Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

A. Böttcher, J. M. Bogoya, S. M. Grudsky, E. A. Maximenko

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

Abstract

Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szeg?o's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szeg?o theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

Original languageEnglish
Pages (from-to)1578-1601
Number of pages24
JournalSbornik Mathematics
Volume208
Issue number11
DOIs
StatePublished - 2017

Keywords

  • Asymptotic expansion
  • Eigenvalues
  • Eigenvectors
  • Toeplitz matrices

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