The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good strategy for computation and a more efficient approach, such as the use of asymptotic expansions,is recommended. In this paper, we give an overview of the asymptotic expansions considered in [8] for computing Laguerre polynomials $L^{(α)}_n(x)$ for bounded values of the parameter $α$. Additionally, we show examples of the computational performance of an asymptotic expansion for $L^{(α)}_n(x)$ valid for large values of $α$ and $n$. This expansion was used in [6] as starting point for obtaining asymptotic approximations to the zeros. Finally, we analyze the expansions considered in [9], [10] and [11] to compute the Jacobi polynomials for large degrees $n$.
We study right limits of the Bergman Shift matrix. Our results have applications to ratio asymptotics, weak asymptotic measures, relative asymptotics, and zero counting measures of the orthogonal and orthonormal polynomials.
We give the asymptotic behavior of the ratio of two neighboring multiple orthogonal polynomials under the condition that the recurrence coefficients in the nearest neighbor recurrence relations converge.
Mehler-Heine asymptotics describe the behavior of orthogonal polynomials near the edges of the interval where the orthogonality measure is supported. For Jacobi polynomials and Laguerre polynomials this asymptotic behavior near the hard edge involves Bessel functions $J_α$. We show that the asymptotic behavior near the endpoint of the interval of (one of) the measures for multiple orthogonal polynomials involves a generalization of the Bessel function. The multiple orthogonal polynomials considered are Jacobi-Angelesco polynomials, Jacobi-Piñeiro polynomials, multiple Laguerre polynomials, mul…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlevé transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the last part of this article, we list several open problems.
We use the Legendre polynomials and the Hermite polynomials as two examples to illustrate a simple and systematic technique on deriving asymptotic formulas for orthogonal polynomials via recurrence relations. Another application of this technique is to provide a solution to a problem recently raised by M. E. H. Ismail.
We investigate the asymptotic properties of orthogonal polynomials for a class of inner products including the discrete Sobolev inner products $\langle h,g \rangle = \int hg\, dμ+ \sum_{j=1}^m \sum_{i=0}^{N_j} M_{j,i} h^{(i)}(c_j) g^{(i)}(c_j)$, where $μ$ is a certain type of complex measure on the real line, and $c_j$ are complex numbers in the complement of $\supp(μ)$. The Sobolev orthogonal polynomials are compared with the orthogonal polynomials corresponding to the measure $μ$.
This paper deals with monic orthogonal polynomials generated by a Geronimus canonical spectral transformation of the Laguerre classical measure: \[ \frac{1}{x-c}x^{α}e^{-x}dx+Nδ(x-c), \] for $x\in[0,\infty)$, $α>-1$, a free parameter $N\in \mathbb{R}_{+}$ and a shift $c<0$. We analyze the asymptotic behavior (both strong and relative to classical Laguerre polynomials) of these orthogonal polynomials as $n$ tends to infinity.
In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived in quite general assumptions. It is considered some illustrative examples.
We study the asymptotic properties of a class of multiple orthogonal polynomials with respect to a Nikishin system generated by two measures $(σ_1, σ_2)$ with unbounded supports (${supp}(σ_1) \subset \mathbb{R}_+$, ${supp}(σ_2) \subset \mathbb{R}_-$), and such that the second measure $σ_2$ is discrete. The weak asymptotics for these polynomials was obtained previously by V. Sorokin. We use his result and the Riemann-Hilbert analysis to derive the strong asymptotics of these polynomials and of the reproducing kernel.
In this paper, we study a family of orthogonal polynomials $\{ϕ_n(z)\}$ arising from nonlinear coherent states in quantum optics. Based on the three-term recurrence relation only, we obtain a uniform asymptotic expansion of $ϕ_n(z)$ as the polynomial degree $n$ tends to infinity. Our asymptotic results suggest that the weight function associated with the polynomials has an unusual singularity, which has never appeared for orthogonal polynomials in the Askey scheme. Our main technique is the Wang and Wong's difference equation method. In addition, the limiting zero distribution of the polynomia…
We establish the Plancherel-Rotach-type asymptotics around the largest zero (the soft edge asymptotics) for some classes of polynomials satisfying three-term recurrence relations with exponentially increasing coefficients. As special cases, our results include this type of asymptotics for q^{-1}-Hermite polynomials of Askey, Ismail and Masson, q-Laguerre polynomials, and the Stieltjes-Wigert polynomials. We also introduce a one parameter family of solutions to the q-difference equation of the Ramanujan function.
In this paper we present a survey about analytic properties of polynomials orthogonal with respect to a weighted Sobolev inner product such that the vector of measures has an unbounded support. In particular, we are focused in the study of the asymptotic behaviour of such polynomials as well as in the distribution of their zeros. Some open problems as well as some new directions for a future research are formulated.
Many limits are known for hypergeometric orthogonal polynomials that occur in the Askey scheme. We show how asymptotic representations can be derived by using the generating functions of the polynomials. For example, we discuss the asymptotic representation of the Meixner-Pollaczek, Jacobi, Meixner, and Krawtchouk polynomials in terms of Laguerre polynomials.
In this contribution we deal with a varying discrete Sobolev inner product involving the Jacobi weight. Our aim is to study the asymptotic properties of the corresponding orthogonal polynomials and the behavior of their zeros. We are interested in Mehler-Heine type formulae because they describe the essential differences from the point of view of the asymptotic behavior between these Sobolev orthogonal polynomials and the Jacobi ones. Moreover, this asymptotic behavior provides an approximation of the zeros of the Sobolev polynomials in terms of the zeros of other well-known special functions.…
In this paper we deal with polynomials orthogonal with respect to an inner product involving derivatives, that is, a Sobolev inner product. Indeed, we consider Sobolev type polynomials which are orthogonal with respect to $$(f,g)=\int fg dμ+\sum_{i=0}^r M_i f^{(i)}(0) g^{(i)}(0), \quad M_i \ge 0,$$ where $μ$ is a certain probability measure with unbounded support. For these polynomials, we obtain the relative asymptotics with respect to orthogonal polynomials related to $μ$, Mehler--Heine type asymptotics and their consequences about the asymptotic behaviour of the zeros. To establish these re…
In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials $f_n^{(α)}(z)$ where $α$ is a positive parameter. Uniform Plancherel-Rotach type asymptotic formulas are obtained in the entire complex plane including a neighborhood of the origin, and our results agree with the ones obtained earlier in [{\it SIAM J.\;Math.\;Anal} {\bf 25} (1994)] and [{{\it Proc.\;Amer.\;Math.\;Soc.\,}{\bf138} (2010)}].
Let $D$ be a domain obtained by removing, out of the unit disk $\{z:|z|<1\}$, finitely many mutually disjoint closed disks, and for each integer $n\geq 0$, let $P_n(z)=z^n+\cdots$ be the monic $n$th-degree polynomial satisfying the planar orthogonality condition $\int_D P_n(z)\overline{z^m}dxdy=0$, $0\leq m<n$. Under a certain assumption on the domain $D$, we establish asymptotic expansions and formulae that describe the behavior of $P_n(z)$ as $n\to\infty$ at every point $z$ of the complex plane. We also give an asymptotic expansion for the squared norm $\int_D|P_n|^2dxdy$.
Ratio asymptotics for matrix orthogonal polynomials with recurrence coefficients $A_n$ and $B_n$ having limits $A$ and $B$ respectively (the matrix Nevai class) were obtained by Durán. In the present paper we obtain an alternative description of the limiting ratio. We generalize it to recurrence coefficients which are asymptotically periodic with higher periodicity, and/or which are slowly varying in function of a parameter. Under such assumptions, we also find the limiting zero distribution of the matrix orthogonal polynomials, generalizing results by Durán-López-Saff and Dette-Reuther to the…
In this paper we study the asymptotic analysis of the orthogonal trigonometric polynomials by the Riemann-Hilbert problem for the periodic analytic functions.
In this paper we study sequences of matrix polynomials that satisfy a non-symmetric recurrence relation. To study this kind of sequences we use a vector interpretation of the matrix orthogonality. In the context of these sequences of matrix polynomials we introduce the concept of the generalized matrix Nevai class and we give the ratio asymptotics between two consecutive polynomials belonging to this class. We study the generalized matrix Chebyshev polynomials and we deduce its explicit expression as well as we show some illustrative examples. The concept of a Dirac delta functional is introdu…
In this work we investigate Plancherel-Rotach type asymptotics for some $q$-series as $q\to1$. These $q$-series generalize Ramanujan function $A_{q}(z)$; Jackson's $q$-Bessel function $J_ν^{(2)}$(z;q), Ismail-Masson orthogonal polynomials($q^{-1}$-Hermite polynomials) $h_{n}(x|q)$, Stieltjes-Wigert orthogonal polynomials $S_{n}(x;q)$, $q$-Laguerre orthogonal polynomials $L_{n}^{(α)}(x;q)$ and confluent basic hypergeometric series.
Asymptotics of matrix orthogonal polynomials on the real line
Universidad Carlos III de Madrid（马德里卡洛斯三世大学）；CIEM-CONICET and FaMAF-Universidad Nacional de Córdoba（CIEM-CONICET 和科尔多瓦国立大学 FaMAF）；Guangdong Technion Israel Institute of Technology（广东以色列理工学院）
We give the strong asymptotic of Cauchy biorthogonal polynomials under the assumption that the defining measures are supported on non intersecting intervals of the real line and satisfy Szegő's condition. The biorthogonal polynomials are connected with certain mixed type Hermite-Padé polynomials, which verify full orthogonality relations with respect to some varying measures. Thus, the strong asymptotic of orthogonal polynomials with respect to varying measures plays a key role in the study.
From local to global asymptotic behaviour of orthogonal polynomials
Faculty of Mathematics and Physics University of Ljubljana（卢布尔雅那大学数学物理学院）；Institute of Mathematics, Physics and Mechanics（数学、物理与力学研究所）；Departament de Matemàtiques Universitat Autònoma de Barcelona（巴塞罗那自治大学数学系）；Centre de Recerca Matemàtica（数学研究中心）
We give the asymptotic behavior of the zeros of orthogonal polynomials, after appropriate scaling, for which the orthogonality measure is supported on the $q$-lattice $\{q^k, k=0,1,2,3,\ldots\}$, where $0 < q < 1$. The asymptotic distribution of the zeros is given by the radial part of the equilibrium measure of an extremal problem in logarithmic potential theory for circular symmetric measures with a constraint imposed by the $q$-lattice.
Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence of these singular points on the asymptotic behaviour of the recurrence coefficients is investigated.
We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these polynomials. We can apply this result to three examples of multiple orthogonal polynomials, in particular Jacobi-Pineiro, Laguerre I and the example associated with Macdonald functions. We also discuss an application to Toeplitz matrices.
We consider the following discrete Sobolev inner product involving the Gegenbauer weight $$(f,g)_S:=\int_{-1}^1f(x)g(x)(1-x^2)^αdx+M\big[f^{(j)}(-1)g^{(j)}(-1)+f^{(j)}(1)g^{(j)}(1)\big],$$ where $α>-1,$ $j\in \mathbb{N}\cup \{0\},$ and $M>0.$ Let $\{Q_n^{(α,M,j)}\}_{n\geq0}$ be the sequence of orthogonal polynomials with respect to the above inner product. These polynomials are eigenfunctions of a differential operator $\mathbf{T}. $ We establish the asymptotic behavior of the corresponding eigenvalues. Furthermore, we calculate the exact value $$r_0 = \lim_{n\rightarrow \infty}\frac{\log \lef…
In the case when the weight and its inverse belong to BMO(T), we prove the asymptotics of the monic orthogonal polynomials in L^p, 2<p<p_0. Immediate applications include the estimates on the uniform norm and asymptotics for the polynomial entropy.
Let $μ_0$ and $μ_1$ be measures supported on an unbounded interval and $S_{n,λ_n}$ the extremal varying Sobolev polynomial which minimizes \begin{equation*} < P, P >_{λ_n}=\int P^2 dμ_0 + λ_n \int P'^2 dμ_1, \quad λ_n >0 \end{equation*} \noindent in the class of all monic polynomials of degree $n$. The goal of this paper is twofold. On one hand, we discuss how to balance both terms of this inner product, that is, how to choose a sequence $(λ_n)$ such that both measures $μ_0$ and $μ_1$ play a role in the asymptotics of $(S_{n, λ_n}).$ On the other, we apply such ideas to the case when both $μ_0…
We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more. Namely, we find the constructive formula for the density of their orthogonality measure in terms of Turán determinants and we determine their exact asymptotic behavior. We treat both bounded and unbounded cases in a uniform manner.
Let p(t) be a trigonometric polynomial, non-negative on the unit circle. We say that a measure σbelongs to a polynomial Szego class, if the logarithm of its density is summable over the circle with the weight p(t). For the associated orthogonal polynomials, we obtain pointwise asymptotics inside the unit disc. Then, we show that these asymptotics holds in L^2-sense on the unit circle. As a corollary, we get an existence of certain modified wave operators.
In this work we study the Plancherel-Rotach type asymptotics for $q$-Laguerre orthogonal polynomials with complex scaling . The main term of the asymptotics contains Ramanujan function $A_{q}(z)$ for the scaling parameter on the vertical line $\Re(s)=2$, while the main term of the asymptotics involves the theta function for the scaling parameter in the strip $0<\Re(s)<2$. In the latter case the number theoretical property of the scaling parameter completely determines the order of the error term. $ $These asymptotic formulas may provide insights to some new random matrix model and add a new li…
In this work we study the Plancherel-Rotach type asymptotics for Stieltjes-Wigert orthogonal polynomials with complex scaling. The main term of the asymptotics contains Ramanujan function $A_{q}(z)$ for the scaling parameter on the vertical line $\Re(s)=2$, while the main term of the asymptotics involves the theta functions for the scaling parameter in the strip $0<\Re(s)<2$. In the latter case the number theoretical property of the scaling parameter completely determines the order of the error term. $ $ These asymptotic formulas may provide some insights to some new random matrix model and al…
In this work we study the Plancherel-Rotach type asymptotics for Ismail-Masson orthogonal polynomials with complex scaling. The main term of the asymptotics contains Ramanujan function $A_{q}(z)$ for the scaling parameter on the vertical line $\Re(s)={1/2}$, while the main term of the asymptotics involves the theta functions for the scaling parameter in the strip $0<\Re(s)<{1/2}$. In the latter case the number theoretical property of the scaling parameter completely determines the order of the error term. $ $These asymptotic formulas may provide insights to some new random matrix models and al…
Let ${z_n}$ be a sequence in the unit disk ${z\in\mathbb{C}:|z|<1}$. It is known that there exists a unique positive Borel measure in the unit circle ${z\in\mathbb{C}:|z|=1}$ such that the orthogonal polynomials ${Φ_n}$ satisfy [Φ_n(z_n)=0] for each $n=1,2,...$. Characteristics of the orthogonality measure and asymptotic properties of the orthogonal polynomial are given in terms of asymptotic behavior of the sequence ${z_n}$. Particular attention is paid to periodic sequence of zeros ${z_n}$ of period two and three.
The weak convergence of orthogonal polynomials is given under conditions on the asymptotic behaviour of the coefficients in the three-term recurrence relation. The results generalize known results and are applied to several systems of orthogonal polynomials, including orthogonal polynomials on a finite set of points.
We present a formula describing the asymptotics of a class of multivariate orthogonal polynomials with hyperoctahedral symmetry as the degree tends to infinity. The polynomials under consideration are characterized by a factorized weight function satisfying certain analyticity assumptions. As an application, the large-degree asymptotics of the Koornwinder-Macdonald BC_N-type multivariate Askey-Wilson polynomials is determined.
We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients can be written in terms of the solution of the corresponding Riemann-Hilbert problem for orthogonal polynomials. Using the steepest descent method of Deift and Zhou, we analyze the Riemann-Hilbert problem, and obtain complete asymptotic expansions of the recurrence coefficients. We will determine explicitly the order $1/n$ terms in the expansions. A critical …
In this paper we compute the asymptotic behavior of the recurrence coefficients for polynomials orthogonal with respect to a logarithmic weight $w(x){\rm d}x = \log \frac{2k}{1-x}{\rm d}x$ on $(-1,1)$, $k > 1$, and verify a conjecture of A. Magnus for these coefficients. We use Riemann-Hilbert/steepest-descent methods, but not in the standard way as there is no known parametrix for the Riemann-Hilbert problem in a neighborhood of the logarithmic singularity at $x=1$.
We continue studying polynomials generated by the Szegő recursion when a finite number of Verblunsky coefficients lie outside the closed unit disk. We prove some asymptotic results for the corresponding orthogonal polynomials and then translate them to the real line to obtain the Szegő asymptotics for the resulting polynomials. The latter polynomials give rise to a non-symmetric tridiagonal matrix but it is a finite-rank perturbation of a symmetric Jacobi matrix.
This is the full version of "Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results" appearing on this server and also published in IMRN 2003, no. 15, pp. 821-858.
We consider multiple orthogonal polynomials with respect to Nikishin systems generated by two measures $(σ_1, σ_2)$ with unbounded supports ($\mbox{supp} \, σ_1 \subseteq \mathbb{R}_+$, $\mbox{supp} \, σ_2 \subseteq \,\mathbb{R}_-$) and $σ_2$ is discrete. A Nikishin type equilibrium problem in the presence of an external field acting on $\mathbb{R}_+$ and a constraint on $ \mathbb{R}_-$ is stated and solved. The solution is used for deriving the contracted zero distribution of the associated multiple orthogonal polynomials.
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig singularities in cases where some of the singularities merge together, and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in t…
We study the asymptotic zero distribution of type II multiple orthogonal polynomials associated with two Macdonald functions (modified Bessel functions of the second kind). Based on the four-term recurrence relation, it is shown that, after proper scaling, the sequence of normalized zero counting measures converges weakly to the first component of a vector of two measures which satisfies a vector equilibrium problem with two external fields. We also give the explicit formula for the equilibrium vector in terms of solutions of an algebraic equation.
We provide a representation in terms of certain canonical functions for a sequence of polynomials orthogonal with respect to a weight that is strictly positive and analytic on the unit circle. These formulas yield a complete asymptotic expansion for these polynomials, valid uniformly in the whole complex plane. As a consequence, we obtain some results about the distribution of zeros of these polynomials. The main technique is the steepest descent analysis of Deift and Zhou, based on the matrix Riemann-Hilbert characterization proposed by Fokas, Its and Kitaev.
