Valeur propre minimale d'une matrice de Toeplitz et d'un produit de matrices de Toeplitz.
Résumé
This paper is essentially devoted to the study of the minimal eigenvalue $\lambda_{N,\alpha}$ of the Toepllitz matrice $T_N(\varphi_{\alpha})$ where $\varphi_{\alpha}(e^{i \theta})=\vert 1- e^{i \theta} \vert ^{2\alpha} c_{1}(e^{i \theta})$ with $c_{1}$ a positive sufficiently smooth function and $0<\alpha<\frac{1}{2}$. We obtain $\lambda_{N,\alpha}\sim c_{\alpha}N^{-2\alpha}c_{1}(1)$ when $N$ goes to the infinity and we have the bounds of $c_{\alpha}$. To obtain the asymptotic of $\lambda_{N,\alpha}$ we give a theorem which suggests that the entries of $T_N^{-1}(\varphi_{\alpha})$ and $T_N (\varphi^{-1}_\alpha)$ are closely related. If $\alpha_1 + \alpha_2 > \frac{1}{2}$ we obtain the asymptotic of the minimal eigenvalue of $T_N (\varphi _{\alpha_1}) T_N (\varphi _{\alpha_2}).$
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