Maximal eigenvalue and norm of the product of Toeplitz matrices. Study of a particular case.

Philippe Rambour (1)

1 LM-Orsay - Laboratoire de Mathématiques d'Orsay

In this paper we describe the asymptotic behaviour of the spectral norm of the product of two finite Toeplitz matrices as the matrix dimension goes to the infinity. These Toeplitz matrices are generated by positive functions with Fisher-Hartwig singularities of negative order. Since we have positive operators it is known that the spectral norm is also the largest eigenvalue of this product.

Mots clés: long range memory; Toplitz matrix; spectral norm; Fisher-Hartwig singularity; long range memory.

Domaines: Théorie spectrale [math.SP]

Philippe Rambour. Maximal eigenvalue and norm of the product of Toeplitz matrices. Study of a particular case.. 2012. ⟨hal-00746484⟩