Block Toeplitz matrices: Asymptotic Results and Applications

The present monograph studies the asymptotic behaviour of eigenvalues, products and functions of block Toeplitz matrices generated by the Fourier coefficients of a continuous matrix-valued function. This study is based on the concept of asymptotically equivalent sequences of non-square matrices. The asymptotic results on block Toeplitz matrices obtained are applied to vector asymptotically wide sense stationary processes. Therefore, this monograph is a generalization to block Toeplitz matrices of the Gray monograph entitled "Toeplitz and circulant matrices: A review", which was published in the second volume of Foundations and Trends in Communications and Information Theory, and which is the simplest and most famous introduction to the asymptotic theory on Toeplitz matrices.