Zeros of generalized Hermite polynomials and ensemble of Gaussian random matrices
Polynomials in real and complex fields: location of zeros (algebraic theorems) (12D10) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (probabilistic aspects) (60B20)
The paper investigates the global asymptotic eigenvalue density of fixed-trace generalized Gaussian ensemble of random matrices. The asymptotic behavior of the density of the eigenvalues coincides with the limit density of the zeros of some orthogonal polynomials. The orthogonal polynomials considered in this article are generalized Hermite polynomials. The considered generalized Hermite polynomials \(H_{m}^\lambda (x)\) are given by \[ H_{2m}^\lambda (x) =(-1)^m\frac{(2m)!}{m!}\sum_{k-0}^m (-1)^k \left(\begin{matrix} m\\ k\end{matrix} \right) \frac{\Gamma(\lambda +1/2)}{\Gamma(k+\lambda +1/2)} x^{2k} \] and \[ H_{2m+1}^\lambda (x) =(-1)^m\frac{(2m+1)!}{m!}\sum_{k-0}^m (-1)^k \left(\begin{matrix} m\\ k\end{matrix} \right) \frac{\Gamma(\lambda +1/2)}{\Gamma(k+\lambda +3/2)} x^{2k+1}. \] They are orthogonal with respect to the generalized Gaussian measure \[ \mu(dx)=|x|^{2\lambda}e^{-x^2}dx. \] The authors study the global behavior of the zeros of these polynomials and consider the probability measure \[ \nu_{n,\lambda}=\frac{1}{n}\sum_{i=1}^n \delta_{x_i^{(n,\lambda)}}, \] where \(x_{i}^{(n,\lambda)}, \; i=1,2, \dots, n\), are the zeros of \(H_n^\lambda\). Using scaled versions of this measure, the authors derive results concerning the convergence of probability measures and show that the asymptotic behavior of certain probability measures depends on the asymptotic behavior of the zeros of the generalized Hermite polynomials.
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