Abstract
The paper is concerned with Hermitian Toeplitz matrices generated by a class of unbounded symbols that emerge in several applications. The main result gives the third order asymptotics of the extreme eigenvalues and the first order asymptotics of the extreme eigenvectors of the matrices as their dimension increases to infinity.
Original language | English |
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Pages (from-to) | 165-180 |
Number of pages | 16 |
Journal | Integral Equations and Operator Theory |
Volume | 63 |
Issue number | 2 |
DOIs | |
State | Published - Feb 2009 |
Externally published | Yes |
Keywords
- Eigenvalue, eigenvector
- Fisher-Hartwig symbol
- Toeplitz matrix