We describe large classes of compact self-adjoint Hankel operators whose eigenvalues have power asymptotics and obtain explicit expressions for the coefficient in front of the leading term. The results are stated both in the discrete and continuous representations for Hankel operators. We also elucidate two key principles underpinning the proof of such asymptotic relations. We call them the localization principle and the symmetry principle . The localization principle says that disjoint components of the singular support of the symbol of a Hankel operator make independent contributions into the asymptotics of eigenvalues. The symmetry principle says that if the singular support of a symbol does not contain the points @math and @math in the discrete case (or the points @math and @math in the continuous case), then the spectrum of the corresponding Hankel operator is asymptotically symmetric with respect to the reflection around zero.
In §8.5 we have considered a geometric problem in the theory of stationary Gaussian processes and we have reduced this problem to the problem of the description of the bounded linear operators on Hilbert space that are unitarily equivalent to moduli of Hankel operators. In this chapter we are going to solve the latter problem, which in turn will lead to a solution of the above geometric problem in prediction theory.