English

Toeplitz Determinants From Compatibility Conditions

Classical Analysis and ODEs 2007-05-23 v1

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, Δn=det(wjk)j,k=0n1:=det(z=1w(z)zjk+1dz2πi)j,k=0n1, \Delta_n=\det(w_{j-k})_{j,k=0}^{n-1}:= \det(\int_{|z|=1}\frac{w(z)}{z^{j-k+1}}\frac{dz}{2\pi i})_{j,k=0}^{n-1}, with the Fisher-Hartwig symbol, w(z)=C(1z)α+iβ(11/z)αiβ,z=1,α>1/2,βR. w(z)=C(1-z)^{\alpha+i\beta}(1-1/z)^{\alpha-i\beta},\quad |z|=1, \alpha>-1/2, \beta\in{\mathbb R} . Here CC is the normalisation constant chosen so that w0=12π.w_0=\frac{1}{2\pi}. We use the same approach to compute a difference equation for expressions related to the determinants of the symbol w(z)=et(z+1/z),w(z) = {\rm e}^{t(z+1/z)}, a symbol important in the study of random permutations. Finally, we study the analogous equations for the symbol w(z)=etzα=1M(zaαz)gα.w(z) = {\rm e}^{tz}\prod_{\alpha=1}^{M}(\frac{z-a_{\alpha}}{z})^{g_{\alpha}}.

Keywords

Cite

@article{arxiv.math/0402362,
  title  = {Toeplitz Determinants From Compatibility Conditions},
  author = {E. Basor and Y. Chen},
  journal= {arXiv preprint arXiv:math/0402362},
  year   = {2007}
}

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16 pages