Asymptotic inverse of Toeplitz matrices with symbol (1- )^ f₁, -12 < 12, and integral kernels
Let \(T_N\) be the \(N\times N\) section of the Toeplitz matrix with symbol \(f(z)=(1-\cos\theta)^\alpha f_1(z)\), where \(z=e^{i\theta}\), \(\alpha\in(-1/2,1/2]\) and \(f_1\) is sufficiently smooth. This paper gives asymptotic expressions for the off-diagonal entries in \(T_N^{-1}\). The diagonal elements and the trace have been treated in [\textit{P.\,Rambour} and \textit{A.\,Seghier}, Bull.\ Sci.\ Math.\ 129, No.\,2, 149--174 (2005; Zbl 1089.47028)]. For \(x,y\in (0,1)\), \(x\neq y\) and \([\cdot]\) denoting the integer part, it is proved that \(f_1(1)(T_N^{-1})_{[xN]+1,[yN]+1}=2^\alpha N^{2\alpha-1} H_\alpha(x,y)/\Gamma^2(\alpha)+o(N^{2\alpha-1})\), where \(H_\alpha(x,y)\) is the limit for \(\varepsilon\to0\) of what is essentially an integral with a function depending on \(x,y,\alpha\) and \(\varepsilon\). Secondly, if \(\varphi_N(z)=\sum_{k=0}^N \omega_{N,k}z^k\) are the orthogonal polynomials for the weight \(f\), then asymptotic expressions are given for \(\omega_{N,[Nx]}\), \(x\in(0,1)\). Special attention is given to the case \(\alpha=1/2\). In that case, the diagonal elements of the inverse are proportional to \((1/\pi)\ln(N)+o(\ln N)\) and, as a corollary, the trace behaves like \((1/\pi)\ln(N)+o(N\ln N)\), a conjecture formulated in [\textit{H.\,Kesten}, Ill.\ J.\ Math.\ 5, 267--290 (1961; Zbl 0129.30401)].
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