Small eigenvalues of large Hermitian moment matrices

DOI10.1016/J.JMAA.2010.07.053zbMATH Open1202.30060arXiv1311.3473OpenAlexW1982128857MaRDI QIDQ607306FDOQ607306

Raquel Gonzalo, E. Torrano, C. Escribano

Publication date: 22 November 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of finite sections and we study it from the point of view of infinite transition matrices associated to the orthogonal polynomials. For Toeplitz matrices we introduce the notion of weakly asymptotic Toeplitz matrix and we show that, under certain assumptions, the inverse of a Toeplitz moment matrix is weakly asymptotic Toeplitz. Such inverses are computed in terms of some limits of the coefficients of the associated orthogonal polynomials. We finally show that the asymptotic behaviour of the smallest eigenvalue of a moment Toeplitz matrix only depends on the absolutely part of the associated measure.

Full work available at URL: https://arxiv.org/abs/1311.3473

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zbMATH Keywords

orthogonal polynomialssmallest eigenvalueapproximation by polynomialscomplex moment problem

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Asymptotic representations in the complex plane (30E15)

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Cited In (6)

• On the inversion of infinite moment matrices
• Small eigenvalues of large Hankel matrices: The indeterminate case
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• The smallest eigenvalue of large Hankel matrices associated with a semiclassical Laguerre weight
• Smallest and largest generalized eigenvalues of large moment matrices and some applications
• Eigenvalues of majorized Hermitian matrices and Littlewood-Richardson coefficients

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