Szegő limit theorems
In mathematical analysis, the Szegő limit theorems describe the asymptotic behaviour of the determinants of large Toeplitz matrices.[1][2] They were first proved by Gábor Szegő.
Notation
Let φ : T→C be a complex function ("symbol") on the unit circle. Consider the n×n Toeplitz matrices Tn(φ), defined by
where
are the Fourier coefficients of φ.
First Szegő theorem
The first Szegő theorem[1][3] states that, if φ > 0 and φ ∈ L1(T), then
-
The right-hand side of (1) is the geometric mean of φ (well-defined by the arithmetic-geometric mean inequality); denote it G(φ).
Second Szegő theorem
The second (or strong) Szegő theorem[1][4] asserts that if, in addition, the derivative of φ is Hölder continuous of order α > 0, then
References
- ^ a b c Böttcher, Albrecht; Silbermann, Bernd (1990). "Toeplitz determinants". Analysis of Toeplitz operators. Berlin: Springer-Verlag. p. 525. ISBN 3-540-52147-X. MR1071374.
- ^ Ehrhardt, T.; Silbermann, B. (2001), "Szegő limit theorems", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1556080104, http://www.encyclopediaofmath.org/index.php?title=Szegö_limit_theorems
- ^ Szegő, G. (1915). "Ein Grenzwertsatz über die Toeplitzschen Determinanten einer reellen positiven Funktion". Math. Ann. 76: 490–503.
- ^ Szegő, G. (1952). "On certain Hermitian forms associated with the Fourier series of a positive function.". Comm. Sém. Math. Univ. Lund [Medd. Lunds Univ. Mat. Sem.]: 228–238. MR0051961.