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On the Elementwise Convergence of Continuous Functions of Hermitian Banded Toeplitz Matrices

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2 Author(s)
Crespo, Pedro M. ; Univ. of Navarra, San Sebastian ; Gutierrez-Gutierrez, J.

Toeplitz matrices and functions of Toeplitz matrices (such as the inverse of a Toeplitz matrix, powers of a Toeplitz matrix or the exponential of a Toeplitz matrix) arise in many different theoretical and applied fields. They can be found in the mathematical modeling of problems where some kind of shift invariance occurs in terms of space or time. R. M. Gray's excellent tutorial monograph on Toeplitz and circulant matrices has been, and remains, the best elementary introduction to the Szegouml distribution theory on the asymptotic behavior of continuous functions of Toeplitz matrices. His asymptotic results, widely used in engineering due to the simplicity of its mathematical proofs, do not concern individual entries of these matrices but rather, they describe an "average" behavior. However, there are important applications where the asymptotic expressions of interest are directly related to the convergence of a single entry of a continuous function of a Toeplitz matrix. Using similar mathematical tools and to gain insight into the solutions of this sort of problems, the present correspondence derives new theoretical results regarding the convergence of these entries

Published in:

Information Theory, IEEE Transactions on  (Volume:53 ,  Issue: 3 )

Date of Publication:

March 2007

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