English

Szego limit theorems

Classical Analysis and ODEs 2007-05-23 v2

Abstract

The first Szego limit theorem has been extended by Bump-Diaconis and Tracy-Widom to limits of other minors of Toeplitz matrices. We extend their results still further to allow more general measures and more general determinants. We also give a new extension to higher dimensions, which extends a theorem of Helson and Lowdenslager.

Cite

@article{arxiv.math/0205052,
  title  = {Szego limit theorems},
  author = {Russell Lyons},
  journal= {arXiv preprint arXiv:math/0205052},
  year   = {2007}
}

Comments

18 pp