A Riemann-Hilbert problem for skew-orthogonal polynomials

DOI10.1016/J.CAM.2007.04.006zbMATH Open1141.42018arXivmath/0610592OpenAlexW2037971865MaRDI QIDQ2480928FDOQ2480928

Virgil U. Pierce

Publication date: 7 April 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: We find a local $(d+1)imes(d+1)$ Riemann-Hilbert problem characterizing the skew-orthogonal polynomials associated to the partition function of the Gaussian Orthogonal Ensemble of random matrices with a potential function of degree $d$. Our Riemann-Hilbert problem is similar to a local $dimesd$ Riemann-Hilbert problem found by Kuijlaars and McLaughlin characterizing the bi-orthogonal polynomials. This gives more motivation for finding methods to compute asymptotics of high order Riemann-Hilbert problems, and brings us closer to finding asymptotics of the skew-orthogonal polynomials.

Full work available at URL: https://arxiv.org/abs/math/0610592

zbMATH Keywords

Riemann-Hilbert problemsskew-orthogonal polynomials

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Hypergeometric functions (33C99)

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• Coupled modified KdV equations, skew orthogonal polynomials, convergence acceleration algorithms and Laurent property
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