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

asymptoticsHankel matricesorthogonal polynomialsrandom matrixsmallest eigenvalue

Mathematics Subject Classification ID

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

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.

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

Cited in

(16)

• Smallest eigenvalues of Hankel matrices for exponential weights
• Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation
• The smallest eigenvalue of large Hankel matrices
• Small eigenvalues of large Hankel matrices
• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre 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 the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight
• The smallest eigenvalue of 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 semiclassical Laguerre weight
• A study on three distinct time-dependent orthogonal polynomials
• On properties of the DEK-type polynomials and confluent Heun equations
• The smallest eigenvalue of large Hankel matrices associated with a deformed Gaussian weight
• Painlevé IV, biconfluent Heun and the semi-classical Laguerre polynomials
• Asymptotics of small eigenvalues of Hankel matrices generated by a semiclassical Gaussian weight

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)