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The singular value and spectral distribution of Toeplitz matrix sequences with Lebesgue integrable generating functions is well studied. Early results were provided in the classical Szeg{\H{o}} theorem and the Avram-Parter theorem, in which…

Numerical Analysis · Mathematics 2018-10-08 Sean Hon , Mohammad Ayman Mursaleen , Stefano Serra-Capizzano

The authors analyze the asymptotics of eigenvalues of Toeplitz matrices with certain continuous and discontinuous symbols. In particular, the authors prove a conjecture of Levitin and Shargorodsky on the near-periodicity of Toeplitz…

Functional Analysis · Mathematics 2014-12-08 P. Deift , A. Its , I. Krasovsky

Twisted Toeplitz matrices constitute a generalization of Toeplitz matrices in the sense that the entries on each diagonal no longer need to be constant, but are given by the values of a continuous function on a partition of $[0,1]$. We…

Probability · Mathematics 2026-04-23 Dario Giandinoto , Boris Shapiro

In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…

Probability · Mathematics 2023-05-23 Paulo Manrique-Mirón

We provide an alternative proof of the classical single-term asymptotics for Toeplitz determinants whose symbols possess Fisher-Hartwig singularities. We also relax the smoothness conditions on the regular part of the symbols and obtain an…

Functional Analysis · Mathematics 2012-06-07 P. Deift , A. Its , I. Krasovsky

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

It is known that the generating function $f$ of a sequence of Toeplitz matrices $\{T_n(f)\}_n$ may not describe the asymptotic distribution of the eigenvalues of $T_n(f)$ if $f$ is not real. In a recent paper, we assume as a working…

Numerical Analysis · Mathematics 2019-11-26 Sven-Erik Ekström , Paris Vassalos

We compute the asymptotics of the determinants of certain $n\times n$ Toeplitz + Hankel matrices $T_n(a)+H_n(b)$ as $n\to\infty$ with symbols of Fisher-Hartwig type. More specifically we consider the case where $a$ has zeros and poles and…

Functional Analysis · Mathematics 2016-03-03 Estelle L. Basor , Torsten Ehrhardt

We are concerned with sequences of graphs having a grid geometry, with a uniform local structure in a bounded domain $\Omega\subset {\mathbb R}^d$, $d\ge 1$. We assume $\Omega$ to be Lebesgue measurable with regular boundary and contained,…

Numerical Analysis · Mathematics 2020-09-14 Andrea Adriani , Davide Bianchi , Stefano Serra-Capizzano

The limiting behavior of the eigenvalues of the Toeplitz matrices $T_{n}[\sigma]=(\hat{\sigma}(i-j))$, where $0\leq i,j \leq n$, as $n \to \infty$, is investigated in the case of complex valued functions $\sigma$ defined on the unit circle…

Functional Analysis · Mathematics 2018-07-05 Richard A. Libby

An asymptotic formula is found for a Toeplitz determinant with the symbol supported on an arc of the unit circle in the case when the symbol has Fisher-Hartwig singularities.

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in…

Numerical Analysis · Mathematics 2024-12-20 Sven-Erik Ekström

Toeplitz matrices have entries that are constant along diagonals. They model directed transport, are at the heart of correlation function calculations of the two-dimensional Ising model, and have applications in quantum information science.…

Mathematical Physics · Physics 2017-05-02 Ramis Movassagh , Leo P. Kadanoff

We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We…

Functional Analysis · Mathematics 2011-10-19 P. Deift , A. Its , I. Krasovsky

In the current work we are concerned with sequences of graphs having a grid geometry, with a uniform local structure in a bounded domain $\Omega\subset {\mathbb R}^d$, $d\ge 1$. When $\Omega=[0,1]$, such graphs include the standard Toeplitz…

Numerical Analysis · Mathematics 2021-11-30 Andrea Adriani , Davide Bianchi , Paola Ferrari , Stefano Serra-Capizzano

This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an asymptotic expression for the minimal eigenvalues of a Toeplitz matrix with a symbolwhich is…

Functional Analysis · Mathematics 2017-09-21 Philippe Rambour

We study the determinants of Toeplitz matrices as the size of the matrices tends to infinity, in the particular case where the symbol has two jump discontinuities and tends to zero on an arc of the unit circle at a sufficiently fast rate.…

Mathematical Physics · Physics 2015-06-22 Christophe Charlier , Tom Claeys

With localization techniques one can obtain general limit theorems for Toeplitz determinants with Fisher-Hartwig singularities from the asymptotics for any symbol with one singularity of general type. There exists a family of these for…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Harold Widom

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller