Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory

DOI10.1007/S00365-005-0611-ZzbMATH Open1117.15025arXivmath/0504604OpenAlexW2051475371MaRDI QIDQ877174FDOQ877174

M. Vanlessen

Publication date: 19 April 2007

Published in: Constructive Approximation (Search for Journal in Brave)

Abstract: We consider polynomials orthogonal on $[0,infty)$ with respect to Laguerre-type weights $w(x)=x^{a}lpha{e}^{-Q(x)}$, where $alpha>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to determine Plancherel-Rotach type asymptotics in the entire complex plane for the orthonormal polynomials with respect to $w$, as well as asymptotics of the corresponding recurrence coefficients and of the leading coefficients of the orthonormal polynomials. As an application we will use these asymptotics to prove universality results in random matrix theory. We will prove our results by using the characterization of orthogonal polynomials via a $2imes2$ matrix valued Riemann-Hilbert problem, due to Fokas, Its and Kitaev, together with an application of the Deift-Zhou steepest descent method to analyze the Riemann-Hilbert problem asymptotically.

Full work available at URL: https://arxiv.org/abs/math/0504604

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zbMATH Keywords

asymptotic analysisrandom matricesRiemann-Hilbert problemsorthogonal polynomialsDeift-Zhou steepest decent methodPlancherel-Rotach-type asymptotics

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Boundary value problems in the complex plane (30E25)

Cited In (52)

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• On the condition number of the critically-scaled Laguerre unitary ensemble
• Rank 1 real Wishart spiked model
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• Characteristic polynomials of sample covariance matrices
• Laguerre polynomials and transitional asymptotics of the modified Korteweg-de Vries equation for step-like initial data
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• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• Diffusion at the random matrix hard edge
• Global asymptotic expansions of the Laguerre polynomials -- a Riemann-Hilbert approach
• Some recent methods for establishing universality limits
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• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
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• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Gap probability for the hard edge Pearcey process
• Universality limits in the bulk for varying measures
• Properties of generalized Freud polynomials
• Plancherel-Rotach asymptotic expansion for some polynomials from indeterminate moment problems
• Non-colliding Brownian motions and the extended tacnode process
• Almost-Hermitian random matrices and bandlimited point processes
• Spacings in orthogonal and symplectic random matrix ensembles
• Asymptotics of the Airy-kernel determinant
• Singular value decomposition of a finite Hilbert transform defined on several intervals and the interior problem of tomography: the Riemann-Hilbert problem approach
• Strong and ratio asymptotics for Laguerre polynomials revisited
• Random matrix central limit theorems for nonintersecting random walks
• ASYMPTOTIC EXPANSIONS FOR RIEMANN–HILBERT PROBLEMS
• The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
• Asymptotics of orthogonal polynomials generated by a Geronimus perturbation of the Laguerre measure
• Asymptotics of matrix valued orthogonal polynomials on \([-1, 1]\)
• Universality limits for exponential weights
• Weak and strong confinement in the Freud random matrix ensemble and gap probabilities
• Riemann-Hilbert approach to gap probabilities for the Bessel process
• Mehler-Heine asymptotics for multiple orthogonal polynomials
• Universality for orthogonal and symplectic Laguerre-type ensembles
• Universality of a double scaling limit near singular edge points in random matrix models

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