具有Fisher-Hartwig符号的Toeplitz矩阵的范数
Norms of Toeplitz Matrices with Fisher-Hartwig Symbols
摘要:
我们描述了有限Toeplitz矩阵的谱范数的渐近性的函数生成的Fisher-Hartwig奇异矩阵的维数趋于无穷大。在正母函数的情况下,我们的结果提供了最大特征值的渐近性,这是感兴趣的时间序列与长程记忆。
英文摘要:
We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result provides the asymptotics of the largest eigenvalue, which is of interest in time series with long-range memory.
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