(0)}(1)=\dots =f_1^{(p-1)}(1)=0\) . The authors remark that the expression for \(G_p(x,y)\) may also be given by a formula due \textit{A. Böttcher} (see [Integral Equations Oper. Theory 50, No. 1, 43--55 (2004; Zbl 1070.47015)] and the historical references therein): \[ G_p(x,y)=\frac{x^py^p}{[(p-1)!]^2} \int_y^1\frac{(t-x)^{p-1}(t-y)^{p-1}}{t^{2p}} \,dt. \] and \(G_p(0,0)=0\) . In the case \(f_1=g_1\overline{g_1}\), where \(g_1,g_1^{-1}\in H^\infty\), \(g_1(0)>0\), the following asymptotic formula for \(0<x\leq 1\) is valid: \[ [T_N^{-1} (h)]_{[Nx]+1,1}= \frac{1}{g_1(0)c_p(g_1(1))} \frac{x^{p-1}(1-x)^p}{(p-1)!}N^{p-1}+o(N^{p-1}) \] as \(N\to\infty\) uniformly in \([\delta, 1]\) for all \(\delta\), \(0<\delta<1\). Here \(c_p(z)=z\) if \(p\) is odd and \(c_p(z)=\overline z\) if \(p\) is even.
- The constants in the asymptotic formulas by Rambour and Seghier for inverses of Toeplitz matrices
- Exact and asymptotic inverse of the Toeplitz matrix with polynomial singular symbol
- scientific article; zbMATH DE number 3931829
- Asymptotic inversion of Toeplitz matrices with one singularity in the symbol
- Toeplitz Operators and Determinants Generated by Symbols with One Fisher-Hartwig Singularity
- Asymptotic inversion of Toeplitz matrices with one singularity in the symbol
- Exact and asymptotic inverse of the Toeplitz matrix with polynomial singular symbol
- The constants in the asymptotic formulas by Rambour and Seghier for inverses of Toeplitz matrices
- Asymptotic inverse of Toeplitz matrices with symbol \((1-\cos \theta )^\alpha f_1\), \(\frac{-1}{2} <\alpha \leq\frac12\), and integral kernels
- Toeplitz minors and specializations of skew Schur polynomials
- Inversion of Toeplitz matrices whose symbols admit a root of positive rational order for the minimal eigenvalue.
- A strong Spitzer-Stone theorem for a Toeplitz matrix with singular symbol defined by a class of analytic functions
- Inverse asymptotique de la matrice de Toeplitz et noyau de Green
- Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices
- Entries of the inverses of large positive definite Toeplitz matrices
- Application of the exact inverse of the Toeplitz matrix with singular rational symbol to random walks
- Explicit formulas for the inverses of Toeplitz matrices, with applications
- An extension of a result of Szegő on eigenvalues of Toeplitz matrices
This page was built for publication: Formulas for the inverses of Toeplitz matrices with polynomially singular symbols
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1884741)
