Small eigenvalues of large Hankel matrices

DOI10.1088/0305-4470/32/42/306zbMATH Open0999.15007arXivmath/0009238OpenAlexW3100064840MaRDI QIDQ4485370FDOQ4485370

Authors: Yang Chen, Nigel Lawrence 

Publication date: 12 June 2000

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

Abstract: In this paper we investigate the smallest eigenvalue, denoted as $l{a}_N,$ of a $(N+1)imes(N+1)$ Hankel or moments matrix, associated with the weight, $$, in the large $N$ limit. Using a previous result, the asymptotics for the polynomials, $P_n(z),zotin[0,infty)$, orthonormal with respect to $w,$ which are required in the determination of $l{a}_N$ are found. Adopting an argument of Szeg"{o} the asymptotic behaviour of $l{a}_N$, for $$ where the related moment problem is determinate, is derived. This generalises the result given by Szeg"{o} for $$. It is shown that for $$ the smallest eigenvalue of the infinite Hankel matrix is zero, while for $$ it is greater then a positive constant. This shows a phase transition in the corresponding Hermitian random matrix model as the parameter $$ varies with $$ identified as the critical point. The smallest eigenvalue at this point is conjectured.

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

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zbMATH Keywords

asymptoticsphase transitionmoment problemsmallest eigenvalueHankel matricesHermitian random matrixmoments matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Phase transitions (general) in equilibrium statistical mechanics (82B26) Equilibrium statistical mechanics (82B99)

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