Szegő limit theorem

E451539

The Szegő limit theorem is a fundamental result in analysis and operator theory that describes the asymptotic behavior of determinants of large Toeplitz matrices in terms of the symbol’s integral.

All labels observed (8)

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Statements (49)

Predicate Object
instanceOf mathematical theorem ⓘ
result in analysis ⓘ
result in operator theory ⓘ
appliesTo large Toeplitz matrices ⓘ
assumes integrable symbol on the unit circle ⓘ
nonvanishing symbol on the unit circle ⓘ
concerns Toeplitz matrices ⓘ
Toeplitz operators ⓘ
linked to: Toeplitz matrices

asymptotic behavior of determinants ⓘ
determinants of Toeplitz matrices ⓘ
symbols of Toeplitz matrices ⓘ
describes asymptotics of log determinants of Toeplitz matrices ⓘ
domain infinite-dimensional analysis ⓘ
spectral theory ⓘ
field complex analysis ⓘ
functional analysis ⓘ
harmonic analysis ⓘ
matrix analysis ⓘ
operator theory ⓘ
probability theory ⓘ
generalizationOf strong law of large numbers for eigenvalue distributions of Toeplitz matrices ⓘ
hasFormulation limit of (1/n) log det T_n(f) equals average of log f ⓘ
hasGeneralization results for block Toeplitz matrices ⓘ
results for multidimensional symbols ⓘ
results for non-Hermitian Toeplitz matrices ⓘ
hasVariant block Szegő limit theorem ⓘ
multidimensional Szegő limit theorem ⓘ
strong Szegő limit theorem ⓘ
weak Szegő limit theorem ⓘ
historicalPeriod 20th century mathematics ⓘ
implies asymptotic distribution of eigenvalues of Toeplitz matrices ⓘ
influenced development of Toeplitz operator theory ⓘ
involves integral of log of the symbol over the unit circle ⓘ
limit of normalized log determinants ⓘ
languageOfOriginalPublication German ⓘ
namedAfter Gábor Szegő ⓘ
relatedTo Fisher–Hartwig conjecture ⓘ
Szegő–Kolmogorov formula ⓘ
Wiener–Hopf factorization ⓘ
prediction theory of stationary processes ⓘ
relates determinants of Toeplitz matrices to integrals of their symbols ⓘ
usedIn information theory ⓘ
random matrix theory ⓘ
signal processing ⓘ
statistical mechanics ⓘ
time series analysis ⓘ
usesConcept Fourier coefficients ⓘ
Fourier series ⓘ
logarithm of the symbol ⓘ

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Referenced by (11)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gábor Szegő → notableWork → Szegő limit theorem ⓘ
Gábor Szegő → knownFor → Szegő limit theorem in analysis ⓘ
linked to: Szegő limit theorem
Gábor Szegő → notableFor → Szegő limit theorems ⓘ
subject linked to: Szegő
linked to: Szegő limit theorem
Szegő → hasNotableMathematicalConceptNamedAfter → Szegő limit theorem ⓘ
Toeplitz matrix → relatedTo → Szegő limit theorem ⓘ
subject linked to: Toeplitz matrices
Szegő limit theorem → hasVariant → strong Szegő limit theorem ⓘ
linked to: Szegő limit theorem
Szegő limit theorem → hasVariant → weak Szegő limit theorem ⓘ
linked to: Szegő limit theorem
Szegő limit theorem → hasVariant → multidimensional Szegő limit theorem ⓘ
linked to: Szegő limit theorem
Szegő limit theorem → hasVariant → block Szegő limit theorem ⓘ
linked to: Szegő limit theorem
Szegő limit theorem → relatedTo → Szegő–Kolmogorov formula ⓘ
linked to: Szegő limit theorem
Szegő kernel → relatedTo → Szegő limit theorem ⓘ