Determinant computations for some classes of Toeplitz-Hankel matrices
Estelle L. Basor, Torsten Ehrhardt

TL;DR
This paper investigates the asymptotic behavior of determinants of specific Toeplitz-Hankel matrices, extending classical results and deriving exact identities relevant to random matrix theory.
Contribution
It introduces new asymptotic formulas and exact determinant identities for classes of Toeplitz-Hankel matrices, generalizing the Strong Szeg"o Limit Theorem.
Findings
Asymptotic expansions similar to the Strong Szeg"o Limit Theorem for Toeplitz-Hankel matrices.
Exact determinant identities analogous to known results for finite Toeplitz matrices.
Applications to statistical quantities in random matrix theory.
Abstract
The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of the form with is fixed. We will show that this example as well as some general classes of operators have expansions that are similar to those that appear in the Strong Szeg\"{o} Limit Theorem. We also obtain exact identitities for some of the determinants that are analogous to the one derived independently by Geronimo and Case and by Borodin and Okounkov for finite Toeplitz matrices. These problems were motivated by considering certain statistical quantities that appear in random matrix theory.
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Taxonomy
TopicsRandom Matrices and Applications · Advanced Algebra and Geometry · Holomorphic and Operator Theory
