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

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.

Review text

Let \(V\) be a polynomial of degree \(d\). Consider the skew-symmetric form \[ \langle f,g \rangle_1 = \int\int_{\mathbb{R}^2}\,f(x)g(y)\,\text{sign}(x-y)e^{-V(x)-V(y)}\,dx\,dy. \] The author considers a local \((d+1)\times(d+1)\) Riemann-Hilbert problem that characterizes the skew-orthogonal polynomials associated with the form \(\langle\,,\,\rangle_1\).

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Cited in

(7)

• Coupled modified KdV equations, skew orthogonal polynomials, convergence acceleration algorithms and Laurent property
• A Riemann-Hilbert problem for biorthogonal polynomials
• Riemann-Hilbert problems for multiple orthogonal polynomials
• Bulk asymptotics of skew-orthogonal polynomials for quartic double well potential and universality in the matrix model
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• A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type

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