The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories by showing how either can be used to obtain a characterization of a more general Laguerre unitary ensemble average in terms of the Hamiltonian system for Painleve V.
We introduce new families of q-deformed 2D Laguerre-Gould-Hopper polynomials. For these polynomials we establish connection formulae which extend some known ones.
We shall give bounds on the spacing of zeros of certain functions belonging to the Laguerre-Polya class and satisfying a second order differential equation. As a corollary we establish new sharp inequalities on the extreme zeros of the Hermite, Laguerre and Jacobi polinomials, which are uniform in all the parameters.
We obtain all spectral type differential equations satisfied by the Sobolev-type Laguerre polynomials. This generalizes the results found in 1990 by the first and second author in the case of the generalized Laguerre polynomials defined by T.H. Koornwinder in 1984.
The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Laguerre-Sobolev bilinear form with mass point at zero. In particular we construct the orthogonal polynomials using certain Casorati determinants. Using this construction, we prove that they are eigenfunctions of a differential operator (which will be explicitly constructed). Moreover, the order of this differential operator is explicitly computed in terms of the matrix which defines the discrete Laguerre-Sobolev bilinear form.
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre type matrices of weights ---which are constructed in terms of a given matrix Pearson equation. First and second order differential systems for the fundamental matrix, solution of the mentioned Riemann-Hilbert problem are derived. An explicit and general example is presented to illustrate the theoretical results of the work. Related matrix eigenvalue problem…
In the enduring, fruitful research on spectral differential equations with polynomial eigenfunctions, Koornwinder's generalized Laguerre polynomials are playing a prominent role. Being orthogonal on the positive half-line with respect to the Laguerre weight and an additional point mass $N \ge 0$ at the origin, these polynomials satisfy, for any $α\in\mathbb{N}_{0}$, a linear differential equation of order $2α+4$. In the present paper we establish a new elementary representation of the corresponding 'Laguerre-type' differential operator and show its symmetry with respect to the underlying weigh…
The Sobolev-Laguerre polynomials form an orthogonal polynomial system with respect to a Sobolev-type inner product associated with the Laguerre measure on the positive half-axis and two point masses $M,N > 0$ at the origin involving functions and derivatives. These polynomials have attracted much interest over the last two decades, since they became known to satisfy, for any value of the Laguerre parameter $α\in\mathbb{N}_{0}$, a spectral differential equation of finite order $4α+10$. In this paper we establish a new explicit representation of the corresponding differential operator which cons…
Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Lague…
The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the spectrum of this model, either at the bottom $ [0,s) $ or at the top $ (s,1] $, utilising the connection of this Pfaffian point-process with the allied problem in the determinantal point-process of the two-dimensional Cauchy-Laguerre bi-orthogonal polynomial system, now deformed with two variables $s,t$. To this end we develop new general results about Cauchy …
In this paper, we will define $a$-deformed Laguerre operators $L_{a,α}$ and $a$-deformed Laguerre holomorphic semigroups on $L^2\left(\left(0,\infty\right),dμ_{a,α}\right)$. Then we give a spherical harmonic expansion, which reduces to the Bochner-type identity when taking the boundary value $z=\frac{πi}2$, of the $(k,a)$-generalized Laguerre semigroup introduced by S. Ben Saïd, T. Kobayashi and B. Ørsted. And then we prove a Hardy inequality for fractional powers of the $a$-deformed Dunkl harmonic oscillator $\triangle_{k,a}:=\left|x\right|^{2-a}\triangle_k-\left|x\right|^a$ using this expans…
Let $Ω$ be a symmetric cone and $V$ the corresponding simple Euclidean Jordan algebra. In \cite{ado,do,do04,doz2} we considered the family of generalized Laguerre functions on $Ω$ that generalize the classical Laguerre functions on $\mathbb{R}^+$. This family forms an orthogonal basis for the subspace of $L$-invariant functions in $L^2(Ω,dμ_ν)$, where $dμ_ν$ is a certain measure on the cone and where $L$ is the group of linear transformations on $V$ that leave the cone $Ω$ invariant and fix the identity in $Ω$. The space $L^2(Ω,dμ_ν)$ supports a highest weight representation of the group $G$ o…
The Bochner Classification Theorem (1929) characterizes the polynomial sequences $\p_{n}\}_{n=0}^{\infty}$, with $\text{deg}\,p_{n}=n$ that simultaneously form a complete set of eigenstates for a second-order differential operator and are orthogonal with respect to a positive Borel measure having finite moments of all orders. Indeed, up to a complex linear change of variable, only the classical Hermite, Laguerre, and Jacobi polynomials satisfy these conditions. In 2009, Gómez-Ullate, Kamran, and Milson found that for sequences $\{p_{n}\}_{n=1}^{\infty}$, $\text{deg}\,p_{n}=n$ (without the cons…
In 1999, Grunbaum, Haine and Horozov defined a large family of commutative algebras of ordinary differential operators which have orthogonal polynomials as eigenfunctions. These polynomials are mutually orthogonal with respect to a Laguerre-type weight distribution, thus providing solutions to Krall's problem. In the present paper we give a new proof of their result which establishes a conjecture, concerning the explicit characterization of the dual commutative algebra of eigenvalues. In particular, for the Koornwinder's generalization of Laguerre polynomials, our approach yields an explicit s…
Let $μ$ be a finite positive Borel measure supported on R, $\LL[f] =xf''+(α+1-x)f'$ with $α>-1$, or $\LL[f] =\frac{1}{2}f''-xf'$, and $m$ a natural number. We study algebraic, analytic and asymptotic properties of the sequence of monic polynomials $\{Q_n\}_{n>m}$ orthogonal with respect to the operator $\LL$. We also provide a fluid dynamics model for the zeros of these polynomials.
On a general method for deriving a fourth-order differential equation satisfied by Laguerre-Hahn orthogonal polynomials with new results for the class 0 analogous to Hermite
The spectral order on $\bR^n$ induces a natural partial ordering on the manifold $\calH_{n}$ of monic hyperbolic polynomials of degree $n$. We show that all differential operators of Laguerre-Pólya type preserve the spectral order. We also establish a global monotony property for infinite families of deformations of these operators parametrized by the space $\li$ of real bounded sequences. As a consequence, we deduce that the monoid $\calA'$ of linear operators that preserve averages of zero sets and hyperbolicity consists only of differential operators of Laguerre-Pólya type which are both ex…
We present various results on the properties of the four infinite sets of the exceptional $X_{\ell}$ polynomials discovered recently by Odake and Sasaki [{\it Phys. Lett. B} {\bf 679} (2009), 414-417; {\it Phys. Lett. B} {\bf 684} (2010), 173-176]. These $X_{\ell}$ polynomials are global solutions of second order Fuchsian differential equations with $\ell+3$ regular singularities and their confluent limits. We derive equivalent but much simpler looking forms of the $X_{\ell}$ polynomials. The other subjects discussed in detail are: factorisation of the Fuchsian differential operators, shape in…
We study algebras of differential and difference operators acting on matrix valued orthogonal polynomials (MVOPs) with respect to a weight matrix of the form $W^{(ν)}_ϕ(x) = x^νe^{-ϕ(x)} W^{(ν)}_{pol}(x)$, where $ν>0$, $W^{(ν)}_{pol}(x)$ is certain matrix valued polynomial and $ϕ$ an entire function. We introduce a pair differential operators $\mathcal{D}$, $\mathcal{D}^{\dagger}$ which are mutually adjoint with respect to the matrix inner product induced by $W^{(ν)}_ϕ(x)$. We prove that the Lie algebra generated by $\mathcal{D}$ and $\mathcal{D}^{\dagger}$ is finite dimensional if and only if…
The multi-indexed Laguerre and Jacobi polynomials form a complete set of orthogonal polynomials. They satisfy second-order differential equations but not three term recurrence relations, because of the 'holes' in their degrees. The multi-indexed Laguerre and Jacobi polynomials have Wronskian expressions originating from multiple Darboux transformations. For the ease of applications, two different forms of simplified expressions of the multi-indexed Laguerre and Jacobi polynomials are derived based on various identities. The parity transformation property of the multi-indexed Jacobi polynomials…
We prove a necessary and sufficient condition for the integrability of the weight associated to the exceptional Laguerre polynomials. This condition is very much related to the fact that the associated second order differential operator has no singularities in $(0,+\infty)$.
This note supplements the work of Gomez-Ullate, Kamran and Milson on the X_(1)-Laguerre polynomials which are orthogonal in a weighted Hilbert function space on the positive half-line of the real line. These polynomials are generated by a second-order ordinary linear differential equation with a spectral parameter. Some additional information on the Sturm-Liouville form of this equation is given in this note, together with details of the singular differential operators generated in the weighted Hilbert function space. In particular, structured boundary conditions are given to determine the spe…
The linearization problem for nonlinear second-order ODEs to the Laguerre form by means of generalized Sundman transformations (S-transformations) is considered, which has been investigated by Duarte et al. earlier. A characterization of these S-linearizable equations in terms of first integral and procedure for construction of linearizing S-transformations has been given recently by Muriel and Romero. Here we give a new characterization of S-linearizable equations in terms of the coefficients of ODE and one auxiliary function. This new criterion is used to obtain the general solutions for the…
We study the bispectrality of Laguerre type polynomials, which are defined by taking suitable linear combinations of a fixed number of consecutive Laguerre polynomials. These Laguerre type polynomials are eigenfunctions of higher-order differential operators and include, as particular cases, the Krall-Laguerre polynomials. As the main results, we prove that these Laguerre type polynomials always satisfy higher-order recurrence relations (i.e., they are bispectral). We also prove that the Krall-Laguerre families are the only polynomials which are orthogonal with respect to a measure on the real…
In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^αe^{- \textrm{tr}\, V_t(M)}dM, \qquad α>0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $ψ$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlevé III equation. The transition of this limiting kernel to the …
In this paper we study the asymptotics (as $n\to \infty$) of the sequences of Laguerre polynomials with varying complex parameters $α$ depending on the degree $n$. More precisely, we assume that $α_n = n A_n, $ and $ \lim_n A_n=A \in \mathbb{C}$. This study has been carried out previously only for $α_n\in \mathbb{R}$, but complex values of $A$ introduce an asymmetry that makes the problem more difficult. The main ingredient of the asymptotic analysis is the right choice of the contour of orthogonality, which requires the analysis of the global structure of trajectories of an associated quadrat…
In this article we derive differential recursion relations for the Laguerre functions on the cone C of positive definite real matrices. The highest weight representations of the group Sp(n,R) play a fundamental role. Each such representation acts on a Hilbert space of holomorphic functions on the tube domain C+ i Sym(n,R). We then use the Laplace transform to carry the Lie algebra action over to L^2(C ,dm_t). The differential recursion relations result by restricting to a distinguished three dimensional subalgebra, which is isomorphic to sl(2,R).
The Laguerre calculus is widely used for the inversion of differential operators on the Heisenberg group. We extend the Laguerre calculus for nilpotent groups of step two, and test it in the determining of the fundamental solution of the sub-Laplace operator. We also apply it to find the Szegö kernels of the projection operators to a kind of regular functions on the quaternion Heisenberg group.
We present results on co-recursive associated Laguerre and Jacobi polynomials which are of interest for the solution of the Chapman-Kolmogorov equations of some birth and death processes with or without absorption. Explicit forms, generating functions, and absolutely continuous part of the spectral measures are given. We derive fourth-order differential equations satisfied by the polynomials with a special attention to some simple limiting cases.
A semi-discrete Lax pair formed from the differential system and recurrence relation for semi-classical orthogonal polynomials, leads to a discrete integrable equation for a specific semi-classical orthogonal polynomial weight. The main example we use is a semi-classical Laguerre weight to derive a third order difference equation with a corresponding Lax pair.
This survey paper reports on the properties of the fourth-order Bessel-type linear ordinary differential equation, on the generated self-adjoint differential operators in two associated Hilbert function spaces, and on the generalisation of the classical Hankel integral transform. These results are based upon the properties of the classical Bessel and Laguerre secondorder differential equations, and on the fourth-order Laguerre-type differential equation. From these differential equations and their solutions, limit processes yield the fourth-order Bessel-type functions and the associated differ…
Infinitely many explicit solutions of certain second-order differential equations with an apparent singularity of characteristic exponent -2 are constructed by adjusting the parameter of the multi-indexed Laguerre polynomials.
The linearization problem of a second-order ordinary differential equation by the generalized Sundman transformation was considered earlier by Duarte, Moreira and Santos using the Laguerre form. The results obtained in the present paper demonstrate that their solution of the linearization problem for a second-order ordinary differential equation via the generalized Sundman transformation is not complete. We also give examples which show that the Laguerre form is not sufficient for the linearization problem via the generalized Sundman transformation.
The Painlevé equations arise from the study of Hankel determinants generated by moment matrices, whose weights are expressed as the product of ``classical" weights multiplied by suitable ``deformation factors", usually dependent on a ``time variable'' $t$. From ladder operators one finds second order linear ordinary differential equations for associated orthogonal polynomials with coefficients being rational functions. The Painlevé and related functions appear as the residues of these rational functions. We will be interested in the situation when $n$, the order of the Hankel matrix and also t…
Matrix valued Laguerre polynomials are introduced via a matrix weight function involving several degrees of freedom using the matrix nature. Under suitable conditions on the parameters the matrix weight function satisfies matrix Pearson equations, which allow to introduce shift operators for these polynomials. The shift operators lead to explicit expressions for the structures of these matrix valued Laguerre polynomials, such as a Rodrigues formula, the coefficients in the three-term recurrence, differential operators, and expansion formulas.
We investigate the type I and type II multiple orthogonal polynomials on an $r$-star with weight function $|x|^βe^{-x^r}$, with $β>-1$. Each measure $μ_j$, for $1\leq j \leq r$, is supported on the semi-infinite interval $[0,ω^{j-1}\infty)$ with $ω=e^{2πi/r}$. For both the type I and the type II polynomials we give explicit expressions, the coefficients in the recurrence relation, the differential equation and we obtain the asymptotic zero distribution of the polynomials on the diagonal. Also, we give the connection between the Laguerre-Angelesco polynomials and the Jacobi-Angelesco polynomial…
We study negative powers of Laguerre differential operators in $\R$, $d\ge1$. For these operators we prove two-weight $L^p-L^q$ estimates, with ranges of $q$ depending on $p$. The case of the harmonic oscillator (Hermite operator) has recently been treated by Bongioanni and Torrea by using a straightforward approach of kernel estimates. Here these results are applied in certain Laguerre settings. The procedure is fairly direct for Laguerre function expansions of Hermite type, due to some monotonicity properties of the kernels involved. The case of Laguerre function expansions of convolution ty…
Exceptional orthogonal Laguerre polynomials can be viewed as an extension of the classical Laguerre polynomials per excluding polynomials of certain order(s) from being eigenfunctions for the corresponding exceptional differential operator. We are interested in the (so-called) Type I $X_1$-Laguerre polynomial sequence $\{L_n^α\}_{n=1}^\infty$, $\text{deg} \,p_n = n$ and $α>0$, where the constant polynomial is omitted. We derive two representations for the polynomials in terms of moments by using determinants. The first representation in terms of the canonical moments is rather cumbersome. We i…
This note reports on the recent advancements in the search for explicit representation, in classical special functions, of the solutions of the fourth-order ordinary differential equations named Bessel-type, Jacobi-type, Laguerre-type, Legendre-type.
For the oscillator-like systems, connected with the Laguerre, Legendre and Chebyshev polynomials coherent states of Glauber-Barut-Girardello type are defined. The suggested construction can be applied to each system of orthogonal polynomials including classical ones as well as deformed ones.
The Cholesky factorization of the moment matrix is applied to discrete orthogonal polynomials on the homogeneous lattice. In particular, semiclassical discrete orthogonal polynomials, which are built in terms of a discrete Pearson equation, are studied. The Laguerre-Freud structure semi-infinite matrix that models the shifts by $\pm 1$ in the independent variable of the set of orthogonal polynomials is introduced. In the semiclassical case it is proven that this Laguerre-Freud matrix is banded. From the well known fact that moments of the semiclassical weights are logarithmic derivatives of ge…
The $X_m$ exceptional orthogonal polynomials (XOP) form a complete set of eigenpolynomials to a differential equation. Despite being complete, the XOP set does not contain polynomials of every degree. Thereby, the XOP escape the Bochner classification theorem. In literature two ways to obtain XOP have been presented. When m=1, Gram-Schmidt orthogonalization of a so-called "flag" was used. For general m, the Darboux transform was applied. Here, we present a possible flag for the X_m exceptional Laguerre polynomials. We can write more about this. We only want to make specific picks when we also …
We look for spectral type differential equations for the generalized Jacobi polynomials found by T.H. Koornwinder in 1984 and for the Sobolev-Laguerre polynomials. We introduce a method which makes use of computeralgebra packages like Maple and Mathematica and we will give some preliminary results.
We construct a two-parameter family of actions ω_{k,a} of the Lie algebra sl(2,R) by differential-difference operators on R^N \setminus {0}. Here, k is a multiplicity-function for the Dunkl operators, and a>0 arises from the interpolation of the Weil representation of Mp(N,R) and the minimal unitary representation of O(N+1,2) keeping smaller symmetries. We prove that this action ω_{k,a} lifts to a unitary representation of the universal covering of SL(2,R), and can even be extended to a holomorphic semigroup Ω_{k,a}. In the k\equiv 0 case, our semigroup generalizes the Hermite semigroup studie…
We look for spectral type differential equations for the generalized Jacobi polynomials and for the Sobolev-Laguerre polynomials. We use a method involving computeralgebra packages like Maple and Mathematica and we will give some preliminary results.
