Uniform asymptotics for orthogonal polynomials
asymptotics of orthogonal polynomialsrandom matrix theoryRiemann-Hilbert problemssteepest descent methoduniversality
Asymptotic representations in the complex plane (30E15) Boundary value problems in the complex plane (30E25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
In this short paper, the authors discuss and survey some of their landmark results on asymptotics of orthogonal polynomials, derived using their steepest descent method for Riemann-Hilbert problems. The methods developed by them have led to dramatic advances in obtaining asymptotics for orthonormal polynomials for weights of the form \[ w(x):= \exp(- Q(x)),\quad x\in\mathbb{R}, \] where \(Q(x)\) is a polynomial of even degree with positive leading coefficient, or \(Q(x)\) is of the form \(nV(x)\), where \(V\) is real analytic, and \(n\) is the degree of the orthonormal polynomial. Thus in the former case, one considers asymptotics of orthonormal polynomials of degree \(n\), as \(n\to\infty\), but associated with a fixed weight. In the latter case, the weight varies as one increases the degree of the polynomial. The remarkable precision obtained by the authors is presented -- asymptotics right up to and around the largest zero of the orthonormal polynomial, asymptotics that are uniform in previously unattainable regions, and also precise estimates for error terms, and even asymptotic expansions for the latter. The Riemann-Hilbert steepest descent method of Deift et al. is already having a substantial impact on the study of orthonormal polynomials, and its impact will increase in future. This paper is, together with the related papers of the authors, essential reading for researchers interested in orthogonal polynomials and their applications.
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