Orthogonal polynomials relative to a generalized Marchenko–Pastur probability measure

被引：0
|
作者：
Walter Gautschi
Gradimir V. Milovanović
机构：
[1] Purdue University,Department of Computer Science
[2] Serbian Academy of Sciences and Arts,Faculty of Sciences and Mathematics
[3] University of Niš,undefined
来源：
Numerical Algorithms | 2021年 / 88卷
关键词：
Orthogonal polynomials; Generalized Marchenko–Pastur measure; Three-term recurrence relation; 15B52; 3304; 33C47;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The Marchenko–Pastur probability measure, of interest in the asymptotic theory of random matrices, is generalized in what appears to be a natural way. The orthogonal polynomials and their three-term recurrence relation for this generalized Marchenko–Pastur measure are obtained in explicit form, analytically as well as symbolically using Mathematica. Special cases involve Chebyshev polynomials of all four kinds. Supporting Matlab software is provided.
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页码：1233 / 1249
页数：16
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