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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…

经典分析与常微分方程 · 数学 2021-04-27 Philippe Rambour

In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…

数值分析 · 数学 2024-07-11 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

We discuss the relationship between ratio asymptotics for general orthogonal polynomials and the asymptotics of the associated Bergman shift operator. More specifically, we consider the case in which a measure is supported on an infinite…

经典分析与常微分方程 · 数学 2021-08-11 Brian Simanek

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…

泛函分析 · 数学 2010-05-25 Philippe Rambour , Abdellatif Seghier

The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…

概率论 · 数学 2021-07-09 Safari , Mukeru , Mmboniseni P , Mulaudzi

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…

泛函分析 · 数学 2017-09-21 Philippe Rambour

This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…

This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…

数值分析 · 数学 2024-06-04 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

This paper discusses the explicit inverse of a class of seven-diagonal (near) Toeplitz matrices, which arises in the numerical solutions of nonlinear fourth-order differential equation with a finite difference method. A non-recurrence…

数值分析 · 数学 2021-03-19 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…

数学物理 · 物理学 2023-01-24 Tom Claeys , Johannes Forkel , Jonathan P. Keating

The paper is devoted to exact and asymptotic formulas for the determinants of Toeplitz matrices with perturbations by blocks of fixed size in the four corners. If the norms of the inverses of the unperturbed matrices remain bounded as the…

泛函分析 · 数学 2014-07-22 Albrecht Boettcher , Lenny Fukshansky , Stephan Ramon Garcia , Hiren Maharaj

Pickrell has fully characterized the unitarily invariant probability measures on infinite Hermitian matrices, and an alternative proof of this classification has been found by Olshanski and Vershik. Borodin and Olshanski deduced from this…

概率论 · 数学 2020-04-27 Joseph Najnudel

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…

数学物理 · 物理学 2015-05-13 Hui Dai , Zachary Geary , Leo P. Kadanoff

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…

信息论 · 计算机科学 2017-02-24 Zhihui Zhu , Michael B. Wakin

In this paper, we are interested in matrix valued orthogonal polynomials on the real line with respect to exponential weights. We obtain strong asymptotics as the degree tends to infinity in different regions of the complex plane, as well…

经典分析与常微分方程 · 数学 2026-04-21 Alfredo Deaño , Pablo Román

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

概率论 · 数学 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…

泛函分析 · 数学 2008-07-09 Estelle L. Basor , Torsten Ehrhardt

We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result…

泛函分析 · 数学 2007-05-23 Albrecht Boettcher , Jani Virtanen

We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…

复变函数 · 数学 2009-11-26 Steven Delvaux , Maurice Duits

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

数学物理 · 物理学 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri
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