Asymptotic eigenvalue distribution of large Toeplitz matrices
Mathematical Physics
2007-08-24 v1 math.MP
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 of size , we take the standard approach of looking at , 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 and . To demonstrate the validity of our result we compare our result against the numerics using a pure Fisher-Hartwig symbol.
Cite
@article{arxiv.0708.3124,
title = {Asymptotic eigenvalue distribution of large Toeplitz matrices},
author = {Seung-Yeop Lee and Hui Dai and Eldad Bettelheim},
journal= {arXiv preprint arXiv:0708.3124},
year = {2007}
}