The First Order Asymptotics of the Extreme Eigenvectors of Certain Hermitian Toeplitz Matrices
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The paper is concerned with Hermitian Toeplitz matrices generated by a class of unbounded symbols that emerge in several applications. The main result gives the third order asymptotics of the extreme eigenvalues and the first order asymptotics of the extreme eigenvectors of the matrices as their dimension increases to infinity.
Mathematics Subject Classification (2000).Primary 47B35 Secondary 15A18, 41A80, 46N30
Keywords.Toeplitz matrix Fisher-Hartwig symbol eigenvalue eigenvector
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