A total positivity property of the Marchenko-Pastur Law

DOI10.13001/1081-3810.2957zbMath1326.65048OpenAlexW347184005MaRDI QIDQ3448177

Ana Marco, José-Javier Martıńez

Publication date: 23 October 2015

Published in: The Electronic Journal of Linear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.13001/1081-3810.2957

zbMATH Keywords

Gaussian quadrature formulastotal positivityJacobi matrixhigh relative accuracyeigenvalue computationMarchenko-Pastur lawroots of orthogonal polynomialsMarchenko-Pastur measure

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Positive matrices and their generalizations; cones of matrices (15B48) Random matrices (algebraic aspects) (15B52) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical approximation and evaluation of special functions (33F05) Numerical computation of roots of polynomial equations (65H04)

Related Items (3)

Characterizations and accurate computations for tridiagonal Toeplitz matrices ⋮ Orthogonal polynomials relative to a generalized Marchenko-Pastur probability measure ⋮ Unnamed Item

Uses Software

• OPQ

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