English
Toeplitz determinants, Painlevé equations, and special functions. Part I: an operator approach - Lecture 2
Multi angle
Auteurs : Basor, Estelle (Auteur de la Conférence)
CIRM (Editeur )
47B35 - Toeplitz operators, Hankel operators, Wiener-Hopf operators
Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2105/Slides/Basor_SLides.pdf
CIRM (Editeur )
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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.
Keywords : Topelitz determinant; Fredholm determinant; Szegö theorem; finite Toeplitz matrices; convolutions operators; Painlevé equations
Codes MSC : 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.
Keywords : Topelitz determinant; Fredholm determinant; Szegö theorem; finite Toeplitz matrices; convolutions operators; Painlevé equations
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 Vidéo
Réalisateur : Hennenfent, GuillaumeLangue : Anglais Date de publication : 25/03/2019 Date de captation : 12/03/2019 Sous collection : Research School arXiv category : Mathematical Physics ; Classical Analysis and ODEs Domaine : Mathematical Physics ; Analysis and its Applications Format : MP4 (.mp4) - HD Durée : 00:47:38 Audience : Researchers ; Graduate Students Download : https://videos.cirm-math.fr/2019-03-12_Basor_part2.mp4 
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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 PainlevéOrganisateurs de la rencontre : Bufetov, Alexander ; Cafasso, Mattia ; Grava, Tamara Dates : 11/03/2019 - 15/03/2019 Année de la rencontre : 2019 URL Congrès : https://www.chairejeanmorlet.com/2105.html
Données de citation
DOI : 10.24350/CIRM.V.19502603Citer cette vidéo: Basor, Estelle (2019). Toeplitz determinants, Painlevé equations, and special functions. Part I: an operator approach - Lecture 2. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19502603 URI : http://dx.doi.org/10.24350/CIRM.V.19502603 |
Voir aussi
- [Multi angle] Operator limits of beta ensembles - Lecture 4 / Auteur de la Conférence Rider, Brian.
- [Multi angle] Random matrices, integrability, and number theory - Lecture 4 / Auteur de la Conférence Keating, Jonathan P..
- [Multi angle] Toeplitz determinants, Painlevé equations, and special functions. Part II: a Riemann-Hilbert point of view - Lecture 2 / Auteur de la Conférence Its, Alexander R..
- [Multi angle] Operator limits of beta ensembles - Lecture 3 / Auteur de la Conférence Rider, Brian.
- [Multi angle] Operator limits of beta ensembles - Lecture 2 / Auteur de la Conférence Rider, Brian.
- [Multi angle] Operator limits of beta ensembles - Lecture 1 / Auteur de la Conférence Rider, Brian.
- [Multi angle] Random matrices, integrability, and number theory - Lecture 3 / Auteur de la Conférence Keating, Jonathan P..
- [Multi angle] Random matrices, integrability, and number theory - Lecture 2 / Auteur de la Conférence Keating, Jonathan P..
- [Multi angle] Random matrices, integrability, and number theory - Lecture 1 / Auteur de la Conférence Keating, Jonathan P..
- [Multi angle] Toeplitz determinants, Painlevé equations, and special functions. Part II: a Riemann-Hilbert point of view - Lecture 3 / Auteur de la Conférence Its, Alexander R..
- [Multi angle] Toeplitz determinants, Painlevé equations, and special functions. Part II: a Riemann-Hilbert point of view - Lecture 1 / Auteur de la Conférence Its, Alexander R..
- [Multi angle] Correlation functions for some integrable systems with random initial data, theory and computation - Lecture 2 / Auteur de la Conférence McLaughlin, Kenneth D. T.-R..
- [Multi angle] Correlation functions for some integrable systems with random initial data, theory and computation - Lecture 1 / Auteur de la Conférence Grava, Tamara.
- [Multi angle] Determinantal point processes - Lecture 3 / Auteur de la Conférence Bufetov, Alexander.
- [Multi angle] Determinantal point processes - Lecture 2 / Auteur de la Conférence Bufetov, Alexander.
- [Multi angle] Determinantal point processes - Lecture 1 / Auteur de la Conférence Bufetov, Alexander.
- [Multi angle] Toeplitz determinants, Painlevé equations, and special functions. Part I: an operator approach - Lecture 3 / Auteur de la Conférence Basor, Estelle.
- [Multi angle] Toeplitz determinants, Painlevé equations, and special functions. Part I: an operator approach - Lecture 1 / Auteur de la Conférence Basor, Estelle.
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
