The smallest eigenvalue of large Hankel matrices

DOI10.1016/J.AMC.2018.04.012zbMATH Open1427.15015arXiv1803.11324OpenAlexW2963436043MaRDI QIDQ2335544FDOQ2335544

Authors: Mengkun Zhu, Yang Chen, Niall Emmart, Charles C. Weems 

Publication date: 14 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: We investigate the large $N$ behavior of the smallest eigenvalue, $lambd{a}_N$, of an $left(N+1ight)imesleft(N+1ight)$ Hankel (or moments) matrix $mathcal{H}_N$, generated by the weight $$. By applying the arguments of Szeg"{o}, Widom and Wilf, we establish the asymptotic formula for the orthonormal polynomials $P_n(z),zinmathbbCsetminus[0,1]$, associated with $w(x)$, which are required in the determination of $lambd{a}_N$. Based on this formula, we produce the expressions for $lambd{a}_N$, for large $N$. Using the parallel algorithm presented by Emmart, Chen and Weems, we show that the theoretical results are in close proximity to the numerical results for sufficiently large $N$.

Full work available at URL: https://arxiv.org/abs/1803.11324

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zbMATH Keywords

asymptoticsparallel algorithmorthogonal polynomialssmallest eigenvalueHankel matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Moment problems (44A60)

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Cited In (17)

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• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
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• Small eigenvalues of large Hermitian moment matrices
• The smallest eigenvalue of large Hankel matrices associated with a semiclassical Laguerre weight
• Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation
• Discrete, Continuous and Asymptotic for a Modified Singularly Gaussian Unitary Ensemble and the Smallest Eigenvalue of Its Large Hankel Matrices
• Asymptotic structure of eigenvalues and eigenvectors of certain triangular Hankel matrices
• Asymptotic structure of eigenvalues and eigenvectors of certain triangular Hankel matrices
• Asymptotic behaviour of the smallest eigenvalue of matrices associated with completely even functions
• Smallest and largest generalized eigenvalues of large moment matrices and some applications
• The smallest eigenvalue of a large dimensional Wishart matrix
• Smallest eigenvalues of Hankel matrices for exponential weights

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