Zeros and ratio asymptotics for matrix orthogonal polynomials (Q355976): Difference between revisions

The authors study \textit{matrix orthogonal polynomials} of size \(r\times r\) \((r\geq 1)\), generated by the recurrence relation \[ \leqno{(1)}\quad xP_n(x)=A_{n+1}P_{n+1}(x)+B_nP_n(x)+A_n^{\ast}P_{n-1}(x),\;n\geq 0, \] with initial conditions \(P_{-1}(x)\equiv 0\in{\mathbb{C}}^{r\times r},\;P_0(x)\equiv I_r\), with \(I_r\) the \(r\times r\) identity matrix. The coefficients \(A_k\) are non-singular \(r\times r\) complex matrices and \(B_k\) is \(r\times r\) Hermitian; \({}^{\ast}\) denotes Hermitian conjugation. The polynomials \(\{P_n(x)\}_{n=0}^{\infty}\) are said to belong to the \textit{matrix Nevai class} if \[ \leqno{(2)}\quad \lim_{n\rightarrow\infty}\,A_n=A,\;\lim_{n\rightarrow\infty}\,B_n=B, \] exist, where it is assumed throughout the paper that \(A\) is non-singular. The main quantity to be studied is the limiting matrix ratio \[ \leqno{(3)}\quad R(x):=\lim_{n\rightarrow\infty}\,P_n(x)P_{n+1}^{ -1}(x),\;x\in{\mathbb{C}}\setminus [-M,M], \] that exists in the Nevai class; here \(M>0\) is a constant, such that all zeros of the matrix polynomials \(P_n(x)\) are in \([-M,M]\). As it would lead to a too long review, the main results of the paper will now be formulated, without giving all definitions concerning algebraic and geometric multiplicities of the null-species of the quadratic eigenvalue connected with the limiting ratio \(R(x)\) \[ \leqno{(4)}\quad A^{\ast}R(x)+B-xI_r+AR^{ -1}(x)=0,\;x\in{\mathbb{C}}\setminus [-M,M]. \] {Theorem 2.3} (ratio asymptotic). Let \(A,B\in {\mathbb{C}}^{r\times r}\) be matrices with \(A\) non-singular and \(B\) Hermitian. Let \(P_n(x)\) satisfy (1) and (2) and \(M>0\) be such that all zeros of the polynomials \(\det P_n=c_n\det (xI_n-J_n)\) lie in \([-M,M]\) (\(J_n\) the associated block Jacobi matrix) and \(S\subset{\mathbb{C}}\) the set of finite cardinality connected with (4). Then for all \(x\in{\mathbb{C}}\setminus ([-M,M]\cup S)\), the limiting ratio (3) exists entrywise and is diagonalizable. Moreover \[ \left(\lim_{n\rightarrow\infty}\,P_n(x)P_{n+1}^{ -1}(x)\right) {\mathbf v}_k=z_k(x){\mathbf v}_k(x),\;k=1,\ldots,r, \] uniformly for \(k\in\{1,\ldots,r\}\) and for \(x\) on compact subsets of \(\mathbb{C}\setminus ([-M,M]\cup S)\). { Corollary 2.4.} Under the assumptions of {Theorem 2.3} \[ \lim_{n\rightarrow\infty}\,{\det P_n(x)\over \det P_{n+1}(x)}=z_1(x)\cdots z_r(x) \] uniformly on compact subsets of \(\mathbb{C}\setminus [-M,M]\). {Theorem 2.5.} Under the assumptions of {Theorem 2.3} the normalized counting measure \[ \nu_n+{1\over rn}\,\sum_{k=1}^m\,\delta_{x_k}\;(\delta_x\text{ the Dirac measure at }x) \] has a weak limit \(\mu_0\) as \(n\rightarrow\infty\), supported on \(\Gamma_0=\{x\in\mathbb{C}\mid |z_r(x)|=|z_{r+1}(x)|\}\) and has logarithmic potential \[ \int\,\log{|x-t|^{-1}}d\mu_0(t)={1\over r}\,\log{|z_1(x)\cdots z_r(x)|}+C,\;x\in\mathbb{C}\setminus\Gamma_0, \] where \(C=-\log{|\det A|/r}\). \vskip0.3cm After Section 2, the paper goes on with Section 3 on generalizations of the matrix Nevai class (slowly varying recurrence coefficients, asymptotically periodic recurrence coefficients), Section 4 (formulas for matrix Chebyshev polynomials), Section 5 (the results of Durán-López-Saff revisited -- \(A\) is positive definite or Hermitian), Section 6 (an application to random matrices), Section 7 (the proofs) and a list of References (31 items).