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searp's user avatar
searp
  • Member for 3 years, 8 months
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Hankel determinant of incomplete gamma functions
I re-cast the problem in terms of Laguerre polynomials, that appears to help. The objective is to study regimes where the asymptotics cannot be expected to be good. In engineering, the regime of interest is n~=r. There are still conditioning issues but the determinant is now diagonally dominant for tail probabilities (also the important regime)
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