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

DOI10.1002/MMA.5583zbMATH Open1416.15033arXiv1803.11322OpenAlexW3099751998WikidataQ128183464 ScholiaQ128183464MaRDI QIDQ5223564FDOQ5223564

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

Publication date: 18 July 2019

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

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.

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

Recommendations

• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
• The smallest eigenvalue of large Hankel matrices
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Small eigenvalues of large Hankel matrices
• The smallest eigenvalue of Hankel matrices
• Small eigenvalues of large Hankel matrices: The indeterminate case
• Smallest eigenvalues of Hankel matrices for exponential weights
• The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight
• Smallest and largest generalized eigenvalues of large moment matrices and some applications
• Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation

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)

Cited In (9)

• The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight
• The smallest eigenvalue of large Hankel matrices
• The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
• 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
• Smallest eigenvalues of Hankel matrices for exponential weights

This page was built for publication: The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223564)