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 work by Mark Krein, ranging from operator ideals through Toeplitz operators up to Wiener-Hopf factorization.
Let $α,β\in(0,1)$ and \[ K^{α,β}:=\left\{a\in L^\infty(\T): \sum_{k=1}^\infty |\hat{a}(-k)|^2 k^{2α}<\infty, \sum_{k=1}^\infty |\hat{a}(k)|^2 k^{2β}<\infty \right\}. \] Mark Krein proved in 1966 that $K^{1/2,1/2}$ forms a Banach algebra. He also observed that this algebra is important in the asymptotic theory of finite Toeplitz matrices. Ten years later, Harold Widom extended earlier results of Gabor Szegő for scalar symbols and established the asymptotic trace formula \[ \operatorname{trace}f(T_n(a))=(n+1)G_f(a)+E_f(a)+o(1) \quad\text{as}\ n\to\infty \] for finite Toeplitz matrices $T_n(a)$ w…
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…
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 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.
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.
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 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…
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.
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.
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 $n+r$.
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 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.
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…
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.
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…
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 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 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 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 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.
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 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.
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…
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…
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 …
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…
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.
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.
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…
