Some computable Wiener-Hopf determinants and polynomials orthogonal on an arc of the unit circle

arXivmath/0310172MaRDI QIDQ6473233FDOQ6473233

Authors: I. V. Krasovsky 

Publication date: 12 October 2003

Abstract: Some Wiener--Hopf determinants on [0,s] are calculated explicitly for all s>0. Their symbols are zero on an interval and they are related to the determinant with the sine-kernel appearing in the random matrix theory. The determinants are calculated by taking limits of Toeplitz determinants, which in turn are found from the related systems of polynomials orthogonal on an arc of the unit circle. As is known, the latter polynomials are connected to those orthogonal on an interval of the real axis. This connection is somewhat extended here. The determinants we compute originate from the Bernstein-Szego (in particular Chebyshev) orthogonal polynomials.

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