Toeplitz determinants from compatibility conditions

DOI10.1007/S11139-007-9090-0MaRDI QIDQ935005zbMATHOpenAlexFDO

Authors Estelle Basor, Yang Chen

Publication date 31 July 2008

Published in The Ramanujan Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0402362

zbMATH Keywords

difference equationsToeplitz determinantsorthogonal polynomials on the unit circleFisher-Hartwig singularity

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Additive difference equations (39A10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: In this paper we show, how a straightforward and natural application of a pair of fundamental identities valid for polynomials orthogonal over the unit circle, can be used to calculate the determinant of the finite Toeplitz matrix, ${\displaystyle }$ Delta_n=det(w_{j-k})_{j,k=0}^{n-1}:= det(int_{|z|=1}frac{w(z)}{z^{j-k+1}}frac{dz}{2pi i})_{j,k=0}^{n-1}, ${\displaystyle }$ with the Fisher-Hartwig symbol, ${\displaystyle }$ w(z)=C(1-z)^{alpha+i�eta}(1-1/z)^{alpha-i�eta},quad |z|=1, alpha>-1/2, �etain{mathbb R} . ${\displaystyle }$ Here $C$ is the normalisation constant chosen so that $w_0=frac12pi.$ We use the same approach to compute a difference equation for expressions related to the determinants of the symbol ${\displaystyle }$w(z) = { m e}^{t(z+1/z)},${\displaystyle }$ a symbol important in the study of random permutations. Finally, we study the analogous equations for the symbol ${\displaystyle }$w(z) = { m e}^{tz}prod_{alpha=1}^{M}(frac{z-a_{alpha}}{z})^{g_{alpha}}.${\displaystyle }$

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Cites work

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Cited in

(8)

• Evaluations of three symmetric Toeplitz determinants
• Ewens measures on compact groups and hypergeometric kernels
• Perturbed Hankel determinant, correlation functions and Painlevé equations
• On determinant expansions for Hankel operators
• PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
• Toeplitz matrices and Toeplitz determinants under the impetus of the Ising model: some history and some recent results
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Recursion relations for unitary integrals, combinatorics and the Toeplitz lattice

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