Auteurs : Basor, Estelle (Auteur de la conférence)
CIRM (Editeur )
Résumé :
These lectures will focus on understanding properties of classical operators and their connections to other important areas of mathematics. Perhaps the simplest example is the asymptotics of determinants of finite Toepltiz matrices, which have constants along the diagonals. The determinants of these $n$ by $n$ size matrices, have (in appropriate cases) an asymptotic expression that is of the form $G^n \times E$ where both G and E are constants. This expansion is useful in describing many statistical quantities variables for certain random matrix models.
In other instances, where the above expression must be modified, the asymptotics correspond to critical temperature cases in the Ising Model, or to cases where the random variables are in some sense singular.
Generalizations of the above result to other settings, for example, convolution operators on the line, are also important. For example, for Wiener-Hopf operators, the analogue of the determinants of finite matrices is a Fredholm determinant. These determinants are especially prominent in random matrix theory where they describe many quantities including the distribution of the largest eigenvalue in the classic Gaussian Unitary Ensemble, and in turn connections to Painleve equations.
The lectures will use operator theory methods to first describe the simplest cases of the asymptotics of determinants for the convolution (both discrete and continuous) operators, then proceed to the more singular cases. Operator theory techniques will also be used to illustrate the links to the Painlevé equations.
Mots-Clés : Topelitz determinant; Fredholm determinant; Szegö theorem; finite Toeplitz matrices; convolutions operators; Painlevé equations
Codes MSC :
47B35
- Toeplitz operators, Hankel operators, Wiener-Hopf operators
Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2105/Slides/Basor_SLides.pdf
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Informations sur la Rencontre
Nom de la Rencontre : Jean-Morlet chair - Research school: Coulomb gas, integrability and Painlevé equations / Chaire Jean-Morlet - École de recherche : Gaz de Coulomb, intégrabilité et équations de Painlevé Organisateurs de la Rencontre : Bufetov, Alexander ; Cafasso, Mattia ; Grava, Tamara Dates : 11/03/2019 - 15/03/2019
Année de la rencontre : 2019
URL de la Rencontre : https://www.chairejeanmorlet.com/2105.html
DOI : 10.24350/CIRM.V.19502703
Citer cette vidéo:
Basor, Estelle (2019). Toeplitz determinants, Painlevé equations, and special functions. Part I: an operator approach - Lecture 3. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19502703
URI : http://dx.doi.org/10.24350/CIRM.V.19502703
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Bibliographie
- Basor, E.L., & Widom, H. (2000). On a Toeplitz determinant identity of Borodin and Okounkov. Integral Equations and Operator Theory, 37(4), 397-401 - https://doi.org/10.1007/BF01192828
- Böttcher, A., & Silbermann, B. (1998). Introduction to large truncated Toeplitz matrices. New York, NY: Springer - http://dx.doi.org/10.1007/978-1-4612-1426-7
- Böttcher, A., & Silbermann, B. (2006). Analysis of Toeplitz operators. Prepared jointly with Alexei Karlovich. 2nd ed. Berlin: Springer - http://dx.doi.org/10.1007/3-540-32436-4
- Szegö, G. (1952). On certain Hermitian forms associated with the Fourier series of a positive function. Festschrift Marchel Riesz, 228-38 - https://zbmath.org/?q=an%3A0048.04203
- Szegö, G. (1915). Ein Grenzwertsatz über die Toeplitzschen Determinanten einer reellen positiven Funktion, Mathematische Annalen, 76, 490-503 - https://doi.org/10.1007/BF01458220
- Widom, H. (1976). Asymptotic behavior of block Toeplitz matrices and determinants. II. Advances in Mathematics, 21(1), 1-29 - https://doi.org/10.1016/0001-8708(76)90113-4