Orthogonal polynomials in the normal matrix model with a cubic potential

DOI10.1016/J.AIM.2012.03.021MaRDI QIDQ436237zbMATH OpenOpenAlexFDO

Authors Pavel M. Bleher, Arno B. J. Kuijlaars

Publication date 20 July 2012

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.6168

zbMATH Keywords

Hermitian formslogarithmic potentialnormal matrix modelorthogonal polynomialsRiemann-Hilbert problemsteepest descent analysisvector equilibrium problem

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: We consider the normal matrix model with a cubic potential. The model is ill-defined, and in order to reguralize it, Elbau and Felder introduced a model with a cut-off and corresponding system of orthogonal polynomials with respect to a varying exponential weight on the cut-off region on the complex plane. In the present paper we show how to define orthogonal polynomials on a specially chosen system of infinite contours on the complex plane, without any cut-off, which satisfy the same recurrence algebraic identity that is asymptotically valid for the orthogonal polynomials of Elbau and Felder. The main goal of this paper is to develop the Riemann-Hilbert (RH) approach to the orthogonal polynomials under consideration and to obtain their asymptotic behavior on the complex plane as the degree $n$ of the polynomial goes to infinity. As the first step in the RH approach, we introduce an auxiliary vector equilibrium problem for a pair of measures $(m{u}_1,m{u}_2)$ on the complex plane. We then formulate a $3imes3$ matrix valued RH problem for the orthogonal polynomials in hand, and we apply the nonlinear steepest descent method of Deift-Zhou to the asymptotic analysis of the RH problem. The central steps in our study are a sequence of transformations of the RH problem, based on the equilibrium vector measure $(m{u}_1,m{u}_2)$, and the construction of a global parametrix. The main result of this paper is a derivation of the large $n$ asymptotics of the orthogonal polynomials on the whole complex plane. We prove that the distribution of zeros of the orthogonal polynomials converges to the measure $m{u}_1$, the first component of the equilibrium measure. We also obtain analytical results for the measure $m{u}_1$ relating it to the distribution of eigenvalues in the normal matrix model which is uniform in a domain bounded by a simple closed curve.

Review text

The normal matrix model is a probability measure on the space of normal matrices \(M\) of order \(n\) of the form NEWLINE\[NEWLINE \frac1{Z_n}\exp\left(-\frac{n}{t_0}\,\text{tr}\left(MM^*-\sum_{k=1}^N \frac{t_k M^k}{k}-\sum_{k=1}^N \frac{\overline{t_k}(M^*)^k}{k}\right)\right)dM. NEWLINE\]NEWLINE For \(N\geq 3\) this model is not well-defined unless a cut-off procedure is applied. The approach of this paper is different from a cut-off. It suggests to replace the associated inner product in integral form by a Hermitian form defined on polynomials that is a priori not given by any integral, but that should satisfy the relevant algebraic properties of the standard inner product.NEWLINENEWLINEThe authors show that for the cubic case \(N=3\) there exists such a form that the corresponding orthogonal polynomials have the same asymptotic behavior as the orthogonal polynomials in the cut-off procedure; in particular, the zeroes of polynomials accumulate on the tree like set NEWLINE\[NEWLINE \Sigma_1=[0,x^*]\cup [0,\omega x^*]\cup [0,\omega^2 x^*], \quad \omega=e^{2\pi i/3}, NEWLINE\]NEWLINE for some explicit value of \(x^*>0\).

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