On determinants identity minus Hankel matrix

preprint2018arXivOpen access

Abstract

In this note, we study the asymptotics of the determinant det⁡(IN−βHN)\det(I_N - βH_N) for NN large, where HNH_N is the N×NN\times N restriction of a Hankel matrix HH with finitely many jump discontinuities in its symbol satisfying ∥H∥≤1\|H\|\leq 1. Moreover, we assume β∈Cβ\in\mathbb C with ∣β∣<1|β|<1 and INI_N denotes the identity matrix. We determine the first order asymtoptics as N→∞N\to\infty of such determinants and show that they exhibit power-like asymptotic behaviour, with exponent depending on the height of the jumps. For example, for the N×NN \times N truncation of the Hilbert matrix H\mathbf{H} with matrix elements π−1(j+k+1)−1π^{-1}(j+k+1)^{-1}, where j,k∈Z+j,k\in \mathbb Z_+ we obtain log⁡det⁡(IN−βHN)=−log⁡N2π2(πarcsin⁡(β)+arcsin⁡2(β)+o(1)),N→∞. \log \det(I_N - β\mathbf{H}_N) = -\frac{\log N}{2π^2} \big(π\arcsin(β)+\arcsin^2(β)+o(1)\big),\qquad N\to\infty.

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