Norms of Toeplitz Matrices with Fisher-Hartwig Symbols

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We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result provides the asymptotics of the largest eigenvalue, which is of interest in time series with long-range memory.
16 pages

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Functional Analysis, Spectral Theory, 47B35, 15A60, 62M10, 65F35

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http://salesiana.dossiersoluciones.com/handle/123456789/120167

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0606016
 http://arxiv.org/abs/math/0606016

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arXiv