On determinants identity minus Hankel matrix

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Publication:5237353




Abstract: In this note, we study the asymptotics of the determinant for N large, where HN is the NimesN restriction of a Hankel matrix H with finitely many jump discontinuities in its symbol satisfying |H|leq1. Moreover, we assume with and IN denotes the identity matrix. We determine the first order asymtoptics as Noinfty of such determinants and show that they exhibit power-like asymptotic behaviour, with exponent depending on the height of the jumps. For example, for the NimesN truncation of the Hilbert matrix mathbfH with matrix elements pi1(j+k+1)1, where j,kinmathbbZ+ we obtain log det(I_N - �eta mathbf{H}_N) = -frac{log N}{2pi^2} �ig(piarcsin(�eta)+arcsin^2(�eta)+o(1)�ig),qquad N oinfty.









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