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The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight
Authors:Mengkun Zhu  Niall Emmart  Yang Chen  Charles Weems
Abstract:We study the asymptotic behavior of the smallest eigenvalue, λN, of the Hankel (or moments) matrix denoted by urn:x-wiley:mma:media:mma5583:mma5583-math-0001, with respect to the weight urn:x-wiley:mma:media:mma5583:mma5583-math-0002. An asymptotic expression of the polynomials orthogonal with w(x) is established. Using this, we obtain the specific asymptotic formulas of λN in this paper. Applying a parallel numerical algorithm, we get a variety of numerical results of λN corresponding to our theoretical calculations.
Keywords:asymptotics  Hankel matrices  random matrix  smallest eigenvalue  orthogonal polynomials
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