Small eigenvalues of large Hankel matrices

DOI10.1088/0305-4470/32/42/306zbMath0999.15007arXivmath/0009238OpenAlexW3100064840MaRDI QIDQ4485370

Nigel Lawrence, Yang Chen

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

moment problemasymptoticsphase transitionsmallest eigenvalueHankel matricesHermitian random matrixmoments matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) 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) Random matrices (algebraic aspects) (15B52)

Related Items (10)

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 ⋮ The smallest eigenvalue of Hankel matrices ⋮ The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight ⋮ Sample complexity of the distinct elements problem ⋮ The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight ⋮ Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation ⋮ Smallest eigenvalues of Hankel matrices for exponential weights ⋮ The smallest eigenvalue of large Hankel matrices ⋮ Condition numbers of Hankel matrices for exponential weights

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