Small eigenvalues of large Hankel matrices

DOI10.1088/0305-4470/32/42/306zbMath0999.15007arXivmath/0009238MaRDI QIDQ4485370

Nigel Lawrence, Yang Chen

Publication date: 12 June 2000

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0009238

zbMATH Keywords

moment problem; asymptotics; phase transition; smallest eigenvalue; Hankel matrices; Hermitian random matrix; moments matrix

Mathematics Subject Classification ID

15A18: Eigenvalues, singular values, and eigenvectors

15B57: Hermitian, skew-Hermitian, and related matrices

47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators

82B26: Phase transitions (general) in equilibrium statistical mechanics

82B99: Equilibrium statistical mechanics

15B52: Random matrices (algebraic aspects)

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