On determinants identity minus Hankel matrix

In this note, we study the asymptotics of the determinant det(IN−βHN) for N large, where HN is the N×N restriction of a Hankel matrix H with finitely many jump discontinuities in its symbol satisfying ∥H∥⩽1. Moreover, we assume β∈C with |β|

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Veröffentlicht in:The Bulletin of the London Mathematical Society 2019-08, Vol.51 (4), p.751-764
Hauptverfasser: Fedele, Emilio, Gebert, Martin
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Gebert, Martin
description In this note, we study the asymptotics of the determinant det(IN−βHN) for N large, where HN is the N×N restriction of a Hankel matrix H with finitely many jump discontinuities in its symbol satisfying ∥H∥⩽1. Moreover, we assume β∈C with |β|
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Moreover, we assume β∈C with |β|&lt;1 and IN denotes the identity matrix. We determine the first‐order asymptotics as N→∞ of such determinants and show that they exhibit power‐like asymptotic behaviour, with exponent depending on the height of the jumps. 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title On determinants identity minus Hankel matrix
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