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.
The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable operators and the theory of Riemann-Hilbert problems.
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 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 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 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.
In this paper, we consider the deformed Fredholm determinant of the confluent hypergeometric kernel. This determinant represents the gap probability of the corresponding determinantal point process where each particle is removed independently with probability $1- γ$, $0 \leq γ<1$. We derive asymptotics of the deformed Fredholm determinant when the gap interval tends to infinity, up to and including the constant term. As an application of our results, we establish a central limit theorem for the eigenvalue counting function and a global rigidity upper bound for its maximum deviation.
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 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…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and another with a summation operator having a Gauss hypergeometric function kernel. Either determinant allows for a Neumann expansion possessing a natural λ- parameter generalisation and we prove that both expansions are in fact equal, implying a continuous and a discrete representation of the form factors. Our proof employs an extension of the classic study by Gero…
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 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.
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 …
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.
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 the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the Fredholm determinant to a $3 \times 3$ Riemann-Hilbert problem, we obtain asymptotics of the determinant, which is also known as the large gap asymptotics for the corresponding point process.
In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\overπ(x-y)$ over this interval. A formal asymptotic expansion for the determinant as $s$ tends to infinity was obtained by Dyson. In this paper we replace a single interval of length $s$ by $sJ$ where $J$ is a union of $m$ intervals and present a proof of the asymptotics up to second order. The logarithmic derivative with respect to $s$ of the determinant equals a constant (expressible i…
