Asymptotic eigenvalue distribution of large Toeplitz matrices

arXiv0708.3124MaRDI QIDQ6206569FDOQ6206569

Hui Dai, Seung-Yeop Lee, E. Bettelheim

Publication date: 23 August 2007

Abstract: We study the asymptotic eigenvalue distribution of Toeplitz matrices generated by a singular symbol. It has been conjectured by Widom that, for a generic symbol, the eigenvalues converge to the image of the symbol. In this paper we ask how the eigenvalues converge to the image. For a given Toeplitz matrix $T_n(a)$ of size $n$, we take the standard approach of looking at $det(zeta-T_n(a))$, of which the asymptotic information is given by the Fisher-Hartwig theorem. For a symbol with single jump, we obtain the distribution of eigenvalues as an expansion involving $1/n$ and $logn/n$. To demonstrate the validity of our result we compare our result against the numerics using a pure Fisher-Hartwig symbol.

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Determinants, permanents, traces, other special matrix functions (15A15) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

This page was built for publication: Asymptotic eigenvalue distribution of large Toeplitz matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6206569)