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

For complex $\rho$, the spectral properties of the Toeplitz matrix $K_n(\rho )={\left[{\rho }^{\mathrm{\mid }j-k\mathrm{\mid }}\right]}_{j,k=1}^n$, 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.