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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 Tn(a)T_n(a) of size nn, we take the standard approach of looking at det(ζTn(a))\det(\zeta-T_n(a)), 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 1/n1/n and logn/n\log n/n. To demonstrate the validity of our result we compare our result against the numerics using a pure Fisher-Hartwig symbol.

Keywords

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}
}
R2 v1 2026-06-21T09:09:54.025Z