Asymptotics of the spectral norms of some interesting matrix sequences
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- Albrecht Böttcher (TU Chemnitz)
- Friday 26 February 2010, 15:00-16:00
- MR4, CMS.
If you have a question about this talk, please contact ai10.
The talk concerns the asymptotic behavior of the spectral norm
(which is the largest eigenvalue in the case of positive definite matrices)
of the n-by-n truncations of infinite matrices as n goes to infinity.
As examples, we consider matrices arising in the analysis time series
with long memory and matrices that emerge in connection with best constants
in inequalities of the Markov and Wirtinger types. The message of the talk is
that a very fertile strategy for tackling the problem is an old idea by
Harold Widom and Lawrence Shampine: replace matrices by integral operators
and try to prove that the latter, after appropriate scaling,
converge uniformly to a limiting integral operator.
This talk is part of the Applied and Computational Analysis series.
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