The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
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Publication:1886579
Abstract: We consider polynomials that are orthogonal on with respect to a modified Jacobi weight , with and real analytic and stricly positive on . We obtain full asymptotic expansions for the monic and orthonormal polynomials outside the interval , for the recurrence coefficients and for the leading coefficients of the orthonormal polynomials. We also deduce asymptotic behavior for the Hankel determinants. For the asymptotic analysis we use the steepest descent technique for Riemann--Hilbert problems developed by Deift and Zhou, and applied to orthogonal polynomials on the real line by Deift, Kriecherbauer, McLaughlin, Venakides, and Zhou. In the steepest descent method we will use the SzegH{o} function associated with the weight and for the local analysis around the endpoints we use Bessel functions of appropriate order, whereas Deift et al. use Airy functions.
In this interesting paper, the authors illustrate the power of the Riemann-Hilbert technique of Deift-Zhou for obtaining asymptotics of orthogonal polynomials \(\{p_n\}\). The specific weight considered is a generalized Jacobi weight of the form \[ w(x)=(1-x)^\alpha (1+x)^\beta h(x),\quad x\in(-1,1), \] where \(h\) is strictly positive on \([-1,1]\) and analytic in a neighborhood of \([-1,1]\). The authors obtain complete asymptotic expansions for the leading coefficients of the orthogonal polynomials, and consequently their recurrence coefficients as the degree \(n\to\infty\). The asymptotic behavior off and on the interval of orthogonality is derived, with a complete asymptotic expansion for the error in negative powers of the degree \(n\). The behavior of the associated Hankel determinants is also deduced. The branchpoints of the weight at \(\pm1\) pose extra difficulties in the proofs. The paper is well written and can serve as a further introduction to the Riemann-Hilbert method; apart from the intrinsic interest and power of the results themselves.
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