Toeplitz determinants from compatibility conditions

DOI10.1007/S11139-007-9090-0zbMATH Open1149.15003arXivmath/0402362OpenAlexW2077363986MaRDI QIDQ935005FDOQ935005

Authors: Estelle Basor, Yang Chen 

Publication date: 31 July 2008

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

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}}.${\displaystyle }$

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

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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)

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Cited In (7)

• Ewens measures on compact groups and hypergeometric kernels
• Perturbed Hankel determinant, correlation functions and Painlevé equations
• Toeplitz Matrices and Toeplitz Determinants under the Impetus of the Ising Model: Some History and Some Recent Results
• On determinant expansions for Hankel operators
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Recursion relations for unitary integrals, combinatorics and the Toeplitz lattice
• PDEs satisfied by extreme eigenvalues distributions of GUE and LUE

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