Abstract

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.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.