Small eigenvalues of large Hankel matrices

DOI10.1088/0305-4470/32/42/306MaRDI QIDQ4485370zbMATH OpenOpenAlexFDO

Authors Yang Chen, Nigel Lawrence

Publication date 12 June 2000

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

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

zbMATH Keywords

asymptoticsHankel matricesHermitian random matrixmoment problemmoments matrixphase transitionsmallest eigenvalue

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)

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.

Recommendations

• The smallest eigenvalue of large Hankel matrices
• The smallest eigenvalue of Hankel matrices
• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Smallest eigenvalues of Hankel matrices for exponential weights

Cited in

(25)

• Sample complexity of the distinct elements problem
• 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
• Condition numbers of Hankel matrices for exponential weights
• Small eigenvalues of large Hankel matrices: The indeterminate case
• scientific article; zbMATH DE number 2030155 (Why is no real title available?)
• 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
• The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
• scientific article; zbMATH DE number 7124329 (Why is no real title available?)
• 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
• Small eigenvalues of large Hermitian moment matrices
• The smallest eigenvalue of Hankel matrices
• Discrete, Continuous and Asymptotic for a Modified Singularly Gaussian Unitary Ensemble and the Smallest Eigenvalue of Its Large Hankel Matrices
• The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight
• The Hankel determinant for a semiclassical Laguerre unitary ensemble, Painlevé IV and Heun equations
• 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
• Goldilocks and the bootstrap
• 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: Small eigenvalues of large Hankel matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4485370)