Coburn's lemma and the finite section method for random Jacobi operators

DOI10.1016/J.JFA.2015.09.019MaRDI QIDQ897704zbMATHOpenAlexWikidataFDO

Authors Marko Lindner, Simon N. Chandler-Wilde

Publication date 7 December 2015

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.05188

Jacobi operator random operator finite section method spectral pollution Coburn lemma pseudoergodic

Spectrum, resolvent (47A10) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) Random linear operators (47B80) Numerical solutions to equations with linear operators (65J10)

Abstract: We study the spectra and pseudospectra of finite and infinite tridiagonal random matrices, in the case where each of the diagonals varies over a separate compact set, say

U, V, W s u b s e t m a t h b b C

. Such matrices are sometimes termed stochastic Toeplitz matrices

A_{+}

in the semi-infinite case and stochastic Laurent matrices

A

in the bi-infinite case. Their spectra,

S i g m a =

spec

A

and

S i g m a_{+} =

spec

A_{+}

, are independent of

A

and

A_{+}

as long as

A

and

A_{+}

are pseudoergodic (in the sense of E.B. Davies, Commun. Math. Phys., 2001), which holds almost surely in the random case. This was shown in Davies (2001) for

A

; that the same holds for

A_{+}

is one main result of this paper. We give upper and lower bounds on

S i g m a

and

S i g m a_{+}

, and we explicitly compute a set

G

that fills the gap between the two in the sense that

S i g m a c u p G = S i g m a_{+}

. We show that invertibility of one operator

A_{+}

implies invertibility - and uniform boundedness of the inverses - of all finite square matrices with three diagonals in

U, V

and

W

. This implies that the so-called finite section method for the approximate solution of a system

A_{+} x = b

is applicable as soon as

A_{+}

is invertible, and that the same method for estimating the spectrum of

A_{+}

does not suffer from spectral pollution. Both results illustrate that tridiagonal stochastic Toeplitz operators share important properties of (classical) Toeplitz operators. One of our main tools is a new version of the Coburn lemma for classical Toeplitz operators, saying that a stochastic tridiagonal Toeplitz operator, if Fredholm, is always injective or surjective. In the final part we bound and compare the norms, and the norms of inverses, of bi-infinite, semi-infinite and finite tridiagonal matrices over

U

,

V

and

W

. This allows the study of the resolvent norms, and hence the pseudospectra, of these operators and matrices.

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