A Riemann-Hilbert problem for skew-orthogonal polynomials

DOI10.1016/J.CAM.2007.04.006MaRDI QIDQ2480928zbMATH OpenOpenAlexFDO

Authors Virgil U. Pierce

Publication date 7 April 2008

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

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)

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.

Recommendations

• A Riemann-Hilbert problem for biorthogonal polynomials
• Skew-orthogonal polynomials, differential systems and random matrix theory
• Riemann Hilbert problem for bi-orthogonal polynomials
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model

Cites work

• scientific article; zbMATH DE number 3956145 (Why is no real title available?)
• scientific article; zbMATH DE number 1331715 (Why is no real title available?)
• scientific article; zbMATH DE number 1966261 (Why is no real title available?)
• scientific article; zbMATH DE number 1464566 (Why is no real title available?)
• scientific article; zbMATH DE number 1890852 (Why is no real title available?)
• scientific article; zbMATH DE number 3427738 (Why is no real title available?)
• scientific article; zbMATH DE number 2207713 (Why is no real title available?)
• A Riemann-Hilbert problem for biorthogonal polynomials
• A method of integration over matrix variables
• Asymptotics and integrable structures for biorthogonal polynomials associated to a random two-matrix model
• Asymptotics of skew orthogonal polynomials
• Biorthogonal polynomials for two-matrix models with semiclassical potentials
• Classical skew orthogonal polynomials and random matrices
• Differential systems for biorthogonal polynomials appearing in 2-Matrix models and the associated Riemann-Hilbert problem
• Generalized Christoffel–Darboux formula for skew-orthogonal polynomials and random matrix theory
• Linear algebra, rational approximation and orthogonal polynomials
• Matrix kernels for the Gaussian orthogonal and symplectic ensembles.
• On orthogonal and symplectic matrix ensembles
• On the relation between orthogonal, symplectic and unitary matrix ensembles
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Quantum field theory techniques in graphical enumeration
• Riemann-Hilbert problems for multiple orthogonal polynomials
• Riemann Hilbert problem for bi-orthogonal polynomials
• Skew-orthogonal polynomials and random-matrix ensembles
• Spectral universality of real chiral random matrix ensembles
• The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
• Toda versus Pfaff lattice and related polynomials.
• Transitive ensembles of random matrices related to orthogonal polynomials.
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
• Universality in Chiral Random Matrix Theory at<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>β</mml:mi><mml:mspace /><mml:mo>=</mml:mo><mml:mspace /><mml:mn>1</mml:mn><mml:mn /></mml:math>and<mml:math xmlns:mml="http://
• Universality in Random Matrix Theory for orthogonal and symplectic ensembles
• Universality in orthogonal and symplectic invariant matrix models with quartic potential

Cited in

(7)

• Riemann-Hilbert problems for multiple orthogonal polynomials
• scientific article; zbMATH DE number 5286931 (Why is no real title available?)
• Rank 1 real Wishart spiked model
• Bulk asymptotics of skew-orthogonal polynomials for quartic double well potential and universality in the matrix model
• Coupled modified KdV equations, skew orthogonal polynomials, convergence acceleration algorithms and Laurent property
• A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type
• A Riemann-Hilbert problem for biorthogonal polynomials

This page was built for publication: A Riemann-Hilbert problem for skew-orthogonal polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2480928)