Asymptotic expansion of the eigenvalues of a Toeplitz matrix with a real symbol

Abstract

Asymptotic expansion of the eigenvalues of a Toeplitz matrix with real symbol. This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an symptotic expression for the minimal eigenvalues of a Toeplitz matrix with a symbol which is periodic, even and derivable on $[0, 2\pi[$. Next we prove that a Toeplitz band matrix with a symbol without zeros on the united circle is invertible with an inverse which is essentially a band matrix. As a consequence of this last statement we give an asymptotic estimation for the entries of the inverse of a Toplitz matrix with a regular symbol.