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On the asymptotics of a Toeplitz determinant with singularities

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 Added by Igor Krasovsky
 Publication date 2012
  fields Physics
and research's language is English




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We provide an alternative proof of the classical single-term asymptotics for Toeplitz determinants whose symbols possess Fisher-Hartwig singularities. We also relax the smoothness conditions on the regular part of the symbols and obtain an estimate for the error term in the asymptotics. Our proof is based on the Riemann-Hilbert analysis of the related systems of orthogonal polynomials and on differential identities for Toeplitz determinants. The result discussed in this paper is crucial for the proof of the asymptotics in the general case of Fisher-Hartwig singularities and extensions to Hankel and Toeplitz+Hankel determinants in [15].



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205 - P. Deift , A. Its , I. Krasovsky 2009
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.
207 - P. Deift , A. Its , I. Krasovsky 2006
The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.
396 - P. Deift , A. Its , I. Krasovsky 2009
We obtain asymptotics for Toeplitz, Hankel, and Toeplitz+Hankel determinants whose symbols possess Fisher-Hartwig singularities. Details of the proofs will be presented in another publication.
353 - P. Deift , A. Its , I. Krasovsky 2012
We review some history and some recent results concerning Toeplitz determinants and their applications. We discuss, in particular, the crucial role of the two-dimensional Ising model in stimulating the development of the theory of Toeplitz determinants.
148 - P. Deift , A. Its , I. Krasovsky 2011
The authors analyze the asymptotics of eigenvalues of Toeplitz matrices with certain continuous and discontinuous symbols. In particular, the authors prove a conjecture of Levitin and Shargorodsky on the near-periodicity of Toeplitz eigenvalues.
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