arXiv (math.PR)
2026-06-24 12:00
DOI:
arXiv:2606.24603
Toeplitz Determinants and Admissible Correlation Intervals
作者:
摘要 / Abstract
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.