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Authors: Thomas Erben ×
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arXiv (math.PR) 2026-06-24

Toeplitz Determinants and Admissible Correlation Intervals

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arXiv:2606.24603v1 Announce Type: new Abstract: For a homogeneous one-dimensional random field, positive semidefiniteness of finite Toeplitz correlation matrices imposes non-trivial constraints on admissible correlation coefficients. The widths of the corresponding admissible intervals are closely related to determinants of principal Toeplitz submatrices. Using the classical Desnanot–Jacobi determinant identity, I derive a simple determinantal representation for the widths of admissible correlation intervals. As an immediate consequence, I recover the product expressions for admissible interval widths previously stated by Schneider & Hartlap (2009). The argument places these relations into the general framework of classical Toeplitz determinant theory.