Powers of large random unitary matrices and Toeplitz determinants
نویسندگان
چکیده
منابع مشابه
Powers of large random unitary matrices and Toeplitz determinants
We study the limiting behavior of TrUk(n), where U is a n × n random unitary matrix and k(n) is natural number that may vary with n in an arbitrary way. Our analysis is based on the connection with Toeplitz determinants. The central observation of this paper is a strong Szegö limit theorem for Toeplitz determinants associated to symbols depending on n in a particular way. As a consequence to th...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 2009
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-09-04542-5