In this paper we show, how a straightforward and natural application of a pair of fundamental identities valid for polynomials orthogonal over the unit circle, can be used to calculate the determinant of the finite Toeplitz matrix, $$ Δ_n=\det(w_{j-k})_{j,k=0}^{n-1}:= \det(\int_{|z|=1}\frac{w(z)}{z^{j-k+1}}\frac{dz}{2πi})_{j,k=0}^{n-1}, $$ with the Fisher-Hartwig symbol, $$ w(z)=C(1-z)^{α+iβ}(1-1/z)^{α-iβ},\quad |z|=1, α>-1/2,
β\in{\mathbb R} . $$ Here $C$ is the normalisation constant chosen so that $w_0=\frac{1}{2π}.$ We use the same approach to compute a difference equation for expressions related to the determinants of the symbol $$w(z) = {\rm e}^{t(z+1/z)},$$ a symbol important in the study of random permutations. Finally, we study the analogous equations for the symbol $$w(z) = {\rm e}^{tz}\prod_{α=1}^{M}(\frac{z-a_α}{z})^{g_α}.$$
We prove a formula expressing a general n by n Toeplitz determinant as a Fredholm determinant of an operator 1-K acting on l_2({n,n+1,...}), where the kernel K admits an integral representation in terms of the symbol of the original Toeplitz matrix. The proof is based on the results of one of the authors, see math.RT/9907127, and a formula due to Gessel which expands any Toeplitz determinant into a series of Schur functions. We also consider 3 examples where the kernel involves the Gauss hypergeometric function and its degenerations.
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.
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…
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.
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…
In this note we prove positivity of Maclaurin coefficients of polynomials written in terms of rising factorials and arbitrary log-concave sequences. These polynomials arise naturally when studying log-concavity of rising factorial series. We propose several conjectures concerning zeros and coefficients of a generalized form of those polynomials. We also consider polynomials whose generating functions are higher order Toeplitz determinants formed by rising factorial series. We make three conjectures about these polynomials. All proposed conjectures are supported by numerical evidence.
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 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 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…
The continuous analogue of a Toeplitz determinant identity for Wiener-Hopf operators is proved. An example which arises from random matrix theory is studied and an error term for the asymptotics of the determinant is computed.
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 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 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…
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.
We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V equations, respectively. These Fredholm determinants can also be viewed as distribution functions of the first part of the random partitions distributed according to a poissonized Plancherel measure and a z-measure, or as normalized Toeplitz determinants with symbols exp(η(u+1/u)) and (1+u)^z(1+ξ/u)^{z'}. The proofs are based on a general formalism involving d…
