Asymptotic behavior of Toeplitz matrices and determinants |
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Authors: | Robert E. Hartwig Michael E. Fisher |
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Affiliation: | 1. Baker Laboratory, Cornell University, Ithaca, New York
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Abstract: | We consider the inverse X N and determinant DN(c) of an N×N Toeplitz matrix CN=[ci?j] 0 N?1 as N ar∞. Under the condition that there exists a monotonic decreasing summable bound b n ≧|c n |+|c ?n |, and that the generating function (c(theta ) = sumlimits_{n = - infty }^infty {c_n e^{i{text{ }}n{text{ }}theta } }) does not vanish, we construct a matrix iterative process which yields (i) explicit asymptotic formulae for the elements of XN when v(c) = (2π)?1 [arg{c(2π)}?arg{c(0)}] is zero. Thence we obtain (ii) expressions for the constants, and bounds on the remainder, in the asymptotic formula $$ln D_N (c) = N{text{ }}k_0 (c) + E_0 (c) + E_{1,N} (c) + mathcal{R}_N (c),$$ and (iii) the extension of this formula to the case of general integral v(c). Under certain further conditions the monotonicity of E1,N+?N is proved. We discuss various identities for DN which apply when c(θ) is a rational function of eiθ and mention a conjecture for D N when c(θ) has zeros, and is discontinuous with arbitrary v(c). |
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