The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight

DOI10.1002/MMA.5583MaRDI QIDQ5223564zbMATH OpenOpenAlexWikidataFDO

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

Publication date 18 July 2019

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.11322

zbMATH Keywords

asymptoticsrandom matrixorthogonal polynomialssmallest eigenvalueHankel matrices

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Asymptotic expansions of solutions to ordinary differential equations (34E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: We study the asymptotic behavior of the smallest eigenvalue, $lambd{a}_N$, of the Hankel (or moments) matrix denoted by $mathcal{H}_N=left(m{u}_{m+n}ight{)}_{0leqm,nleqN}$, with respect to the weight $$. Based on the research by Szeg"{o}, Chen, etc., we obtain an asymptotic expression of the orthonormal polynomials $mathcal{P}_N(z)$ as $Nightarrowinfty$, associated with $w(x)$. Using this, we obtain the specific asymptotic formulas of $lambd{a}_N$ in this paper. Applying the parallel algorithm discovered by Emmart, Chen and Weems, we get a variety of numerical results of $lambd{a}_N$ corresponding to our theoretical calculations.

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