Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory (Q877174): Difference between revisions

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Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory
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    Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory (English)
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    19 April 2007
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    The main purpose of this paper is to determine Plancherel-Rotach-type asymptotics in the entire complex plane for orthonormal polynomials with respect to \(w(x)=x^a \exp(-Q(x))\), as well as the asymptotics of the corresponding recurrence relations of the leading coefficients of the orthonormal polynomials \(p_n\), where \(x p_n(x)=b_n p_{n+1} (x)+a_n p_n (x) +b_{n-1} p_{n-1} (x)\). The paper is organized as follows. In Section 2 the results are stated. In Section 3 the Riemann-Hilbert (RH) problem for orthogonal polynomials and an application of the Deift-Zhou steepest decent method to analyze the RH problem asymptotically are stated. Afterward, the author uses the asymptotics of the solution of this RH problem to determine the asymptotics of \(a_n, b_{n-1}\), and \(r_n\) (in Section 4), to determine the Plancherel-Rotach-type asymptotics for \(p_n\) (in Section 5), and to prove universality results in random matrix theory (in Section 6).
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    orthogonal polynomials
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    asymptotic analysis
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    Riemann-Hilbert problems
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    random matrices
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    Plancherel-Rotach-type asymptotics
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    Deift-Zhou steepest decent method
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