Szego limit theorems

Mathematics – Classical Analysis and ODEs

Scientific paper

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18 pp

Scientific paper

The first Szego limit theorem has been extended by Bump-Diaconis and
Tracy-Widom to limits of other minors of Toeplitz matrices. We extend their
results still further to allow more general measures and more general
determinants. We also give a new extension to higher dimensions, which extends
a theorem of Helson and Lowdenslager.

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