The asymptotics of a continuous analogue of orthogonal polynomials (Q1329018)

Szegö polynomials are associated with weight functions on the unit circle. M. G. Krein introduced a continuous analogue of these, a family of entire functions of exponential type associated with a weight function on the real line. An investigation of the asymptotics of the resolvent kernel \(k(x - y) : = \sin (x - y)/ \pi (x - y)\) on \([0,s]\) leads to questions of the asymptotics of the Krein functions associated with the characteristic function of the complement of the interval \([-1,1]\). In particular, the asymptotic behavior of the Fredholm determinant \(\text{det} (I - K_ s)\), where \(K_ s\) denotes the operator with kernel \(k(x - y)\) on \(L_ 2 (0,s)\), and the related quantity \[ -{d \over d \lambda} \text{det} (I - K_ s) |_{\lambda = 1} = \text{tr} K_ s (I - K_ s)^{ - 1} \text{det} (I - K_ s) \] are investigated. The questions arise in the theory of random matrices. The main result of the paper are proofs of the two first-order asymptotic formulae \[ \text{tr} K_ s (I - K_ s)^{ - 1} \sim {e^ s \over 2 \sqrt {2 \pi s}} \quad \text{and} \quad \log \text{det} (I - K_ s) \sim - {s^ 2 \over 8}. \]