Eigenvalue bifurcations in Kac-Murdock-Szego matrices with a complex parameter

Abstract

For complex $\rho$, the spectral properties of the Toeplitz matrix $K_{n}(\rho)=\left[\rho^{|j-k|}\right]_{j,k=1}^{n}$, often called the Kac-Murdock-Szeg{\omicron} matrix, have been examined in detail in two recent papers. The second paper, in particular, introduced the concept of borderline curves. These are two closed curves in the complex-$\rho$ plane that consist of all the $\rho$ for which $K_n(\rho)$ possesses some eigenvalue whose magnitude equals the matrix dimension $n$. The purpose of the present paper is to examine eigenvalue bifurcations in both a qualitative and a quantitative manner, and to discuss connections between bifurcations and the borderline curves.