Asymptotics of small eigenvalues of Hankel matrices generated by a semiclassical Gaussian weight
HTML articles powered by AMS MathViewer
- by Mengkun Zhu, Yuting Chen and Yang Chen;
- Proc. Amer. Math. Soc.
- DOI: https://doi.org/10.1090/proc/17209
- Published electronically: April 14, 2025
- HTML | PDF | Request permission
Abstract:
In this paper, we study the asymptotic behavior of the smallest eigenvalue $\lambda _{N}$, of the Hankel matrix $\mathcal {H}_{N}≔\left (\mu _{m+n}\right )_{m,n=0}^{N}$ generated by the weight $w(x)≔{\mathrm {e}}^{-tx^{2}}(1+x^{2})^{\alpha },\, x\in \mathbb {R},\, t\geq 0,\, {\alpha \in \mathbb {R}}$. An asymptotic expression of the polynomials $\mathcal {P}_{N}(z)$ with the weight is established as $N\rightarrow \infty$. Based on the orthonormal polynomials $\mathcal {P}_{N}(z)$, we obtain the specific asymptotic formulas of $\lambda _{N}$.References
- Gabriel Szegö, On some Hermitian forms associated with two given curves of the complex plane, Trans. Amer. Math. Soc. 40 (1936), no. 3, 450–461. MR 1501884, DOI 10.1090/S0002-9947-1936-1501884-1
- Yang Chen and Nigel Lawrence, Small eigenvalues of large Hankel matrices, J. Phys. A 32 (1999), no. 42, 7305–7315. MR 1747170, DOI 10.1088/0305-4470/32/42/306
- Yang Chen, Jakub Sikorowski, and Mengkun Zhu, Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation, Appl. Math. Comput. 363 (2019), 124628, 18. MR 3988717, DOI 10.1016/j.amc.2019.124628
- Christian Berg, Yang Chen, and Mourad E. H. Ismail, Small eigenvalues of large Hankel matrices: the indeterminate case, Math. Scand. 91 (2002), no. 1, 67–81. MR 1917682, DOI 10.7146/math.scand.a-14379
- Y. Chen and D. S. Lubinsky, Smallest eigenvalues of Hankel matrices for exponential weights, J. Math. Anal. Appl. 293 (2004), no. 2, 476–495. MR 2053892, DOI 10.1016/j.jmaa.2004.01.032
- Jianduo Yu, Chuanzhong Li, Mengkun Zhu, and Yang Chen, Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues, J. Math. Phys. 63 (2022), no. 6, Paper No. 063504, 25. MR 4442401, DOI 10.1063/5.0062949
- Yuxi Wang, Mengkun Zhu, and Yang Chen, The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight, Proc. Amer. Math. Soc. 151 (2023), no. 12, 5345–5352. MR 4648930, DOI 10.1090/proc/16554
- Mengkun Zhu, Niall Emmart, Yang Chen, and Charles Weems, The smallest eigenvalue of large Hankel matrices generated by a deformed Laguerre weight, Math. Methods Appl. Sci. 42 (2019), no. 9, 3272–3288. MR 3949564, DOI 10.1002/mma.5583
- Mengkun Zhu, Yang Chen, and Chuanzhong Li, The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight, J. Math. Phys. 61 (2020), no. 7, 073502, 12. MR 4118329, DOI 10.1063/1.5140079
- Dan Wang, Mengkun Zhu, and Yang Chen, The smallest eigenvalue of large Hankel matrices associated with a semiclassical Laguerre weight, Math. Inequal. Appl. 27 (2024), no. 1, 53–62. MR 4702241, DOI 10.7153/mia-2024-27-04
- Mengkun Zhu, Yang Chen, Niall Emmart, and Charles Weems, The smallest eigenvalue of large Hankel matrices, Appl. Math. Comput. 334 (2018), 375–387. MR 3804518, DOI 10.1016/j.amc.2018.04.012
- Yuxi Wang and Yang Chen, The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight, Appl. Math. Comput. 474 (2024), Paper No. 128615, 11. MR 4725686, DOI 10.1016/j.amc.2024.128615
- Yang Chen and Nigel Lawrence, On the linear statistics of Hermitian random matrices, J. Phys. A 31 (1998), no. 4, 1141–1152. MR 1627556, DOI 10.1088/0305-4470/31/4/005
- G. Pólya and G. Szegő, Problems and theorems in analysis. Vol. I: Series, integral calculus, theory of functions, Die Grundlehren der mathematischen Wissenschaften, Band 193, Springer-Verlag, New York-Berlin, 1972. Translated from the German by D. Aeppli. MR 344042
- Yang Chen and Mourad E. H. Ismail, Thermodynamic relations of the Hermitian matrix ensembles, J. Phys. A 30 (1997), no. 19, 6633–6654. MR 1481335, DOI 10.1088/0305-4470/30/19/006
- Min Chen and Yang Chen, Singular linear statistics of the Laguerre unitary ensemble and Painlevé III. Double scaling analysis, J. Math. Phys. 56 (2015), no. 6, 063506, 14. MR 3369903, DOI 10.1063/1.4922620
- I. S. Gradshteyn and I. M. Ryzhik, Table of integrals, series, and products, 7th ed., Elsevier/Academic Press, Amsterdam, 2007. Translated from the Russian; Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger; With one CD-ROM (Windows, Macintosh and UNIX). MR 2360010
- Yang Chen and Matthew R. McKay, Coulumb fluid, Painlevé transcendents, and the information theory of MIMO systems, IEEE Trans. Inform. Theory 58 (2012), no. 7, 4594–4634. MR 2949840, DOI 10.1109/TIT.2012.2195154
Bibliographic Information
- Mengkun Zhu
- Affiliation: School of Mathematics and Statistics, Qilu University of Technology (Shandong Academy of Sciences) Jinan 250353, People’s Republic of China
- ORCID: 0000-0002-2214-7025
- Email: zmk@qlu.edu.cn
- Yuting Chen
- Affiliation: School of Mathematics and Statistics, Qilu University of Technology (Shandong Academy of Sciences) Jinan 250353, People’s Republic of China
- Email: cytldy@163.com
- Yang Chen
- Affiliation: Department of Mathematics, University of Macau, Avenida da Universidade, Taipa, Macau, People’s Republic of China
- ORCID: 0000-0003-2762-7543
- Email: yayangchen@um.edu.mo
- Received by editor(s): May 14, 2024
- Received by editor(s) in revised form: December 5, 2024
- Published electronically: April 14, 2025
- Additional Notes: The first author was supported by the National Natural Science Foundation of China under Grant No. 12201333, the Natural Science Foundation of Shandong Province (Grant No. ZR2021QA034), and the Breeding Plan of Shandong Provincial Qingchuang Research Team (Grant No. 2023KJ135).
The first author is the corresponding author - Communicated by: Luc Vinet
- © Copyright 2025 American Mathematical Society
- Journal: Proc. Amer. Math. Soc.
- MSC (2020): Primary 15B57, 34E05, 42C05
- DOI: https://doi.org/10.1090/proc/17209