Norms of Toeplitz Matrices with Fisher-Hartwig Symbols

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dc.creatorBoettcher, Albrecht
dc.creatorVirtanen, Jani
dc.date2006-06-01
dc.date2006-12-18
dc.date.accessioned2026-07-07T07:35:39Z
dc.date.available2026-07-07T07:35:39Z
dc.descriptionWe 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.
dc.description16 pages
dc.identifierhttps://arxiv.org/abs/math/0606016
dc.identifierhttp://arxiv.org/abs/math/0606016
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120167
dc.subjectFunctional Analysis
dc.subjectSpectral Theory
dc.subject47B35, 15A60, 62M10, 65F35
dc.titleNorms of Toeplitz Matrices with Fisher-Hartwig Symbols
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