Orthogonal polynomials relative to a generalized Marchenko-Pastur probability measure

DOI10.1007/s11075-021-01073-1zbMath1486.33015OpenAlexW3137802836WikidataQ115058606 ScholiaQ115058606MaRDI QIDQ2234481

Walter Gautschi, Gradimir V. Milovanović

Publication date: 19 October 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-021-01073-1

zbMATH Keywords

orthogonal polynomialsthree-term recurrence relationgeneralized Marchenko-Pastur measure

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Other special orthogonal polynomials and functions (33C47)

Related Items (1)

Symbolic computation of recurrence coefficients for polynomials orthogonal with respect to the Szegő-Bernstein weights

Uses Software

• Mathematica
• Matlab
• OrthogonalPolynomials
• DLMF
• OPQ

Cites Work

• Some limit theorems for the eigenvalues of a sample covariance matrix
• A total positivity property of the Marchenko-Pastur Law
• Interpolation Processes
• Orthogonal polynomials
• On Rakhmanov’s theorem for Jacobi matrices
• Computational Aspects of Three-Term Recurrence Relations
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