Toeplitz matrices and determinants with Fisher-Hartwig symbols

If A and B are self-adjoint operators, this paper shows that A and B have order isomorphic invariant subspace lattices if and only if there are Borel subsets E and F of σ(A) and σ(B), respectively, whose complements have spectral measure zero, and there is a bijective function φ: E → F such that (i) Δ is a Borel subset of E if and only if φ(Δ) is a Borel subset of F; (ii) a Borel subset Δ of E has A-spectral measure zero if and only if φ(Δ) has B-spectral measure zero; (iii) B is unitarily equivalent to φ(A). If A is any self-adjoint operator, there is an associated function κ_A : $\text{N}$ ∪ {∞} → ($\text{N}$ ∪ {0, ∞}) × {0,1} defined in this paper. If $\text{F}$ denotes the collection of all functions from $\text{N}$ ∪ {∞} into ($\text{N}$ ∪ {0,∞}) × {0,1}, then $\text{F}$ is a parameter space for the isomorphism classes of the invariant subspace lattices of self-adjoint operators. That is, two self-adjoint operators A and B have isomorphic invariant subspace lattices if and only if κ_A = κ_B. The paper ends with some comments on the corresponding problem for normal operators.     

Toeplitz and Wiener-Hopf determinants with piecewise continuous symbols

The asymptotics for determinants of Toeplitz and Wiener-Hopf operators with piecewise continuous symbols are obtained in this paper. If W_α(σ) is the Wiener-Hopf operator defined on L₂(0, α) with piecewise continuous symbol σ having a finite number of discontinuities at ξ_r, then under appropriate conditions it is shown that det W_α(σ) ˜ G(σ)^α α^Σλ_r2K(σ), where

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is a completely determined constant. An analogous result is obtained for Toeplitz operators. The main point of the paper is to obtain a result in the Wiener-Hopf case since the Toeplitz case had been treated earlier. In the Toeplitz case it was discovered that one could obtain asymptotics fairly easily for symbols with several singularities if, for each singularity one could find a single example of a symbol with a singularity of that kind whose associated asymptotics were known. Fortunately in the Toeplitz case such asymptotics were known. The difficulty in the Wiener-Hopf case is that there was not a single singular case where the determinant was explicitly known. This problem was overcome by using the fact that Wiener-Hopf determinants when discretized become Toeplitz determinants whose entries depend on the size of the matrix. No theorem on Toeplitz matrices can be applied directly but these theorems are modified to obtain the desired results.     

Anzahl theorems of matrices over the residue class ring modulo psqt and their applications

Let $h=p^s{q}^t$ be its decomposition into a product of powers of two distinct primes, and ${\mathbb{Z}}_h$ be the residue class ring modulo h. In this paper, we determine the Smith normal forms of matrices, compute the number of the orbits of $m\times n$ matrices under the action of the group $G{L}_m({\mathbb{Z}}_h)\times G{L}_n({\mathbb{Z}}_h)$ and the length of each orbit over ${\mathbb{Z}}_h$. As applications, we determine the clique number, the independence number and the chromatic number of the bilinear forms graph, construct a family of association schemes by using $1\times n$ matrices and compute the intersection numbers and the character table over ${\mathbb{Z}}_h$ for $s=t=1$.     

Extension theorems for Fredholm and invertibility symbols

This paper is a continuation of [GK3] where the theory of Invertibility Symbol in Banach algebras was developed. In the present paper we generalize these results for the case when the Invertibility Symbol is defined on a subalgebra of the Banach algebras. The difficulty which arises here in this more general case is connected with the fact that some elements of the subalgebra may have the inverses which do not belong to the subalgebra. This generalization of the theory allows us to study the Fredholm Symbols of linear operators. Applications to subalgebras generated by two idempotents and to algebras generated by singular integral operators are presented.     

Semi-selfdecomposable distributions and a new class of limit theorems

Self-decomposable distributions are given as limits of normalized sums of independent random variables. We define semi-selfdecomposable distributions as limits of subsequences of normalized sums. More generally, we introduce a way of making a new class of limiting distributions derived from a class of distributions by taking the limits through subsequences of normalized sums, and define the class of semi-selfdecomposable distributions and a decreasing sequence of subclasses of it. We give two kinds of necessary and sufficient conditions for distributions belonging to those classes, one is in terms of the decomposability of random variables and another is in terms of Lévy measures. Received: 1 May 1997 / Revised version: 5 February 1998     

Central limit theorems for a class of irreducible multicolor urn models

We take a unified approach to central limit theorems for a class of irreducible multicolor urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different colors. Then under appropriate norming the multivariate distribution of the weak limits of these linear combinations is obtained and independence and dependence issues are investigated. Our approach consists of looking at the problem from the viewpoint of recursive equations.     

Bounded symbols and Reproducing Kernel Thesis for truncated Toeplitz operators

Compressions of Toeplitz operators to coinvariant subspaces of H² are called truncated Toeplitz operators. We study two questions related to these operators. The first, raised by Sarason, is whether boundedness of the operator implies the existence of a bounded symbol; the second is the Reproducing Kernel Thesis. We show that in general the answer to the first question is negative, and we exhibit some classes of spaces for which the answers to both questions are positive.     

Functional limit theorems for a new class of non-stationary shot noise processes

We study a class of non-stationary shot noise processes which have a general arrival process of noises with non-stationary arrival rate and a general shot shape function. Given the arrival times, the shot noises are conditionally independent and each shot noise has a general (multivariate) cumulative distribution function (c.d.f.) depending on its arrival time. We prove a functional weak law of large numbers and a functional central limit theorem for this new class of non-stationary shot noise processes in an asymptotic regime with a high intensity of shot noises, under some mild regularity conditions on the shot shape function and the conditional (multivariate) c.d.f. We discuss the applications to a simple multiplicative model (which includes a class of non-stationary compound processes and applies to insurance risk theory and physics) and the queueing and work-input processes in an associated non-stationary infinite-server queueing system. To prove the weak convergence, we show new maximal inequalities and a new criterion of existence of a stochastic process in the space $\mathbb{D}$ given its consistent finite dimensional distributions, which involve a finite set function with the superadditive property.     

Central limit theorems for dependent variables,II

Summary Two families of measures of the dependence between two random variables (rv's) are introduced. They include the strong-mixing ‘distance’. Two Central Limit Theorems (CLT's) are proved for dependent samples or processes where the dependence of the ‘past’ is not too strong. Tightness of the empirical process is shown to hold under conditions involving only the four-dimensional marginals of the sample.     

Ratio limit theorems and Tauberian theorems for vector-valued functions and sequences

We prove ratio limit theorems for (C,γ)-means (γ?0) and Abel means of functions and sequences in Banach spaces, and ratio Tauberian theorems for (C,γ)-means (γ?1) and Abel means of functions and sequences in Banach lattices.     

Eigenvalues and eigenvectors of banded Toeplitz matrices and the related symbols

It is known that for a tridiagonal Toeplitz matrix, having on the main diagonal the constant a₀ and on the two first off‐diagonals the constants a₁(lower) and a₋₁(upper), which are all complex values, there exist closed form formulas, giving the eigenvalues of the matrix and a set of associated eigenvectors. For example, for the 1D discrete Laplacian, this triple is (a₀,a₁,a₋₁)=(2,−1,−1). In the first part of this article, we consider a tridiagonal Toeplitz matrix of the same form (a₀,a_ω,a_−ω), but where the two off‐diagonals are positioned ω steps from the main diagonal instead of only one. We show that its eigenvalues and eigenvectors can also be identified in closed form and that interesting connections with the standard Toeplitz symbol are identified. Furthermore, as numerical evidences clearly suggest, it turns out that the eigenvalue behavior of a general banded symmetric Toeplitz matrix with real entries can be described qualitatively in terms of the symmetrically sparse tridiagonal case with real a₀, a_ω=a_−ω, ω=2,3,…, and also quantitatively in terms of those having monotone symbols. A discussion on the use of such results and on possible extensions complements the paper.     

A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system

In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales. By allowing random selection functions to take values in arbitrary intervals, the concept of random selection is generalized. As corollaries, some strong limit theorems and the asymptotic equipartition property (AEP) theorems for countable nonhomogeneous Markov chains in the generalized gambling system are established. Some results obtained are extended.      

Central limit theorems for the ergodic adding machine

In this paper we find a second class of sequences of random numbers (x _n ) _n=1 ^∞ (the orbit of the ergodic adding machine) such that the corresponding sequences of zeros and ones 1_[0,y](x _n) (n=1,2,...,N) satisfy Central Limit Theorems with extremely small standard deviationσ _N=O(√logN), instead ofO(√N), asN → ∞. Dedicated to Professor Benjamin Weiss on the occasion of his 60^th birthday.     

Central limit theorems for the radial spanning tree

Consider a homogeneous Poisson point process in a compact convex set in d‐dimensional Euclidean space which has interior points and contains the origin. The radial spanning tree is constructed by connecting each point of the Poisson point process with its nearest neighbour that is closer to the origin. For increasing intensity of the underlying Poisson point process the paper provides expectation and variance asymptotics as well as central limit theorems with rates of convergence for a class of edge functionals including the total edge length. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 50, 262–286, 2017     

On the trace approximation problem for truncated Toeplitz operators and matrices

The paper is devoted to the problem of approximation of the traces of products of truncated Toeplitz operators and matrices generated by integrable real symmetric functions defined on the real line (resp. on the unit circle), and estimation of the corresponding errors. These approximations and the corresponding error bounds are of importance in the statistical analysis of continuous- and discrete-time stationary processes (asymptotic distributions and large deviations of Toeplitz type quadratic functionals and forms, parametric and nonparametric estimation, etc.)We review and summarize the known results concerning the trace approximation problem and prove some new results.     

Approximation numbers for the finite sections of Toeplitz operators with piecewise continuous symbols

In this paper we discuss the asymptotic distribution of the approximation numbers of the finite sections for a Toeplitz operator T(a)∈L(?p), 1<p<∞, where a is a piecewise continuous function on the unit circle. We prove that the behavior of the approximation numbers of the finite sections Tn(a)=PnT(a)Pn depends heavily on the Fredholm properties of the operators T(a) and . In particular, if the operators T(a) and are Fredholm on ?p, then the approximation numbers of Tn(a) have the so-called k-splitting property. But, in contrast with the case of continuous symbols, the splitting number k is in general larger than .     

Concentration inequalities and limit theorems for randomized sums

Concentration properties and an asymptotic behaviour of distributions of normalized and self-normalized sums are studied in the randomized model where the observation times are selected from prescribed consecutive integer intervals. Research supported in part by NSF Gr. No. 0405587