Strong approximation theorems for density dependent Markov chains

A variety of continuous parameter Markov chains arising in applied probability (e.g. epidemic and chemical reaction models) can be obtained as solutions of equations of the form

$\text{X}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lY}{}_1\text{N ∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X}{}_{\mathrm{N}}\text{(s))ds}$

where $\text{l∈}\text{Z}{}^{\mathrm{t}}$, the Y₁ are independent Poisson processes, and N is a parameter with a natural interpretation (e.g. total population size or volume of a reacting solution).The corresponding deterministic model, satisfies

$\text{X(t)=x}{}_0\text{+ ∫}{}^{\mathrm{t}}{}_0\text{∑ lf}{}_1\text{(X(s))ds}$

Under very general conditions lim_N→∞X_N(t)=X(t) a.s. The process X_N(t) is compared to the diffusion processes given by

$\text{Z}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lB}{}_1\text{N∫}{}^{\mathrm{t}}{}_0\text{ft(Z}{}_{\mathrm{N}}\text{(s))ds}$

and

$\text{V(t)=∑ l∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X(s))}\text{d}\text{W}\text{?}{}_1\text{+∫}{}^{\mathrm{t}}{}_0\text{?F(X(s))·V(s)}\text{ds.}$

Under conditions satisfied by most of the applied probability models, it is shown that X_N,Z_N and V can be constructed on the same sample space in such a way that

$\text{X}{}_{\mathrm{N}}\text{(t)=Z}{}_{\mathrm{N}}\text{(t)+O}\text{logN}\text{N}$

and

$\text{N}\text{(X}{}_{\mathrm{N}}\text{(t)?X(t))=V(t)+O}\text{log N}\text{N}$

     

Eigenvalues of p-summing and lp-type operators in Banach spaces

This paper is a study of the distribution of eigenvalues of various classes of operators. In Section 1 we prove that the eigenvalues (λ_n(T)) of a p-absolutely summing operator, p ? 2, satisfy

$\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}\text{?π}{}_{\mathrm{p}}\text{(T).}$

This solves a problem of A. Pietsch. We give applications of this to integral operators in L_p-spaces, weakly singular operators, and matrix inequalities.In Section 2 we introduce the quasinormed ideal Π₂⁽ⁿ⁾, P = (p₁, …, p_n) and show that for T ∈ Π₂⁽ⁿ⁾, 2 = (2, …, 2) ∈ Nⁿ, the eigenvalues of T satisfy

$\text{∑}\text{i∈N}\text{|λ}{}_{\mathrm{i}}\text{(T)|}{}^{\mathrm{<mtext>2</mtext><mtext>n</mtext>}}{}^{\mathrm{<mtext>n</mtext><mtext>2</mtext>}}\text{?π}{}^{\mathrm{n}}{}_2\text{(T).}$

More generally, we show that for T ∈ Π_p⁽ⁿ⁾, P = (p₁, …, p_n), pi ? 2, the eigenvalues are absolutely p-summable,

$\text{1}\text{p}\text{=}\text{∑}\text{i=1}\text{n}\text{1}\text{p}{}_{\mathrm{i}}\text{and}\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}\text{?C}{}_{\mathrm{p}}\text{π}{}^{\mathrm{n}}{}_{\mathrm{P}}\text{(T).}$

We also consider the distribution of eigenvalues of p-nuclear operators on L_r-spaces.In Section 3 we prove the Banach space analog of the classical Weyl inequality, namely

$\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}\text{? C}{}_{\mathrm{p}}\text{∑}\text{n∈N}\text{α}{}_{\mathrm{n}}\text{(T)}{}^{\mathrm{p}}$

, 0 < p < ∞, where α_n denotes the Kolmogoroff, Gelfand of approximation numbers of the operator T. This solves a problem of Markus-Macaev.Finally we prove that Hilbert space is (isomorphically) the only Banach space X with the property that nuclear operators on X have absolutely summable eigenvalues. Using this result we show that if the nuclear operators on X are of type l₁ then X must be a Hilbert space.     

Construction of a recurrence relation for modified moments

In this paper we are constructing a recurrence relation of the form

$\text{∑}\text{i=0}\text{r}\text{ω}{}_{\mathrm{i}}\text{(k)m}{}_{\mathrm{k+i}}{}^{\mathrm{\{\lambda \}}}\text{[f] = ω(k)}$

for integrals (called modified moments)

$\text{m}{}_{\mathrm{k}}{}^{\mathrm{\{\lambda \}}}\text{[f]df=}\text{∫}\text{?1}\text{1}\text{f(x)C}{}_{\mathrm{k}}{}^{\mathrm{(\lambda )}}\text{(x)dx (k = 0,1,…)}$

in which C_k^(λ) is the k-th Gegenbauer polynomial of order $\text{λ(λ > ?}\text{1}\text{2}\text{)}$, and f is a function satisfying the differential equation

$\text{∑}\text{i=0}\text{n}\text{P}{}_{\mathrm{i}}\text{(x)f}{}^{\mathrm{(i)}}\text{(x) = p(x) (?1?x?1)}$

of order n, where p₀, p₁, …, p_n ? 0 are polynomials, and m_k^〈λ〉[p] is known for every k. We give three methods of construction of such a recurrence relation. The first of them (called Method I) is optimum in a certain sense.     

On the number of zeros of diagonal cubic forms

Let M_s, be the number of solutions of the equation

$\text{X}{}_1{}^3\text{+ X}{}_2{}^3\text{+ … + X}{}_{\mathrm{s}}{}^3\text{=0}$

in the finite field GF(p). For a prime p ≡ 1(mod 3),

$\text{∑}\text{s=1}\text{∞}\text{M}{}_{\mathrm{s}}\text{X}{}^{\mathrm{s}}\text{=}\text{x}\text{1 ? px}\text{+}\text{x}{}^2\text{(p ? 1)(2 + dx)}\text{1 ? 3px}{}^2\text{? pdx}{}^3$

,

$\text{M}{}_3\text{= p}{}^2\text{+ d(p ? 1)}$

, and

$\text{M}{}_4\text{= p}{}^2\text{+ 6(p}{}^2\text{? p)}$

. Here d is uniquely determined by

$\text{4}{}_{\mathrm{p}}\text{= d}{}^2\text{+ 27b}{}^2\text{and}\text{d ≡ 1(}\text{mod}\text{3)}$

.     

Integral transforms of analytic functions on abstract Wiener spaces

Let (H, B) be an abstract Wiener pair and p_t the Wiener measure with variance t. Let $\text{E}$_a be the class of exponential type analytic functions defined on the complexification [B] of B. For each pair of nonzero complex numbers α, β and f ? $\text{E}$_a, we define

$\text{F}{}_{\mathrm{\alpha ,\beta }}\text{f(y)=}\text{∫}\text{B}\text{f(αx+βy)p}{}_1\text{(dx) (y ?[B]).}$

We show that the inverse $\text{F}$_α,β^?1 exists and there exist two nonzero complex numbers α′,β′ such that

. Clearly, the Fourier-Wiener transform, the Fourier-Feynman transform, and the Gauss transform are special cases of $\text{F}$_α,β. Finally, we apply the transform to investigate the existence of solutions for the differential equations associated with the operator $\text{N}$_c, where c is a nonzero complex number and $\text{N}$_c is defined by

$\text{N}{}_{\mathrm{c}}\text{u(x)=?Δu(x)+c(x,Du(x))}$

where Δ is the Laplacian and (·, ·) is the $\text{B-B}{}^1$ pairing. We show that the solutions can be represented as integrals with respect to the Wiener measure.     

On the van der Waerden conjecture and zeros of polynomials

Let

$\text{F(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{A}{}_{\mathrm{n}}\text{≠ 0,}$

and

$\text{G(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{B}{}_{\mathrm{n}}\text{≠ 0,}$

be polynomials with real zeros satisfying A_n?1 = B_n?1 = 0, and let

$\text{H(x) =}\text{∑}\text{k=o}\text{n-2}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}\text{.}$

Using the recently proved validity of the van der Waerden conjecture on permanents, some results on the real zeros of H(x) are obtained. These results are related to classical results on composite polynomials.     

Product formulas for semigroups with elliptic generators

Real constant coefficient nth order elliptic operators, Q, which generate strongly continuous semigroups on L²($\text{R}$^k) are analyzed in terms of the elementary generator,

$\text{A = (?n)}{}^{\mathrm{<mtext>(</mtext><mtext>n</mtext><mtext>2</mtext><mtext>\; ?\; 1</mtext>}}\text{)(n!)}{}^{\mathrm{?1}}\text{∑}\text{k}\text{j = 1}\text{?}{}^{\mathrm{n}}\text{?x}{}_{\mathrm{j}}{}^{\mathrm{n}}$

, for n even. Integral operators are defined using the fundamental solutions p_n(x, t) to u_t = Au and using real polynomials q_l,…, q_k on $\text{R}$^m by the formula, for q = (q_l,…, q_k),

$\text{(F(t)?)(x) = ∫}$

_$\text{R}$m

$\text{?(x + q(z)) P}{}_{\mathrm{n}}\text{(z, t)dz}$

. It is determined when, strongly on L²($\text{R}$^k),

$\text{e}{}^{\mathrm{tQ}}\text{=}\text{lim}\text{j → ∞}\text{F}\text{t}\text{j}{}^{\mathrm{j}}$

. If n = 2 or k = 1, this can always be done. Otherwise the symbol of Q must have a special form.     

Certain isometries of rectangular complex matrices

If s₁(A) ? ? ? s_m(A) are the singular values of A ? M_m,n(C), and if 1 ?k ?m ? and p ? 1, then

$\text{φ}{}_{\mathrm{p,k}}\text{(A) = (}\text{∑}\text{i=1}\text{k}\text{s}{}_{\mathrm{i}}{}^{\mathrm{p}}\text{(A)}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}$

is a unitarily invariant norm. In this paper a complete determination of the extreme points on the corresponding unit spheres is accomplished in all cases, enabling the isometries with respect to Φ_p,_k to be determined in the case p = 1. This removes the restriction m = n in an earlier paper of the author and Marcus.     

Canonical forms for linear systems

This paper considers canonical forms for the similarity action of Gl(n) on $\text{∑}{}_{\mathrm{n,m}}\text{={(A,B)∈}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{n}}\text{×}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{m}}\text{}}$:

$\text{Gl(n×∑}{}_{\mathrm{n,m}}\text{→∑}{}_{\mathrm{n,m}}$

,

$\text{(H,(A,B))?(HAH}{}^{-1}\text{,HB)}$

Those canonical forms are obtained as an application of a more general method to select canonical elements M_c in the orbits $\text{O}{}_{\mathrm{M}}$ of a matrix group G acting on a set of matrices $\text{M}\text{?}\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$. We define a total order (?) on $\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$, different from the lexicographic order ^l? [0^l?x ? x <0, but $\text{0?x≠0 for x∈}\text{R}\text{]}$ and consider normalized $\text{O}{}_{\mathrm{M}}$-elements with a minimal number of parameters:

$\text{min{}\text{M}\text{?}\text{∈}\text{O}{}_{\mathrm{M}}\text{:}\text{M}\text{?}\text{normalized}}$

It is shown that the row and column echelon forms, the Jordan canonical form, and “nice” control canonical forms for reachable (A,B)-pairs have a homogeneous interpretation as such (?)-minimal orbit elements. Moreover new canonical forms for the general action (?) are determined via this method.     

Linear operators preserving the (p,q)-numerical range

Let $\text{C}{}_{\mathrm{n\times n}}$ and $\text{H}{}_{\mathrm{n}}$ denote respectively the space of n×n complex matrices and the real space of n×n hermitian matrices. Let p,q,n be positive integers such that p?q?n. For $\text{A?}\text{C}{}_{\mathrm{n\times n}}$, the (p,q)-numerical range of A is the set

$\text{W}{}_{\mathrm{p,q}}\text{(A)={trC}{}_{\mathrm{p}}\text{(J}{}_{\mathrm{q}}\text{UAU}{}^1\text{):U}\text{unitary}\text{}}$

, where C_p(X) is the pth compound matrix of X, and Jq is the matrix I_q?O_n-q. Let $\text{L}$ denote $\text{H}$_n or $\text{C}{}_{\mathrm{n\times n}}$. The problem of determining all linear operators T: $\text{L}$→$\text{L}$ such that

$\text{W}{}_{\mathrm{p,q}}\text{(T(A))=W}{}_{\mathrm{p,q}}\text{(A)}\text{for all}\text{A?}\text{L}$

is treated in this paper.     

Pairs of additive equations II. Large odd degree

Let k be an odd positive integer. Davenport and Lewis have shown that the equations

$\text{a}{}_1\text{x}{}_1{}^{\mathrm{k}}\text{+…+a}{}_{\mathrm{n}}\text{x}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{=0}$

with integer coefficients, have a nontrivial solution in integers x₁,…, x_N provided that

$\text{N?[36klog6k]}$

Here it is shown that for any ? > 0 and k > k₀(?) the equations have a nontrivial solution provided that

$\text{N?}\text{8}\text{log 2}\text{+?}\text{k log k.}$

     

Deterministic version of Wigner's semicircle law for the distribution of matrix eigenvalues

It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let A_n=(a_ij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ⁽ⁿ⁾}_1?k?n its eigenvalues, and {u_k⁽ⁿ⁾}_1?k?n the corresponding (orthonormalized column) eigenvectors. Let $\text{v}{}^1{}_{\mathrm{n}}\text{=(a}{}_{\mathrm{n1}}\text{,a}{}_{\mathrm{n2}}\text{,?,a}{}_{\mathrm{n,n?1}}\text{)}$, put

$\text{X}{}_{\mathrm{n}}\text{(t)=[n(n-1)]}{}^{\mathrm{<mtext>-1</mtext><mtext>2</mtext>}}\text{∑}\text{k=1}\text{[(n-1)t]}\text{|v}{}_{\mathrm{n}}{}^1\text{u}{}_{\mathrm{f}}{}^{\mathrm{(n-1)}}\text{|}{}^2\text{,}\text{0?t?1}$

(bookeeping function for the length of the projections of the new row v¹_n of A_n onto the eigenvectors of the preceding matrix A_n?1), and let finally

$\text{F}{}_{\mathrm{n}}\text{(x)=n}{}^{-1}\text{(}\text{number of}\text{λ}{}_{\mathrm{k}}{}^{\mathrm{(n)}}\text{?x}\text{n}\text{,1?k?n)}$

(empirical distribution function of the eigenvalues of $\text{A}{}_{\mathrm{n}}\text{n}$. Suppose (i) $\text{lim}{}_{\mathrm{n}}\text{a}{}_{\mathrm{nn}}\text{n}\text{=0}$, (ii) lim_nX_n(t)=Ct(0<C<∞,0?t?1). Then

$\text{F}{}_{\mathrm{n}}\text{?W(·,C)}\text{(n→∞)}$

,where W is absolutely continuous with (semicircle) density

$\text{w(x,C)=}\text{(2Cπ)}{}^{-1}\text{(4C-x}{}^2{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{for}\text{|x|?2}\text{C}\text{0}\text{for}\text{|x|?2}\text{C}$

     

On a conjecture by D. Ž. D̄okovic

It is shown that if $\text{A?Ω}{}_{\mathrm{n}}\text{?{J}{}_{\mathrm{n}}\text{}}$ satisfies

$\text{nkσ}{}_{\mathrm{k}}\text{(A)?(n?k+1)}{}^2\text{σ}{}_{\mathrm{k?1}}\text{(A)}$

$\text{(k=1,2,…,n)}$

, where σ_k(A) denotes the sum of all kth order subpermanent of A, then Per[λJ_n+(1?λ)A] is strictly decreasing in the interval 0<λ<1.     

Generalized Schur complements

Let A be an n×n complex matrix. For a suitable subspace $\text{M}$ of Cⁿ the Schur compression A _$\text{M}$ and the (generalized) Schur complement A_/$\text{M}$ are defined. If A is written in the form

$\text{A=}\text{B}\text{C}\text{S}\text{T}$

according to the decomposition $\text{C}{}^{\mathrm{n}}\text{=}\text{M}\text{⊕}\text{M}{}^{\mathrm{\perp }}$ and if B is invertible, then

$\text{A}{}_{\mathrm{<mtext>M</mtext>}}\text{=}\text{B}\text{C}\text{S}\text{SB}{}^{\mathrm{?1}}\text{C}$

and

$\text{A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{=}\text{0}\text{0}\text{0}\text{T?SB}{}^{\mathrm{?1}}\text{C}\text{·}$

The commutativity rule for Schur complements is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{=(A)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{·}$

This unifies Crabtree and Haynsworth's quotient formula for (classical) Schur complements and Anderson's commutativity rule for shorted operators. Further, the absorption rule for Schur compressions is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>N</mtext>}}\text{=(A}{}_{\mathrm{<mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>M</mtext>}}\text{=A}{}_{\mathrm{<mtext>M</mtext>}}\text{whenever}\text{M}\text{?}\text{N}$

.     

Lower bounds for the norm of the symmetric product

Suppose each of m, n, and k is a positive integer, k ? n, A is a (real-valued) symmetric n-linear function on E_m, and B is a k-linear symmetric function on E_m. The tensor and symmetric products of A and B are denoted, respectively, by A ?B and A?B. The identity

$\text{6A · B6}{}^2\text{=}\text{∑}\text{q=0}\text{n}\text{(}\text{n}\text{k}\text{)}\text{(}\text{n+k}\text{k}\text{)}\text{6A?}{}_{\mathrm{q}}\text{B6}{}^2$

is proven by Neuberger in [1]. An immediate consequence of this identity is the inequality

$\text{6A · B 6}{}^2\text{?}\text{n+k}\text{n}{}^{\mathrm{?1}}\text{6A · B 6}{}^2$

In this paper a necessary and sufficient condition for

$\text{6A · B 6}{}^2\text{=}\text{n+k}\text{n}{}^{\mathrm{?}}\text{6A · B 6}{}^2$

is given. It is also shown that under certain conditions the inequality can be considerably improved. This improvement results from an analysis of the terms 6A?_qB6, 1?q?n, appearing in the identity.     

The nonorientable genus of the symmetric quadripartite graph

The nonorientable genus of K_4(n) is shown to satisfy:

$\text{γ}\text{(K}{}_{\mathrm{4(n)}}\text{)=2(n?1)}{}^2\text{for n ? 3}$

,

$\text{γ}\text{(K}{}_{\mathrm{4(2)}}\text{)=3,}\text{γ}\text{(K}{}_4\text{(1))=1}$

.     

A note on non-separable solutions of linear partial differential equations

A method has been presented for constructing non-separable solutions of homogeneous linear partial differential equations of the type F(D, D′)W = 0, where $\text{D =}\text{?}\text{?x}\text{, D′ =}\text{?}\text{?y}$,

$\text{F(D,D′)=}\text{∑}\text{n}\text{r+s=0}\text{C}{}_{\mathrm{rs}}\text{D}{}^{\mathrm{r}}\text{D′}{}^{\mathrm{s}}\text{,}$

where c_rs are constants and n stands for the order of the equation. The method has also been extended for equations of the form Φ(D, D′, D″)W = 0, where $\text{D =}\text{?}\text{?x}\text{, D′ =}\text{?}\text{?y}\text{, D″ =}\text{?}\text{?z}$ and

$\text{Φ(D,D′,D″)W=}\text{∑}\text{n}\text{r+s+t=0}\text{C}{}_{\mathrm{rst}}\text{D}{}^{\mathrm{r}}\text{D′}{}^{\mathrm{s}}\text{D}{}^{\mathrm{t}}\text{D″}{}^{\mathrm{s}}\text{.}$

As illustration, the method has been applied to obtain nonseparable solutions of the two and three dimensional Helmholtz equations.     

Kolmogorov-Landau inequalities for monotone functions

Presented in this report are two further applications of very elementary formulae of approximate differentiation. The first is a new derivation in a somewhat sharper form of the following theorem of V. M. Olovyani?nikov: LetN_n (n ? 2) be the class of functionsg(x) such thatg(x), g′(x),…, g⁽ⁿ⁾(x) are ? 0, bounded, and nondecreasing on the half-line ?∞ < x ? 0. A special element ofN_nis

$\text{g}{}_1\text{(x) = 0}\text{if}\text{?∞ < x < ?1, g}{}_1\text{(x) = (1 + x)}{}^{\mathrm{n}}\text{if}\text{?1 ? x ? 0}$

. Ifg(x) ∈ N_nis such that

$\text{g(0) ? g}{}_1\text{(0) = 1, g}{}^{\mathrm{(n)}}\text{(0) ? g}{}_1{}^{\mathrm{(n)}}\text{(0) = n!}$

, then

$\text{g}{}^{\mathrm{(v)}}\text{(0) ? g}{}_1{}^{\mathrm{(v)}}\text{(0)}$

for

1$\text{v = 1,…, n ? 1}$

. Moreover, if we have equality in (1) for some value of v, then we have there equality for all v, and this happens only if $\text{g(x) = g}{}_1\text{(x)}$ in (?∞, 0].The second application gives sufficient conditions for the differentiability of asymptotic expansions (Theorem 4).     

The virial theorem in relativistic quantum mechanics

For a class of potentials including the Coulomb potential q = μr^?1 with ¦ μ ¦ < 1 (1) (i.e., atomic numbers Z ? 137), the virial theorem $\text{(u, α ·}\text{p}\text{u) = (u, r(}\text{?q}\text{?r}\text{)u)}$ is shown to hold, u being an eigenfunction of the operator

$\text{Hu = TU : = (α ·}\text{p}\text{+ β + q)u}$

,

$\text{D(H) = {u ¦ u ∈ [H}{}_{\mathrm{loc}}{}^1\text{(}\text{R}\text{+}{}^3\text{)]}{}^4\text{, r}{}^{\mathrm{<mtext>?</mtext><mtext>1</mtext><mtext>2</mtext>}}\text{u, TU ∈ [L}{}^2\text{(R)}{}^3\text{]}{}^4\text{}}$

($\text{R}$₊³ := $\text{R}$?{0}). The result implies in particular that H with (1) does not have any eigenvalues embedded in the continuum. The proof uses a scale transformation.     

Toeplitz matrices commuting with tridiagonal matrices

we prove that if R is a nonscalar Toeplitz matrix R_{i, j}=r_?i?j? which commutes with a tridiagonal matrix with simple spectrum, then

$\text{r}{}_{\mathrm{k}}\text{r}{}_1\text{=}\text{u}{}_{\mathrm{k-1}}\text{r}{}_2\text{r}{}_1\text{cos p}\text{u}{}_{\mathrm{k-1}}\text{(cos p)}$

, k=4, 5,…, with U_k the Chebychev polynomial of the second kind, where p is determined from

$\text{cos p=}\text{1}\text{2}\text{r}{}^2{}_1\text{?r}{}_1\text{r}{}_3\text{r}{}^2{}_2\text{?r}{}_1\text{r}{}_3$

.