Craig A. Tracy, Harold Widom
In this article we derive, using standard methods of Toeplitz theory, an asymptotic formula for certain large minors of Toeplitz matrices. D. Bump and P. Diaconis obtained the same asymptotics using representation theory, with an answer having a different form.
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An asymptotic formula is found for a Toeplitz determinant with the symbol supported on an arc of the unit circle in the case when the symbol has Fisher-Hartwig singularities.
In this paper we establish several relations between the determinants of the following structured matrices: Hankel matrices, symmetric Toeplitz + Hankel matrices and Toeplitz matrices. Using known results for the asymptotic behavior of Toeplitz determinants, these identities are used in order to obtain Fisher-Hartwig type results on the asymptotics of certain skewsymmetric Toeplitz determinants and certain Hankel determinants.
By using Riemann--Hilbert problem based techniques, we obtain the asymptotic expansion of lacunary Toeplitz determinants $\det_N\big[ c_{\ell_a-m_b}[f] \big]$ generated by holomorhpic symbols, where $\ell_a=a$ (resp. $m_b=b$) except for a finite subset of indices $a=h_1,\dots, h_n$ (resp. $b=t_1,\dots, t_r$). In addition to the usual Szegö asymptotics, our answer involves a determinant of size $n+r$.
The paper is devoted to exact and asymptotic formulas for the determinants of Toeplitz matrices with perturbations by blocks of fixed size in the four corners. If the norms of the inverses of the unperturbed matrices remain bounded as the matrix dimension goes to infinity, then standard perturbation theory yields asymptotic expressions for the perturbed determinants. This premise is not satisfied for matrices generated by so-called Fisher-Hartwig symbols. In that case we establish formulas for pure single Fisher-Hartwig singularities and for Hermitian matrices induced by general Fisher-Hartwig…
We compute the asymptotics of the determinants of certain $n\times n$ Toeplitz + Hankel matrices $T_n(a)+H_n(b)$ as $n\to\infty$ with symbols of Fisher-Hartwig type. More specifically we consider the case where $a$ has zeros and poles and where $b$ is related to $a$ in specific ways. Previous results of Deift, Its and Krasovsky dealt with the case where $a$ is even. We are generalizing this in a mild way to certain non-even symbols.
The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of the form $ (a_{i-j} \pm a_{i+j+1-k})_{i,j=0... N-1} $ with $k$ is fixed. We will show that this example as well as some general classes of operators have expansions that are similar to those that appear in the Strong Szegö Limit Theorem. We also obtain exact identitities for some of the determinants that are analogous to the one derived independently by Ger…
A survey of asymptotics of determinants for structured matrices
本综述介绍如何利用算子理论方法生成结构化矩阵行列式的渐近性，涵盖有限 Toeplitz 矩阵、Toeplitz 加 Hankel 矩阵及其推广，并首次提出部分新结果。
We establish asymptotic formulas for the determinants of finite Toeplitz + Hankel matrices of size N, as N goes to infinity for singular generating functions defined on the unit circle in the special case where the generating function is even, i.e., where the Toeplitz + Hankel matrices are symmetric.
We prove asymptotic formulas for Toeplitz determinants generated by functions with sequences of Fourier coefficients belonging to weighted Orlicz sequence classes. We concentrate our attention on the case of nonvanishing generating functions with nonzero Cauchy index.
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.
The authors of the title proved an elegant identity expressing a Toeplitz determinant in terms of the Fredholm determinant of an infinite matrix which (although not described as such) is the product of two Hankel matrices. The proof used combinatorial theory, in particular a theorem of Gessel expressing a Toeplitz determinant as a sum over partitions of products of Schur functions. The purpose of this note is to give two other proofs of the identity. The first uses an identity of the second author for the quotient of Toeplitz determinants in which the same product of Hankel matrices appears an…
A determinant formula for Toeplitz operators associated to a minimal flow
针对极小流对应的 Toeplitz 代数，本文定义行列式并给出基于符号的公式，同时揭示其在底空间函数代数 K-理论中的应用。
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.
Recently, Borodin and Okounkov established a remarkable identity for Toeplitz determinants. Two other proofs of this identity were subsequently found by Basor and Widom, who also extended the formula to the block case. We here give one more proof, also for the block case. This proof is based on a formula for the inverse of a finite block Toeplitz matrix obtained in the late seventies by Silbermann and the author.
Determinant formulas for finite Toeplitz plus Hankel matrices with rational symbols
本文将Day公式推广至有理符号的有限Toeplitz加Hankel矩阵行列式，通过Fredholm行列式给出精确表达式，并用于分析极限特征值。
The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz matrices for a certain class of symbols. However, the appearance of the Hankel matrices changes the nature of the asymptotics in some instances depending on the location of the singularities. Several concrete examples are also described in the paper.
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 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 Fredho…
We give a survey on generalized Krein algebras $K_{p,q}^{α,β}$ and their applications to Toeplitz determinants. Our methods originated in a paper by Mark Krein of 1966, where he showed that $K_{2,2}^{1/2,1/2}$ is a Banach algebra. Subsequently, Widom proved the strong Szegő limit theorem for block Toeplitz determinants with symbols in $(K_{2,2}^{1/2,1/2})_{N\times N}$ and later two of the authors studied symbols in the generalized Krein algebras $(K_{p,q}^{α,β})_{N\times N}$, where $λ:=1/p+1/q=α+β$ and $λ=1$. We here extend these results to $0<λ<1$. The entire paper is based on fundamental wor…
We consider the determinants of compressions of Toeplitz operators to finite-dimensional model spaces and establish analogues of the Borodin-Okounkov formula and the strong Szegö limit theorem in this setting.
Suppose that $ϕ$ and $ψ$ are smooth complex-valued functions on the circle that are invertible, have winding number zero with respect to the origin, and have meromorphic extensions to an open neighborhood of the closed unit disk. Let $T_ϕ$ and $T_ψ$ denote the Toeplitz operators with symbols $ϕ$ and $ψ$ respectively. We give an explicit formula for the determinant of $T_ϕT_ψT_ϕ^{-1} T_ψ^{-1}$ in terms of the products of the tame symbols of $ϕ$ and $ψ$ on the open unit disk.
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 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 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 present two elementary derivations of the formula for the Toeplitz determinant generated by a pure Fisher-Hartwig singularity.
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 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.
In the prequel to this paper, we proved that for a $SU(2,\mathbb C)$ valued loop having the critical degree of smoothness (one half of a derivative in the $L^2$ Sobolev sense), the following statements are equivalent: (1) the Toeplitz and shifted Toeplitz operators associated to the loop are invertible, (2) the loop has a unique triangular factorization, and (3) the loop has a unique root subgroup factorization. This hinges on some Plancherel-esque formulas for determinants of Toeplitz operators. The main point of this report is is to outline a generalization of this result to loops of vanishi…
Asymptotics of block Toeplitz determinants with piecewise continuous symbols
本研究针对带有限跳跃的矩阵值分段连续符号，在温和条件下确定块Toeplitz行列式的渐近性，提出新的Toeplitz行列式局部化定理与Fredholm指标计算方法，结果可应用于量子自旋链模型纠缠熵研究。
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…
This paper concerns the analysis of an unbounded Toeplitz-like operator generated by a rational matrix function having poles on the unit circle T. It extends the analysis of such operators generated by scalar rational functions with poles on T found in [11,12,13]. A Wiener-Hopf type factorization of rational matrix functions with poles and zeroes on T is proved and then used to analyze the Fredholm properties of such Toeplitz-like operators. A formula for the index, based on the factorization, is given. Furthermore, it is shown that the determinant of the matrix function having no zeroes on T …
Johnson's determinantal identity for contiguous minors of Toeplitz matrices, with an accretive extension
本文证明了托普利茨矩阵连续小矩阵的行列式恒等式，并扩展了贝亚特-蒂摩里算术-几何平均恒等式，通过多项式恒等式和秩为一的条件得出不等式。
We establish an asymptotic formula for determinants of truncated Wiener-Hopf+Hankel operators with symbol equal to the exponential of a constant times the characteristic function of an interval. This is done by reducing it to the corresponding (known) asymptotics for truncated Toeplitz+Hankel operators. The determinants in question arise in random matrix theory in determining the limiting distribution for the number of eigenvalues in an interval for a scaled Laguerre ensemble of positive Hermitian matrices.
At present there exist numerous different approaches to results on Toeplitz determinants of the type of Szegö's strong limit theorem. The intention of this paper is to show that Jacobi's theorem on the minors of the inverse matrix remains one of the most comfortable tools for tackling the matter. We repeat a known proof of the Borodin-Okounkov formula and thus of the strong Szegö limit theorem that is based on Jacobi's theorem. We then use Jacobi's theorem to derive exact and asymptotic formulas for Toeplitz determinants generated by functions with nonzero winding number. This derivation is ne…
We prove higher order asymptotic formulas for determinants and traces of finite block Toeplitz matrices generated by matrix functions belonging to generalized Hölder spaces with characteristic functions from the Bari-Stechkin class. We follow the approach of Böttcher and Silbermann and generalize their results for symbols in standard Hölder spaces.
We prove a higher order asymptotic formula for traces of finite block Toeplitz matrices with symbols belonging to Hölder-Zygmund spaces. The remainder in this formula goes to zero very rapidly for very smooth symbols. This formula refine previous asymptotic trace formulas by Szegö and Widom and complement higher order asymptotic formulas for determinants of finite block Toeplitz matrices due to Böttcher and Silbermann.
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…
We give alternative proofs to (block case versions of) some formulas for Toeplitz and Fredholm determinants established recently by the authors of the title. Our proof of the Borodin-Okounkov formula is very short and direct. The proof of the Baik-Deift-Rains formulas is based on standard manipulations with Wiener-Hopf factorizations.
A Borodin-Okounkov-Geronimo-Case identity for tilted Toeplitz minors
本文证明了倾斜Toeplitz子式的Fredholm行列式恒等式，将BOGC恒等式推广到Hardy空间的斜分割，并应用于周期TASEP中KPZ不动点的识别。
A Toeplitz-like operator with rational matrix symbol having poles on the unit circle:\ Matrix representation and spectral analysis
本文利用状态空间实现技术研究符号在单位圆上有极点的无界Toeplitz算子，建立其与半无限Toeplitz矩阵的联系，并确定本质谱与预解集。
In this paper a definition is given for an unbounded Toeplitz-like operator with rational symbol which has poles on the unit circle. It is shown that the operator is Fredholm if and only if the symbol has no zeroes on the unit circle, and a formula for the index is given as well. Finally, a matrix representation of the operator is discussed.
We derive the asymptotic behavior of determinants of truncated Wiener-Hopf operators generated by symbols having Fisher-Hartwig singularities. This task is achieved thanks to an asymptotic resolution of the Riemann-Hilbert problem associated to some generalized sine kernel. As a byproduct, we give yet another derivation of the asymptotic behavior of Toeplitz determinants having Fisher-Hartwig singularities. The Riemann-Hilbert problem approach to these asymptotics yields a systematic although quickly cumbersome way to compute their sub-leading asymptotics.
This paper is a continuation of our study of a class of Toeplitz-like operators with a rational symbol which has a pole on the unit circle. A description of the spectrum and its various parts, i.e., point, residual and continuous spectrum, is given, as well as a description of the essential spectrum. In this case, the essential spectrum need not be connected in ${\mathbb C}$. Various examples illustrate the results.
This paper contains a further analysis of the Toeplitz-like operators $T_ω$ on $H^p$ with rational symbol $ω$ having poles on the unit circle that were previously studied in [5.6]. Here the adjoint operator $T_ω^*$ is described. In the case where $p=2$ and $ω$ has poles only on the unit circle $\mathbb{T}$, a description is given for when $T_ω^*$ is symmetric and when $T_ω^*$ admits a selfadjoint extension. Also in the case where $p=2$, $ω$ has only poles on $\mathbb{T}$ and in addition $ω$ is proper, it is shown that $T_ω^*$ coincides with the unbounded Toeplitz operator defined by Sarason in…
The classical Szegö theorems study the asymptotic behaviour of the determinants of the finite sections $P_n T(a) P_n$ of Toeplitz operators, i.e., of operators which have constant entries along each diagonal. We generalize these results to operators which have almost periodic functions on their diagonals.
Let $A = (a_{j,k})_{j,k=-\infty}^\infty$ be a bounded linear operator on $l^2(\mathbb{Z})$ whose diagonals $D_n(A) = (a_{j,j-n})_{j=-\infty}^\infty\in l^\infty(\mathbb{Z})$ are almost periodic sequences. For certain classes of such operators and under certain conditions, we are going to determine the asymptotics of the determinants $\det A_{n_1,n_2}$ of the finite sections of the operator $A$ as their size $n_2 - n_1$ tends to infinity. Examples of such operators include block Toeplitz operators and the almost Mathieu operator.
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-…
Eigenvalues of the tetradiagonal Toeplitz matrices with diagonals 1, 0, 0, 1
本文分析由劳伦多项式a(t)=t²+t⁻¹生成的大阶四对角托普利茨矩阵的特征值，利用Widom公式和不动点迭代法推导其渐近分布，给出原点附近及远离原点处的特征值渐近公式并经数值测试验证。
A classical question for a Toeplitz matrix with given symbol is to compute asymptotics for the determinants of its reductions to finite rank. One can also consider how those asymptotics are affected when shifting an initial set of rows and columns (or, equivalently, asymptotics of their minors). Bump and Diaconis (Toeplitz minors, J. Combin. Theory Ser. A, 97 (2002), pp. 252--271) obtained a formula for such shifts involving Laguerre polynomials and sums over symmetric groups. They also showed how the Heine identity extends for such minors, which makes this question relevant to Random Matrix T…
Let $\mathrm{D}^\mathrm{I}_{n \times n}$ be the Cartan domain of type I which consists of the complex $n \times n$ matrices $Z$ that satisfy $Z^*Z < I_n$. For a symbol $a \in L^\infty(\mathrm{D}^\mathrm{I}_{n \times n})$ we consider three radial-like type conditions: 1) left (right) $\mathrm{U}(n)$-invariant symbols, which can be defined by the condition $a(Z) = a\big((Z^*Z)^\frac{1}{2}\big)$ ($a(Z) = a\big((ZZ^*)^\frac{1}{2}\big)$, respectively), and 2) $\mathrm{U}(n) \times \mathrm{U}(n)$-invariant symbols, which are defined by the condition $a(A^{-1}ZB) = a(Z)$ for every $A, B \in \mathrm{U…
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