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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…

数值分析 · 数学 2021-08-17 Sven-Erik Ekström

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…

概率论 · 数学 2023-04-26 Ratul Biswas , Arnab Sen

Toeplitz matrices for the study of the fractional Laplacian on a bounded interval. In this work we get a deep link between (--$\Delta$) $\alpha$ ]0,1[ the fractional Laplacian on the interval ]0, 1[ and T N ($\Phi$ $\alpha$) the Toeplitz…

经典分析与常微分方程 · 数学 2021-03-11 Philippe Rambour , Abdellatif Seghier

Let $A$ be an infinite Toeplitz matrix with a real symbol $f$ defined on $[-\pi, \pi]$. It is well known that the sequence of spectra of finite truncations $A_N$ of $A$ converges to the convex hull of the range of $f$. Recently, Levitin and…

谱理论 · 数学 2010-06-15 Michael Levitin , Alexander V. Sobolev , Daphne Sobolev

For a given nonnegative integer alpha, a matrix A_{n} of size n is called alpha-Toeplitz if its entries obey the rule A_{n}=[a_{r-alpha*s}]_{r,s=0}^{n-1}. Analogously, a matrix A_{n} again of size n is called alpha-circulant if A_{n}=…

数值分析 · 数学 2009-06-12 Eric Ngondiep , Stefano Serra-Capizzano , Debora Sesana

It was shown in a series of recent publications that the eigenvalues of $n\times n$ Toeplitz matrices generated by so-called simple-loop symbols admit certain regular asymptotic expansions into negative powers of $n+1$. On the other hand,…

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…

概率论 · 数学 2013-04-25 Mamikon S. Ginovyan , Artur A. Sahakyan , Murad S. Taqqu

Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…

概率论 · 数学 2025-09-17 Anirban Basak

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…

概率论 · 数学 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

Here, we consider a more general class of matrix-sequences and we prove that they belong to the maximal $*$-algebra of generalized locally Toeplitz (GLT) matrix-sequences. Then, we identify the associated GLT symbols and GLT momentary…

数值分析 · 数学 2024-08-09 Nikos Barakitis , Valerio Loi , Stefano Serra-Capizzano

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…

数值分析 · 数学 2024-12-20 Sven-Erik Ekström

Starting from the definition of an $n\times n$ $g$-Toeplitz matrix, $T_{n,g}(u)=\left[\widehat{u}_{r-gs}\right]_{r,s=0}^{n-1},$ where $g$ is a given nonnegative parameter, $\{\widehat{u}_{k}\}$ is the sequence of Fourier coefficients of the…

数值分析 · 数学 2019-05-09 Eric Ngondiep

Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices generated by a function $f$. Independently and under the milder hypothesis that…

数值分析 · 数学 2022-01-07 M. Bogoya , S. E. Ekström , S. Serra-Capizzano

We find necessary and sufficient conditions for the product of two truncated Toeplitz operators on a model space to itself be a truncated Toeplitz operator, and as a result find a characterization for the maximal algebras of bounded…

泛函分析 · 数学 2010-11-19 N. A. Sedlock

We determine the asymptotic behavior of twisted traces of singular moduli with a power-saving error term in both the discriminant and the order of the pole at $i\infty$. Using this asymptotic formula, we obtain an exact formula for these…

数论 · 数学 2022-06-06 Nickolas Andersen , William Duke

Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this…

概率论 · 数学 2024-10-23 Charles Bordenave , François Chapon , Mireille Capitaine

We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…

概率论 · 数学 2022-08-29 Sean O'Rourke , Philip Matchett Wood

Consider an $N\times N$ Toeplitz matrix $T_N$ with symbol ${a }(\lambda) := \sum_{\ell=-d_2}^{d_1} a_\ell \lambda^\ell$, perturbed by an additive noise matrix $N^{-\gamma} E_N$, where the entries of $E_N$ are centered i.i.d.~random…

概率论 · 数学 2020-07-27 Anirban Basak , Ofer Zeitouni

We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…

谱理论 · 数学 2021-11-16 V. Stukopin , S. Grudsky , I. Voronin , M. Barrera

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…

泛函分析 · 数学 2014-12-08 P. Deift , A. Its , I. Krasovsky