We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition between them is related to the Painleve V equation. Certain Toeplitz and Hankel determinants reduce, in certain double-scaling limits, to Fredholm determinants which appear in the theory of group representations, in random matrices, random permutations and partitions. The connection to Toeplitz determinants helps to evaluate the asymptotics of related Fredholm determinants in situations of interest, and we review the corresponding results.
We review some history and some recent results concerning Toeplitz determinants and their applications. We discuss, in particular, the crucial role of the two-dimensional Ising model in stimulating the development of the theory of Toeplitz determinants.
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.
We provide an alternative proof of the classical single-term asymptotics for Toeplitz determinants whose symbols possess Fisher-Hartwig singularities. We also relax the smoothness conditions on the regular part of the symbols and obtain an estimate for the error term in the asymptotics. Our proof is based on the Riemann-Hilbert analysis of the related systems of orthogonal polynomials and on differential identities for Toeplitz determinants. The result discussed in this paper is crucial for the proof of the asymptotics in the general case of Fisher-Hartwig singularities and extensions to Hanke…
We obtain asymptotics for Toeplitz, Hankel, and Toeplitz+Hankel determinants whose symbols possess Fisher-Hartwig singularities. Details of the proofs will be presented in another publication.
We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szegő's strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $t\to 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlevé V transcendent. A particular case of our result complements the classical description of…
We compute the asymptotics of a block Toeplitz determinant which arises in the classical dimer model for the triangular lattice when considering the monomer-monomer correlation function. The model depends on a parameter interpolating between the square lattice ($t=0$) and the triangular lattice ($t=1$), and we obtain the asymptotics for $0<t\le 1$. For $0<t<1$ we apply the Szegö Limit Theorem for block Toeplitz determinants. The main difficulty is to evaluate the constant term in the asymptotics, which is generally given only in a rather abstract form.
We propose a method for computing any Gelfand-Dickey tau function living in Segal-Wilson Grassmannian as the asymptotics of block Toeplitz determinant associated to a certain class of symbols. Also truncated block Toeplitz determinants associated to the same symbols are shown to be tau function for rational reductions of KP. Connection with Riemann-Hilbert problems is investigated both from the point of view of integrable systems and block Toeplitz operator theory. Examples of applications to algebro-geometric solutions are given.
We obtain an asymptotic formula for $n\times n$ Toeplitz determinants as $n\to \infty$, for real valued symbols with any fixed number of Fisher-Hartwig singularities, which is uniform with respect to the location of the singularities. As an application, we prove a conjecture by Fyodorov and Keating regarding moments of averages of the characteristic polynomial of the Circular Unitary Ensemble. In addition, we obtain an asymptotic formula regarding the momentum of impenetrable bosons in one dimension with periodic boundary conditions.
We study the determinants of Toeplitz matrices as the size of the matrices tends to infinity, in the particular case where the symbol has two jump discontinuities and tends to zero on an arc of the unit circle at a sufficiently fast rate. We generalize an asymptotic expansion by Widom [22], which was known for symbols supported on an arc. We highlight applications of our results in the Circular Unitary Ensemble and in the study of Fredholm determinants associated to the sine kernel.
We study the limiting behavior of $\Tr U^{k(n)}$, where $U$ is a $n\times n$ random unitary matrix and $k(n)$ is a natural number that may vary with $n$ in an arbitrary way. Our analysis is based on the connection with Toeplitz determinants. The central observation of this paper is a strong Szegö limit theorem for Toeplitz determinants associated to symbols depending on $n$ in a particular way. As a consequence to this result, we find that for each fixed $m\in \N$, the random variables $ \Tr U^{k_j(n)}/\sqrt{\min(k_j(n),n)}$, $j=1,..., m$, converge to independent standard complex normals.
We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete Toeplitz/Hankel determinants which arise in studying non-intersecting processes. We show that the asymptotic fluctuations of the width of such processes are given by the GUE Tracy-Widom distribution. This result leads us to an identity between the GUE Tracy-Widom distribution and the maximum of the sum of two independent Airy processes minus a parabola. We …
We study the asymptotic behavior, as $n\to\infty$, of ratios of Toeplitz determinants $D_n(e^h dμ)/D_n(dμ)$ defined by a measure $μ$ on the unit circle and a sufficiently smooth function $h$. The approach we follow is based on the theory of orthogonal polynomials. We prove that the second order asymptotics depends on $h$ and only a few Verblunsky coefficients associated to $μ$. As a result, we establish a relative version of the Strong Szegő Limit Theorem for a wide class of measures $μ$ with essential support on a single arc. In particular, this allows the measure to have a singular component…
We consider a log-gas on a discretization of the unit circle. We prove that if the gas is not too dense, or the number of particles in the gas is not too large compared to the scale of the discretization, the absolute value of the characteristic polynomial can be described in terms of a Gaussian multiplicative chaos measure. This is done by analyzing discrete Toeplitz determinants with Fisher-Hartwig singularities. In particular, we prove that if the gas is not too dense, the classical Fisher-Hartwig conjecture holds for the discrete Toeplitz determinant as well. Our analysis suggests that if …
In the theory of the two-dimensional Ising model, the diagonal susceptibility is equal to a sum involving Toeplitz determinants. In terms of a parameter k the diagonal susceptibility is analytic inside the unit circle, and the authors proved the conjecture that this function has the unit circle as a natural boundary. The symbol of the Toepltiz determinants was a k-deformation of one with a single singularity on the unit circle. Here we extend the result, first, to deformations of a larger class of symbols with a single singularity on the unit circle, and then to deformations of (almost) genera…
We present a new technique for computing Hilbert series of N=1 supersymmetric QCD in four dimensions with unitary and special unitary gauge groups. We show that the Hilbert series of this theory can be written in terms of determinants of Toeplitz matrices. Applying related theorems from random matrix theory, we compute a number of exact Hilbert series as well as asymptotic formulae for large numbers of colours and flavours -- many of which have not been derived before.
We prove the analogue of the strong Szeg{\H o} limit theorem for a large class of bordered Toeplitz determinants. In particular, by applying our results to the formula of Au-Yang and Perk \cite{YP} for the next-to-diagonal correlations $\langle σ_{0,0}σ_{N-1,N} \rangle$ in the anisotropic square lattice Ising model, we rigorously justify that the next-to-diagonal long-range order is the same as the diagonal and horizontal ones in the low temperature regime. The anisotropy-dependence of the subleading term in the asymptotics of the next-to-diagonal correlations is also established. We use Riema…
Non-equilibrium bosonization technique facilitates the solution of a number of important many-body problems out of equilibrium, including the Fermi-edge singularity, the tunneling spectroscopy and full counting statistics of interacting fermions forming a Luttinger liquid. We generalize the method to non-equilibrium hard-core bosons (Tonks-Girardeau gas) and establish interrelations between all these problems. The results can be expressed in terms of Fredholm determinants of Toeplitz type. We analyze the long time asymptotics of such determinants, using Szegő and Fisher-Hartwig theorems. Our a…
We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ from each other on the unit circle. We obtain large $n$ asymptotics which are uniform for $0<t<t_0$ where $t_0$ is fixed. They describe the transition as $t\to 0$ between the asymptotic regimes of 2 singularities and 1 singularity. The asymptotics involve a particular solution to the Painlevé V equation. We obtain small and large argument expansions of this solution. As applications of our results we prove a conjecture of Dyson o…
In this paper we will formulate $4\times4$ Riemann-Hilbert problems for Toeplitz+Hankel determinants and the associated system of orthogonal polynomials, when the Hankel symbol is supported on the unit circle and also when it is supported on an interval $[a,b]$, $0<a<b<1$. The distinguishing feature of this work is that in the formulation of the Riemann-Hilbert problem no specific relationship is assumed between the Toeplitz and Hankel symbols. We will develop nonlinear steepest descent methods for analysing these problems in the case where the symbols are smooth (i.e., in the absence of Fishe…
We find the asymptotic behaviors of Toeplitz determinants with symbols which are a sum of two contributions: one analytical and non-zero function in an annulus around the unit circle, and the other proportional to a Dirac delta function. The formulas are found by using the Wiener-Hopf procedure. The determinants of this type are found in computing the spin-correlation functions in low-lying excited states of some integrable models, where the delta function represents a peak at the momentum of the excitation. As a concrete example of applications of our results, using the derived asymptotic for…
It is proved that the limiting distribution of the length of the longest weakly increasing subsequence in an inhomogeneous random word is related to the distribution function for the eigenvalues of a certain direct sum of Gaussian unitary ensembles subject to an overall constraint that the eigenvalues lie in a hyperplane.
With localization techniques one can obtain general limit theorems for Toeplitz determinants with Fisher-Hartwig singularities from the asymptotics for any symbol with one singularity of general type. There exists a family of these for which the determinants can be evaluated explicitly and their asymptotics determined. But for the Wiener-Hopf analogue, although there are likely analogous localization techniques, there is not a single example known of a symbol with Fisher-Hartwig singularity for which the determinant can be evaluated explicitly. In this paper we determine the asymptotics of Wie…
A classical way to introduce tau functions for integrable hierarchies of solitonic equations is by means of the Sato-Segal-Wilson infinite-dimensional Grassmannian. Every point in the Grassmannian is naturally related to a Riemann-Hilbert problem on the unit circle, for which Bertola proposed a tau function that generalizes the Jimbo-Miwa-Ueno tau function for isomonodromic deformation problems. In this paper, we prove that the Sato-Segal-Wilson tau function and the (generalized) Jimbo-Miwa-Ueno isomonodromy tau function coincide under a very general setting, by identifying each of them to the…
We derive an asymptotic expansion for a Wiener-Hopf determinant arising in the problem of counting one-dimensional free fermions on a line segment at zero temperature. This expansion is an extension of the result in the theory of Toeplitz and Wiener-Hopf determinants known as the generalized Fisher-Hartwig conjecture. The coefficients of this expansion are conjectured to obey certain periodicity relations, which renders the expansion explicitly periodic in the "counting parameter". We present two methods to calculate these coefficients and verify the periodicity relations order by order: the m…
In this article, we study the large $n$ asymptotic expansions of $n\times n$ Toeplitz determinants whose symbols are indicator functions of unions of arc-intervals of the unit circle. In particular, we use an Hermitian matrix model reformulation of the problem to provide a rigorous derivation of the general form of the large $n$ expansion when the symbol is an indicator function of either a single arc-interval or several arc-intervals with a discrete rotational symmetry. Moreover, we prove that the coefficients in the expansions can be reconstructed, up to some constants, from the Eynard-Orant…
We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in terms of automorphic forms. We establish strong exponential concentration of measure type properties involving Dirichlet norms of linear statistics. This gives an optimal Central Limit Theorem (CLT), saying that the fluctuations of the corresponding empirical measures converge, in the large N limt, towards the Laplacian of the Gaussian free field on X in th…
Royal Institute of Techology (KTH), Linstedstsvägen 25, 10044, Stockholm, Sweden
We study Toeplitz determinants $\det T_n(e^f)$ for $f$ whose Fourier coefficients satisfy $f_k=O(|k|^{-1})$. This regime extends beyond $H^{1/2}$ and includes symbols with Fisher-Hartwig singularities. We develop an operator-theoretic approach based on the Baker-Campbell-Hausdorff formula that separates the quadratic term \[ \sum_{k=1}^{\infty}\min(k,n)f_kf_{-k} \] from the higher-order terms in the expansion of $\log\det T_n(e^{tf})$. We show that this quadratic term accounts for the possible growth with $n$, while every fixed higher-order coefficient remains bounded. For symbols with bounded…
We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a determinant of a Toeplitz matrix. We use the recently proven generalized Fisher--Hartwig conjecture on the asymptotic behavior of such determinants to find the generating function for the full counting statistics of fermions on a line segment. Unlike the method of bosonization, the Fisher--Hartwig formula correctly takes into account the discreteness of charg…
We consider entanglement in the ground state of the XY spin model on infinite chain. We use von Neumann entropy of a sub-system as a measure of entanglement. The entropy of a large block of neighboring spins approaches a constant as the size of the block increases. We prove rigorously expression for limiting entropy which was published before. We observe that the entropy reaches minimum at product states but increases boundlessly at phase transitions.
We consider one-dimensional quantum spin chain, which is called XX model, XX0 model or isotropic XY model in a transverse magnetic field. We study the model on the infinite lattice at zero temperature. We are interested in the entropy of a subsystem [a block of L neighboring spins]. It describes entanglement of the block with the rest of the ground state. G. Vidal, J.I. Latorre, E. Rico, and A. Kitaev showed that for large blocks the entropy scales logarithmically. We prove the logarithmic formula for the leading term and calculate the next term. We discovered that the dependence on the magnet…
The Szego-Widom theorem provides an expression for the determinant of block Toeplitz matrices in the asymptotic limit of large matrix dimension n. We show that the presence of zero modes, i.e, eigenvalues that vanish as α^n, |α|<1, when n \to \infty, require a modification of the Szego-Widom theorem. A new asymptotic expression for the determinant of a certain class of block Toeplitz matrices with one pair of zero modes is derived. The result is inspired by 1-dimensional topological superconductors, and the relation with the latter systems is discussed.
The Toeplitz determinants (of increasing size) associated with the symbols $exp{t(z+z^{-1})}$ or $(1-ξ{z})^α (1-ξ{z^{-1}})^β$ satisfy recursion relations, thus expressing all the Toeplitz determinants as a rational function of the first few determinants. A. Borodin found these relations using Riemann-Hilbert methods. The nature of Borodin's relations pointed towards the Toeplitz lattice and its Virasoro algebra, as developed by the authors. In this paper, we take the Toeplitz and Virasoro approach for a fairly large class of symbols, leading to a systematic and simple way of generating such re…
We study the spectrum of the Toeplitz matrix with a sine kernel, which corresponds to the single-particle reduced density matrix for free fermions on the one-dimensional lattice. For the spectral determinant of this matrix, a Fisher--Hartwig expansion in the inverse matrix size has been recently conjectured. This expansion can be verified order by order, away from the line of accumulation of zeros, using the recurrence relation known from the theory of discrete Painleve equations. We perform such a verification to the tenth order and calculate the corresponding coefficients in the Fisher-Hartw…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{itθ_1},\dots,u_N^{\,t}=e^{itθ_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical times $t$ for which all the eigenvalues are simultaneously close to $1$ in different ways thus corresponding to recurrence times in the issue of quantum measurements. Our strategy consists in rewriting the problem as a random matrix integral and use loop equations techniques to compute the first orders of the large $N$ asymptotic. We also connect the problem to the compu…
Based on the results obtained in [Hucht, J. Phys. A: Math. Theor. 50, 065201 (2017)], we show that the partition function of the anisotropic square lattice Ising model on the $L \times M$ rectangle, with open boundary conditions in both directions, is given by the determinant of a $M/2 \times M/2$ Hankel matrix, that equivalently can be written as the Pfaffian of a skew-symmetric $M \times M$ Toeplitz matrix. The $M-1$ independent matrix elements of both matrices are Fourier coefficients of a certain symbol function, which is given by the ratio of two characteristic polynomials. These polynomi…
We study an asymptotic behavior of a special correlator known as the Emptiness Formation Probability (EFP) for the one-dimensional anisotropic XY spin-1/2 chain in a transverse magnetic field. This correlator is essentially the probability of formation of a ferromagnetic string of length $n$ in the antiferromagnetic ground state of the chain and plays an important role in the theory of integrable models. For the XY Spin Chain, the correlator can be expressed as the determinant of a Toeplitz matrix and its asymptotical behaviors for $n \to \infty$ throughout the phase diagram are obtained using…
We revisit the study of the emptiness formation probability, the probability of forming a sequence of $\ell$ spins with the same ferromagnetic orientation in the ground-state of a quantum spin chain. We focus on two different examples, exhibiting strikingly different behavior: the XXZ and Ising chains. One has a conserved number of particles, the other does not. In the latter we show that the sequence of fixed spins can be viewed as an additional boundary in imaginary time. We then use conformal field theory (CFT) techniques to derive all universal terms in its scaling, and provide checks in f…
Fisher-Hartwig asymptotics refers to the large $n$ form of a class of Toeplitz determinants with singular generating functions. This class of Toeplitz determinants occurs in the study of the spin-spin correlations for the two-dimensional Ising model, and the ground state density matrix of the impenetrable Bose gas, amongst other problems in mathematical physics. We give a new application of the original Fisher-Hartwig formula to the asymptotic decay of the Ising correlations above $T_c$, while the study of the Bose gas density matrix leads us to generalize the Fisher-Hartwig formula to the asy…
Random tilings of geometrical shapes with dominos or lozenges have been a rich source of universal statistical distributions. This paper deals with domino tilings of checker board rectangular shapes such that the top two and bottom two adjacent squares have the same orientation and the two most left and two most right ones as well. It forces these so-called "skew-Aztec rectangles" to have cuts on either side. For large sizes of the domain and upon an appropriate scaling of the location of the cuts, one finds split tacnodes between liquid regions with two distinct adjacent frozen phases descend…
We calculate the boundary correlation function of fixed-to-free boundary condition changing operators in the square-lattice Ising model. The correlation function is expressed in four different ways using $2\times2$ block Toeplitz determinants. We show that these can be transformed into a scalar Toeplitz determinant when the size of the matrix is even. To know the asymptotic behavior of the correlation function at large distance we calculate the asymptotic behavior of this scalar Toeplitz determinant using the Szegö's theorem and the Fisher-Hartwig theorem. At the critical temperature we confir…
Some Wiener--Hopf determinants on [0,s] are calculated explicitly for all s>0. Their symbols are zero on an interval and they are related to the determinant with the sine-kernel appearing in the random matrix theory. The determinants are calculated by taking limits of Toeplitz determinants, which in turn are found from the related systems of polynomials orthogonal on an arc of the unit circle. As is known, the latter polynomials are connected to those orthogonal on an interval of the real axis. This connection is somewhat extended here. The determinants we compute originate from the Bernstein-…
In~this paper, we construct noncommutative coherent states using various families of unitary irreducible representations (UIRs) of $\g$, a connected, simply connected nilpotent Lie group, that was identified as the kinematical symmetry group of noncommutative quantum mechanics for a system of 2-degrees of freedom in an earlier paper. Likewise described are the degenerate noncommutative coherent states arising from the degenerate UIRs of $\g$. We~then compute the reproducing kernels associated with both these families of coherent states and study Berezin-Toeplitz quantization of the observables…
We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz determinant with entries given in terms of particular $K$ Bessel functions. Earlier studies have identified the same determinant, but with the $K$ Bessel functions replaced by $I$ Bessel functions, as relating to the hard edge scaling limit of a generalized gap probability for the Laguerre unitary ensemble, in the case of non-negative integer Laguerre paramet…
In this paper, we will provide a review of the geometric construction, proposed by Witten, of the SU(n) quantum representations of the mapping class groups which are part of the Reshetikhin-Turaev TQFT for the quantum group U_q(sl(n, C)). In particular, we recall the differential geometric construction of Hitchin's projectively flat connection in the bundle over Teichmuller space obtained by push-forward of the determinant line bundle over the moduli space of rank n, fixed determinant, semi-stable bundles fibering over Teichmuller space. We recall the relation between the Hitchin connection an…
We study matrix integration over the classical Lie groups $U(N),Sp(2N),O(2N)$ and $O(2N+1)$, using symmetric function theory and the equivalent formulation in terms of determinants and minors of Toeplitz$\pm$Hankel matrices. We establish a number of factorizations and expansions for such integrals, also with insertions of irreducible characters. As a specific example, we compute both at finite and large $N$ the partition functions, Wilson loops and Hopf links of Chern-Simons theory on $S^{3}$ with the aforementioned symmetry groups. The identities found for the general models translate in this…
We investigate the asymptotics of the determinant of N by N Hankel matrices generated by Fisher-Hartwig symbols defined on the real line, as N becomes large. Such objects are natural analogues of Toeplitz determinants generated by Fisher-Hartwig symbols, and arise in random matrix theory in the investigation of certain expectations involving random characteristic polynomials. The reduced density matrices of certain one-dimensional systems of impenetrable bosons can also be expressed in terms of Hankel determinants of this form. We focus on the specific cases of scaled Hermite and Laguerre weig…
