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.

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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