The Steepest Descent Method for Orthogonal Polynomials on the Real Line with Varying Weights

DOI10.1093/IMRN/RNN075zbMATH Open1157.42007arXiv0805.1980OpenAlexW2056188261MaRDI QIDQ3515919FDOQ3515919

Authors: K. T.-R. McLaughlin, Peter D. Miller 

Publication date: 30 July 2008

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form $e^{-NV(x)}$ on the real line, assuming that $V$ has only two Lipschitz continuous derivatives and that the corresponding equilibrium measure has typical support properties. As an application we extend the universality class for bulk and edge asymptotics of eigenvalue statistics in unitary invariant Hermitian random matrix theory. Our methodology involves developing a new technique of asymptotic analysis for matrix Riemann-Hilbert problems with nonanalytic jump matrices suitable for analyzing such problems even near transition points where the solution changes from oscillatory to exponential behavior.

Full work available at URL: https://arxiv.org/abs/0805.1980

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zbMATH Keywords

orthogonal polynomialsRiemann-Hilbert problemreproducing kernelequilibrium measureoscillatory behaviorexponential behaviortransition pointsPlancherel-Rotach-type asymptoticsnon-analytic jump matricesvarying weights on the real line

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Riemann-Hilbert problems in context of PDEs (35Q15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Boundary value problems in the complex plane (30E25)

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