The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight

preprint2020arXivOpen access

Abstract

An asymptotic expression of the orthonormal polynomials PN(z)\mathcal{P}_{N}(z) as N→∞N\rightarrow\infty, associated with the singularly perturbed Laguerre weight wα(x;t)=xαe−x−tx, x∈[0,∞), α>−1, t≥0w_α(x;t)=x^α{\rm e}^{-x-\frac{t}{x}},~x\in[0,\infty),~α>-1,~t\geq0 is derived. Based on this, we establish the asymptotic behavior of the smallest eigenvalue, λNλ_{N}, of the Hankel matrix generated by the weight wα(x;t)w_α(x;t).

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