ASYMPTOTIC PSEUDOMODES OF TOEPLITZ MATRICES

被引:0
|
作者
Boettcher, Albrecht [1 ]
Grudsky, Sergei [2 ]
Unterberger, Jeremie [3 ]
机构
[1] TU Chemnitz, Fak Math, D-09107 Chemnitz, Germany
[2] IPN, Dept Matemat, CINVESTAV, Mexico City 07000, DF, Mexico
[3] Univ Nancy 1, Inst Elie Cartan, F-54506 Vandoeuvre Les Nancy, France
来源
OPERATORS AND MATRICES | 2008年 / 2卷 / 04期
关键词
Toeplitz matrix; Fisher-Hartwig symbol; eigenvector; pseudomode; fractional Brownian motion;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Questions in probability and statistical physics lead to the problem of finding the eigenvectors associated with the extreme eigenvalues of Toeplitz matrices generated by Fisher-Hartwig symbols. We here simplify the problem and consider pseudomodes instead of eigenvectors. This replacement allows us to treat fairly general symbols, which are far beyond Fisher-Hartwig symbols. Our main result delivers a variety of concrete unit vectors x(n) such that if T-n(a) is the n x n truncation of the infinite Toeplitz matrix generated by a function a is an element of L-1 satisfying mild additional conditions and. is in the range of this function, then parallel to T-n(a)x(n) -lambda x(n)parallel to -> 0.
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页码:525 / 541
页数:17
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