A strong Spitzer-Stone theorem for a Toeplitz matrix with singular symbol defined by a class of analytic functions

DOI10.5802/AFST.1151MaRDI QIDQ2470985zbMATH OpenOpenAlexFDO

Authors Philippe Rambour, Jean-Marc Rinkel

Publication date 15 February 2008

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AFST_2007_6_16_2_331_0, https://eudml.org/doc/10054

inverse operator matrix inverse projection method Toeplitz operators

Theory of matrix inversion and generalized inverses (15A09) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

Let \(T(f)\) be a Toeplitz operator with symbol \(f\) and \(T_N(f)\in{\mathbb C}^{(N+1)\times(N+1)}\) denote the Toeplitz matrix whose elements are the Fourier coefficients of \(f\). The purpose of this paper is to give estimates for the elements \(b_{kl}\) of the inverse of \(T_N(f)\) as \(N\) tends to infinity. Two cases are considered: \(f(z)=| f_1(z)| ^2\) (regular case) or \(f(z)=| 1-z| ^2| f_1(z)| ^2\) (singular case), where \(f_1\) is a function holomorphic in a disc \(| z|\). In the singular case, this improves the Spitzer--Stone result [cf.\ \textit{F.\,L.\thinspace Spitzer} and \textit{C.\,J.\thinspace Stone}, Ill.\ J.\ Math.\ 4, 253--277 (1960; Zbl 0124.34403)] in that (1) it also includes second and even third order terms, (2) that the estimate which holds for finite indices \((k,l)\) also holds for indices behaving like integer values of \((Nx,Ny)\) with \(0\leq x,y<1\), (3) the error term has the form \(O(1/\rho^N)\) with \(1<\rho<R\). More precise results are obtained for the special case where \(f_1\) is a rational function. Also, expressions for the trace and the sum of the elements of the inverse are given. \(R\) with \(R>1\). In the singular case, this improves the Spitzer--Stone result [cf.\ \textit{F.\,L.\thinspace Spitzer} and \textit{C.\,J.\thinspace Stone}, Ill.\ J.\ Math.\ 4, 253--277 (1960; Zbl 0124.34403)] in that (1) it also includes second and even third order terms, (2) that the estimate which holds for finite indices \((k,l)\) also holds for indices behaving like integer values of \((Nx,Ny)\) with \(0\leq x,y<1\), (3) the error term has the form \(O(1/\rho^N)\) with \(1<\rho<R\). More precise results are obtained for the special case where \(f_1\) is a rational function. Also, expressions for the trace and the sum of the elements of the inverse are given. For the regular case, classical prediction theory has shown that the predictor polynomial (essentially the orthogonal Szegő polynomial) approximates the inverse \(1/f_1\). All approximants depend on the Fourier coefficients of \(1/f_1\), on \(R\) (the region of holomorphy), and in the singular case also on the values of \(f_1\) and \(1/f_1\) and their derivatives in \(z=1\) (the singular point).

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