Stieltjes transforms of a class of probability measures (Q1874162)

Let the probability measures \(\mu_N\), \(N= 2,3,\dots\) be defined by \(\mu_N(\{\lambda_{k,N}\})= 1/N\), \(\mu_N(A)= 0\) for \(\lambda_{k,N}\in A\), where \(\lambda_{k,N}\), \(k= 1,2,\dots, N\) are the zeros of the orthogonal polynomial \(P_{N+1}(x)\), which is obtained recursively by \(P_0(x)= 0\), \(P_1(x)= 1\), \[ a_n P_{n+1}(x)+ a_{n-1} P_{n-1}(x)+ b_n P_n(x)= x P_n(x). \] In this paper conditions on \(a_n\) and \(b_n\) are found such that the sequence \(\mu_N\), \(N= 2,3,\dots\) converges weakly to the Dirac measure at the point zero. This is achieved through the convergence of the sequence of Stieltjes transform \(\int^\infty_{-\infty} d\mu_N(t)/(\lambda- t)\) to the function \(1/\lambda\).