Scaling limits of Jacobi matrices and the Christoffel-Darboux kernel (Q2663139)
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English | Scaling limits of Jacobi matrices and the Christoffel-Darboux kernel |
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Scaling limits of Jacobi matrices and the Christoffel-Darboux kernel (English)
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15 April 2021
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The study of asymptotics of eigenvalues of Jacobi matrices goes back to a seminal paper of \textit{P. Erdős} and \textit{P. Turán} [Ann. Math. (2) 41, 510--553 (1940; Zbl 0024.39102)]. The main problem addressed in the paper under review concerns scaling limits of deterministic Jacobi matrices and their relations to the scaling limits of the Christoffel-Darboux kernels, associated to a measure \(\mu\) on the real line \[ K_n(x,y)=\sum_{j=0}^{n-1} p_j(x)p_j(y)=\int_R K_n(x,t)K_n(y,t)\,\mu(dt), \] where \(\{p_j\}_{j\ge0}\) are the orthonormal polynomials associated with \(\mu\). Such polynomials satisfy a recurrence relation, encoded by the Jacobi matrix \(J=J(\{b_j\}, \{a_j\})\) associated with \(\mu\), which can be written as a formal eigenvalue equation. The truncated Jacobi matrices \(J^{(n)}\) can be put in the form of canonical systems, and the author's strategy is to identify continuous canonical systems as possible limits of these discrete ones. The first main result (compactness) states that, for any point where both orthonormal polynomials and orthogonal polynomials of the second kind are bounded, there always exists a subsequential limit. The second main result establishes an equivalence between the characterization of this limit and the scaled limit relation for the Christoffel-Darboux kernels \[ \lim_{n\to\infty}\frac{K_n\Bigl(x_0+\frac{a}{n}, x_0+\frac{b}{n}\Bigr)}{n}=\frac{\sin(\pi(b-a)\rho(x_0))}{\pi(b-a)w(x_0)}. \]
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Christoffel-Darboux kernel
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scaling limit
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universality
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canonical systems
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truncated Jacobi matrix
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