Weak convergence for orthogonal matrix polynomials (Q1866456)

The authors consider a one-parameter matrix weight \(W_k\;(k\in{\mathbb N})\) with a sequence of orthonormal matrix polynomials \((P_{n,k})_{n}\) satisfying \[ tP_{n,k}(t)=A_{n+1,k}P_{n+1,k}(t)+B_{n,k}P_{n,k}(t)+A_{n-1,k}(t),\;n\geq 0, \] with initial values \(P_{-1}=\theta\) (the null matrix) and \(P_1=I\). The \(A_{n,k}\) are non-singular \(N\times N\) matrices and \(B_{n,k}\) Hermitian \(N\times N\) matrices, \(n,k,\geq 0\). Assuming the following limit-periodic behavior of the recurrence coefficients \[ \lim_{n\rightarrow\infty} A_{n+k,k}=A_k,\;\lim_{n\rightarrow\infty} B_{n+k,k}=B_k,\;k\in{\mathbb Z}, \] where the \(A_k\) are invertible and the \(B_k\) Hermitian, the authors prove the following main result for arbitrary matrix polynomials \(F(t)\). \[ \lim_{n\rightarrow\infty}\int F(t)P_{n+k,k}(t)dW_n(t)P_{n+\ell,n}^{*}(t)= \] \[ =\left(\int\begin{pmatrix} F(t) & \theta \cr \theta & F(t)\end{pmatrix}{\mathbb T}_{\alpha(k)}(t) d{\mathbb W}(t){\mathbb T}_{\alpha(\ell)}^{*}(t)\right)_{\beta(k),\beta(\ell)}, \] where \[ \alpha(k)=\begin{cases} -k+1,& \text{ if } k<0 \cr k,& \text{ if } k\leq 0 \cr \beta(k)= 1,& \text{ if } m<0 \cr 2,& \text{ if } m\geq 0\end{cases} . \] The matrices \({\mathbb T}_n\) are constructed from a three-term recurrence relation as the \(P\)'s, but with the matrices \({\mathbb A}_n, {\mathbb B}_n\) as coefficients given by \[ {\mathbb A}_n=\begin{pmatrix} A_{-n}^{*} & \theta \cr \theta & A_n \end{pmatrix},\;n\geq 1;\;{\mathbb B}_0=\begin{pmatrix} B_{-1} & A_0 \cr A_0^{*} & B_0\end{pmatrix}, {\mathbb B}_n=\begin{pmatrix} B_{-n-1} & \theta \cr \theta & B_n,\;n\geq 1\end{pmatrix} . \] Moreover, they give two examples: one for recurrence coefficients independent of \(n\) and one where the matrix weights \(W_k=W\) belong to the Nevai class \(M(A,B)\).