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Inversion of Toeplitz matrices with singular symbol. Minimal eigenvalues. Three results are stated in this paper. The first one is devoted to the study of the orthogonal polynomial with respect of the weight $\varphi_{\alpha} (\theta)=\vert…

Functional Analysis · Mathematics 2010-05-25 Philippe Rambour , Abdellatif Seghier

In this paper we consider an interval $[\theta\_{1}, \theta\_{2}] \subset [0, \pi]$ and $f$ a differentiable, periodic and even function sufficiently smooth such that $f(\theta) \in [f(\theta\_{1}, f(\theta\_{2})] \iff \theta \in…

Classical Analysis and ODEs · Mathematics 2025-12-02 Philippe Rambour

Trace and extreme eigenvalues of a product of truncated Toeplitz matrices. The singular case. In a first theorem we give an asymptotic expansion of Tr (T_N (f_1) T_N^{-1}(f_2)) where f1 ({\theta}) = |1 - e^{i {\theta}} | ^{2{{\alpha}1}c1…

Functional Analysis · Mathematics 2011-06-13 Philippe Rambour , Abdellatif Seghier

A Toeplitz matrix is one in which the matrix elements are constant along diagonals. The Fisher-Hartwig matrices are much-studied singular matrices in the Toeplitz family. The matrices are defined for all orders, $N$. They are parametrized…

Mathematical Physics · Physics 2015-05-13 Hui Dai , Zachary Geary , Leo P. Kadanoff

In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…

Functional Analysis · Mathematics 2024-01-02 Sergei M. Grudsky , Egor A. Maximenko , Alejandro Soto-González

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 consider an $N \times N$ random symmetric Toeplitz matrix with an i.i.d. input sequence drawn from a distribution that lies in the domain of attraction of an $\alpha$-stable law for $0 < \alpha < 2$. We show that under an appropriate…

Probability · Mathematics 2023-04-26 Ratul Biswas , Arnab Sen

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

Classical Analysis and ODEs · Mathematics 2021-04-27 Philippe Rambour

An asymptotic expression of the orthonormal polynomials $\mathcal{P}_{N}(z)$ as $N\rightarrow\infty$, associated with the singularly perturbed Laguerre weight $w_{\alpha}(x;t)=x^{\alpha}{\rm…

Mathematical Physics · Physics 2020-06-12 Mengkun Zhu , Yang Chen , Chuanzhong Li

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 this paper, we assume as a working hypothesis…

Numerical Analysis · Mathematics 2021-08-17 Sven-Erik Ekström

In this paper, we study the eigenvalues of the matrices $T_n(a)+\gamma E_{n,1,1}$ where $T_n(a)$ is the Toeplitz matrix with generating symbol $a(t)=t-t^{-1}$, $E_{n,1,1}$ is the $n\times n$ matrix whose upper left component is $1$ and the…

Spectral Theory · Mathematics 2026-05-08 C. Bernardin , S. M. Grudsky , E. A. Maximenko , A. Soto-González

Any sequence of uniformly bounded $N\times N$ Hermitian Toeplitz matrices $\{\boldsymbol{H}_N\}$ is asymptotically equivalent to a certain sequence of $N\times N$ circulant matrices $\{\boldsymbol{C}_N\}$ derived from the Toeplitz matrices…

Information Theory · Computer Science 2017-02-24 Zhihui Zhu , Michael B. Wakin

We study the asymptotic behavior of the smallest eigenvalue, $\lambda_{N}$, of the Hankel (or moments) matrix denoted by $\mathcal{H}_{N}=\left(\mu_{m+n}\right)_{0\leq m,n\leq N}$, with respect to the weight $w(x)=x^{\alpha}{\rm…

Mathematical Physics · Physics 2019-05-22 Mengkun Zhu , Niall Emmart , Yang Chen , Charles Weems

The first part of this paper is devoted to the study of the orthogonal polynomial on the circle, with respect of a weight of type $f_\alpha (\theta) = (2\cos \theta- 2\cos \theta_0)^{2\alpha} c_1$ with $\theta_0 \in ]0,\pi[$, -1/2…

Classical Analysis and ODEs · Mathematics 2014-06-16 Philippe Rambour

Let $x_i$, $i\in\mathbb{Z}$ be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz $\mathbf{X}=\left(x_{j-i}\right)_{1\leq i\leq p,1\leq j\leq n}$ and circulant $\mathbf{X}=\left(x_{(j-i)\mod…

Probability · Mathematics 2025-01-22 Alexei Onatski , Vladislav Kargin

In the following work, we obtain a lower bound for the first Neumann eingevalue of the drift Laplacian $\Delta^{\varphi}$ for a family of properly embedded $[\varphi,\vec{e}_{3}]$-minimal surfaces in $\mathbb{R}^3$ with concave function…

Differential Geometry · Mathematics 2025-07-29 A. L. Martínez-Triviño

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

Consider the Toeplitz matrix $T_n(f)$ generated by the symbol $f(\theta)=\hat{f}_r e^{\mathbf{i}r\theta}+\hat{f}_0+\hat{f}_{-s} e^{-\mathbf{i}s\theta}$, where $\hat{f}_r, \hat{f}_0, \hat{f}_{-s} \in \mathbb{C}$ and $0<r<n,~0<s<n$. For…

Numerical Analysis · Mathematics 2023-05-25 Sven-Erik Ekström , David Meadon

The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and…

Numerical Analysis · Mathematics 2022-11-29 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano

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…

Mathematical Physics · Physics 2007-08-24 Seung-Yeop Lee , Hui Dai , Eldad Bettelheim
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