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arXiv math/0009238math.CA
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大型Hankel矩阵的小特征值

Small Eigenvalues of Large Hankel Matrices

Yang Chen, Nigel Lawrence

摘要:

在本文中,我们调查的最小特征值,表示为$\la_N,$汉克尔或矩矩阵,与重量,$w(x)=\exp(-x^{\bt}),x>0,\bt>0$,在大$N$限制。利用以前的结果,我们找到了确定$\la_N$所需的关于$w,$正交的多项式$P_n(z),z\notin[0,\infty)$的渐近性,并采用Szegö的一个参数,导出了$\la_N$的渐近性态,其中对于$\bt>1/2$,有关的矩问题是确定的.这推广了Szegö对$\bt=1$给出的结果。结果表明,对于$\bt>1/2$,无穷Hankel矩阵的最小特征值为零,而对于$0<\bt<1/2$,其最小特征值大于一个正常数.这显示了当参数$\bt$随着被识别为临界点的$\bt=1/2$而变化时,相应的厄米特随机矩阵模型中的相变。在这一点上的最小特征值是确定的。

英文摘要:

In this paper we investigate the smallest eigenvalue, denoted as $\la_N,$ of a $(N+1)\times (N+1)$ Hankel or moments matrix, associated with the weight, $w(x)=\exp(-x^{\bt}),x>0,\bt>0$, in the large $N$ limit. Using a previous result, the asymptotics for the polynomials, $P_n(z),z\notin[0,\infty)$, orthonormal with respect to $w,$ which are required in the determination of $\la_N$ are found. Adopting an argument of Szegö the asymptotic behaviour of $\la_N$, for $\bt>1/2$ where the related moment problem is determinate, is derived. This generalises the result given by Szegö for $\bt=1$. It is shown that for $\bt>1/2$ the smallest eigenvalue of the infinite Hankel matrix is zero, while for $0<\bt<1/2$ it is greater then a positive constant. This shows a phase transition in the corresponding Hermitian random matrix model as the parameter $\bt$ varies with $\bt=1/2$ identified as the critical point. The smallest eigenvalue at this point is conjectured.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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