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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2017 Volume 208, Number 11, Pages 4–28 (Mi sm8865)

This article is cited in 17 papers

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

A. Böttchera, J. M. Bogoyab, S. M. Grudskyc, E. A. Maximenkod

a Fakultät für Mathematik, Technische Universität Chemnitz, Chemnitz, Germany
b Pontificia Universidad Javeriana, Bogotá, Colombia
c Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional, Ciudad de México, Mexico
d Instituto Politécnico Nacional, Escuela Superior de Física y Matemáticas, Ciudad de México, Mexico

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 Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő 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.

Keywords: Toeplitz matrices, eigenvalues, eigenvectors, asymptotic expansion.

UDC: 512.643.5

MSC: Primary 15A18, 15B05; Secondary 47B35

Received: 19.11.2016 and 06.02.2017

DOI: 10.4213/sm8865


 English version:
Sbornik: Mathematics, 2017, 208:11, 1578–1601

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© Steklov Math. Inst. of RAS, 2024