Abstract
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general nondegenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.
Original language | English (US) |
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Pages (from-to) | 1243-1299 |
Number of pages | 57 |
Journal | Annals of Mathematics |
Volume | 174 |
Issue number | 2 |
DOIs | |
State | Published - Sep 2011 |
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty