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On the extreme spectral properties of Toeplitz matrices generated byL 1 functions with several minima/maxima
Authors:Stefano Serra
Institution:(1) Dipartimento di Informatica, University of Pisa, Corso Italia 40, I-56100 Pisa, Italia
Abstract:In this paper we are concerned with the asymptotic behavior of the smallest eigenvalue lambda 1 (n) of symmetric (Hermitian)n ×n Toeplitz matricesT n (f) generated by an integrable functionf defined in –pgr, pgr]. In 7, 8, 11] it is shown that lambda 1 (n) tends to essinff =m f in the following way: lambda 1 (n)m f sim 1/n 2k . These authors use three assumptions:A1)fm f has a zero inx =x 0 of order 2k.A2)f is continuous and at leastC 2k in a neighborhood ofx 0.A3)x =x 0 is the unique global minimum off in –pgr, pgr]. In 10] we have proved that the hypothesis of smoothnessA2 is not necessary and that the same result holds under the weaker assumption thatf epsiL 1pgr, pgr]. In this paper we further extend this theory to the case of a functionf epsiL 1pgr, pgr] having several global minima by suppressing the hypothesisA3 and by showing that the maximal order 2k of the zeros offm f is the only parameter which characterizes the rate of convergence of lambda 1 (n) tom f .
Keywords:Toeplitz matrices  extreme eigenvalues
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