Large degree asymptotics of orthogonal polynomials with respect to an oscillatory weight on a bounded interval (Q401430)

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Large degree asymptotics of orthogonal polynomials with respect to an oscillatory weight on a bounded interval
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    Large degree asymptotics of orthogonal polynomials with respect to an oscillatory weight on a bounded interval (English)
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    26 August 2014
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    The paper studies polynomials \(p_n^{\omega}(x)\) (degree \(n\geq 0\)), orthogonal with respect to the oscillatory weight \[ w(x)=e^{i\omega x} \] on the interval \([-1,1],\;\omega>0\) being a real parameter. The layout of the paper is as follows. { \S1. Introduction} Some historical references, followed by rewriting the weight as \[ w_n(x)=e^{-nV(x)},\;V(x)=-{i\omega_n x\over n}=-i\lambda x. \] It is indicated that the results on the large \(n\) asymptotic behavior of \(p_n^{\omega}(x)\) will be obtained using a Riemann-Hilbert formulation of the problem and the Deift-Zhou method of steepest descent. { \S2. Statement of main results} With \(\lambda\) as above, introduce \[ h(\lambda)=2\log{\left({2+\sqrt{\lambda^2+4}\over \lambda}\right)}-\sqrt{\lambda^2+4}, \] and the unique solution \(\lambda_0\) of \(h(\lambda)=0\) (the value is given as \(\approx 1.325486839\)). Using \[ \varphi(z)=z+(z^2-1)^2, \] the main results are then formulated as { Theorem 2.1.} Let \(V(z)=-i \lambda z\) with \(0\leq \lambda<\lambda_0\), then 1. there exists a smooth curve \(\gamma_{\lambda}\) joining \(z=1\) and \(z=-1\) that is part of the level set \(\text{Re}\,\phi(z)=0\), where \(\phi(z)=2\log{\varphi(z)}+i\lambda (z^2-1)^{1/2}\), and the cut of the square root is taken on \(\gamma_{\lambda}\), 2. the measure \[ \text{d}\mu_{\lambda}(z)=\psi_{\lambda}(z)=-\,{1\over 2\pi i}\,{2+i\lambda z\over (z^2-1)^{1/2}}\text{d}z, \] with a branch cut taken on \(\gamma_{\lambda}\), is the equilibrium measure on \(\gamma_{\lambda}\) in the external field \(\text{Re}\,V(z)\), 3. the curve \(\gamma_{\lambda}\) joining \(z=-1\) and \(z=1\) has the \(S\)-property in the external field \(\text{Re}\,V(z)\),, 4. if we consider the normalized zero counting measure of \(p_n^{\omega}(x)\), then \[ \mu_n={1\over n}\,\sum_{p_n^{\omega}(\zeta)=0}\;\delta(\zeta)\;\buildrel \ast\over \rightarrow\mu_{\lambda}, \] as \(n\rightarrow\infty\) in the sense of weak convergence of measures. { Theorem 2.2.} Let \(0\leq \lambda<\lambda_0\), then the following holds true: 1. For large enough \(n\) the orthogonal polynomial \(p_n^{\omega}(x)\) exists uniquely and its zeros accumulate on \(\gamma_{\lambda}\) as \(n\rightarrow\infty\). 2. For \(z\in\mathbb C\setminus\gamma_{\lambda}\), the monic polynomial \(p_n^{\omega}(x)\) has the asymptotic behavior \[ p_n^{\omega}(x)={\varphi(z)^{n+1/2}\over 2^{n+1/2}(z^2-1)^{1/4}}\exp{\left(-\,{in\lambda\over 2\varphi(z)}\right)}\left(1+{\mathcal O}\left({1\over n}\right)\right),\;n\rightarrow\infty. \] 3. Fix a neighbourhood \(U\) of \(\gamma_{\lambda}\) in the complex plane, and two discs \[ D(\pm 1,\delta)=\{z\in\mathbb C\,:\, |z\mp 1|<\delta\}, \] with \(\delta>0\). For \(z\in U\setminus (D(1,\delta)\cup D(-1,,\delta))\), we have as \(n\rightarrow\infty\) \[ p_n^{\omega}(x)={2^{1/2-n}e^{-in\lambda z/2}\over (1-z^2)^{1/4}}\times \left[\cos{\left(\left(n+{1\over 2}\right)\arccos{z} +{n\lambda\over 2}(z^2-1)^{1/2}-{\pi\over 4}\right)}+{\mathcal O}(1/n)\right]. \] 4. For \(z\in D(1,\delta)\) we have \[ p_n^{\omega}(x)=2^{-n}(2n\pi )^{1/2}f(z)^{1/4}e^{-in\lambda z/2}\times \left[\beta(z)^{-1}J_0\left(-{in\phi(z)\over 2}\right)-i\beta(z)J_0'\left(-{in\phi(z)\over 2}\right) +{\mathcal O}(1/n)\right], \] as \(n\rightarrow\infty\), in terms of standard Bessel functions, with \(\phi(z)\) given as before and \(f(z)=\phi(z)^2/16\). Here \(\beta(z)=\left({z-1\over z+1}\right)^{1/4}\), with a branch cut taken on \(\gamma_{\lambda}\). { Theorem 2.5.} Let \(0\leq \lambda<\lambda_0\), then the coefficients \(a_n^2\) and \(b_n\) in the three term recurrence relation \[ xp_n^{\omega}(x)=p_{n+1}^{\omega}(x)+b_np_n^{\omega}(x)+a_n^2p_{n-1}^{\omega}(x), \] exist for large enough \(n\),and they satisfy \[ a_n^2={1\over 4}+{4-\lambda^2\over 4(4+\lambda^2)}\,{1\over n^2}+{\mathcal O}\left({1\over n^3}\right),\;b_n=-\,{2i\lambda\over (4+\lambda^2)^2}\,\left({1\over n^3}\right). \] { \S3. Proof of Theorem 2.1} (\(7{1\over 2}\) pages) { \S4. Proof of Theorem 2.2} (\(9{1\over 2}\) pages) { \S5. Proof of Theorem 2.5} (\(4\) pages) { Acknowledgements} { Appendix. Steepest descent analysis for fixed \(\omega\)} (\(2\) pages) { References} (\(28\) items)
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    orthogonal polynomials in the complex plane
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    strong asymptotics
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    zero distribution
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    logarithmic potential theory
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    \(S\)-property
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    Riemann-Hilbert problem
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    method of steepest descent
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