http://www.cnr.it/ontology/cnr/individuo/prodotto/ID7668
Orthogonal polynomials, random matrices and the numerical inversion of Laplace transform of positive functions (Articolo in rivista)
- Type
- Label
- Orthogonal polynomials, random matrices and the numerical inversion of Laplace transform of positive functions (Articolo in rivista) (literal)
- Anno
- 2003-01-01T00:00:00+01:00 (literal)
- Alternative label
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
- Pagina inizio
- Pagina fine
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#altreInformazioni
- impact factor: 0.564 (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
- Rivista
- Note
- ISI Web of Science (WOS) (literal)
- Titolo
- Orthogonal polynomials, random matrices and the numerical inversion of Laplace transform of positive functions (literal)
- Abstract
- A method for the numerical inversion of the Laplace
transform of a continuous positive function $f(t)$ is proposed.
Random matrices distributed according to a Gibbs law whose energy
$V(x)$ is a function of $f(t)$ are considered as well as random
polynomials orthogonal with respect to $w(x)=e^{-V(x)}$. The
equation relating $w(x)$ to the reproducing kernel and to the
condensed density of the roots of the random orthogonal
polynomials is exploited. Basic results from the theories of
orthogonal polynomials, random matrices and random polynomials are
revisited in order to provide a unified and almost self--contained
context. The qualitative behavior of the solutions provided by the
proposed method is illustrated by numerical examples and discussed
by using logarithmic potentials with external fields that give
insight into the asymptotic behavior of the condensed density
when the number of data points goes to infinity. (literal)
- Prodotto di
- Autore CNR
Incoming links:
- Autore CNR di
- Prodotto
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi
