On determinants identity minus Hankel matrix
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Publication:5237353
Abstract: In this note, we study the asymptotics of the determinant for large, where is the restriction of a Hankel matrix with finitely many jump discontinuities in its symbol satisfying . Moreover, we assume with and denotes the identity matrix. We determine the first order asymtoptics as 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 truncation of the Hilbert matrix with matrix elements , where 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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Cited in
(8)- Determinants of Hankel matrices
- A Riemann-Hilbert approach to asymptotic analysis of Toeplitz+Hankel determinants
- Hankel determinant and orthogonal polynomials for the Gaussian weight with a jump
- On the asymptotics of some large Hankel determinants generated by Fisher–Hartwig symbols defined on the real line
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