Orthogonal polynomials, random matrices and the numerical inversion of the Laplace transform of positive functions

DOI10.1016/S0377-0427(02)00871-3zbMath1021.65068MaRDI QIDQ1811591

Piero Barone

Publication date: 17 June 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Laplace transformorthogonal polynomialsnumerical examplesrandom matricesreproducing kernellogarithmic potentialsmoment problemsill-posed inverse problems

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Random matrices (algebraic aspects) (15B52) Numerical methods for ill-posed problems for integral equations (65R30) Numerical methods for inverse problems for integral equations (65R32)

Related Items (2)

On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications ⋮ On the distribution of poles of Padé approximants to the \(Z\)-transform of complex Gaussian white noise

Cites Work

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• Application of the Padé Method to Solving the Noisy Trigonometric Moment Problem: Some Initial Results
• Reconstruction of a Piecewise Constant Function from Noisy Fourier Coefficients by Padé Method

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