We study the asymptotic behavior of Laguerre polynomials $L_n^{(α_n)}(nz)$ as $n \to \infty$, where $α_n$ is a sequence of negative parameters such that $-α_n/n$ tends to a limit $A > 1$ as $n \to \infty$. These polynomials satisfy a non-hermitian orthogonality on certain contours in the complex plane. This fact allows the formulation of a Riemann--Hilbert problem whose solution is given in terms of these Laguerre polynomials. The asymptotic analysis of the Riemann--Hilbert problem is carried out by the steepest descent method of Deift and Zhou, in the same spirit as done by Deift et al. for the case of orthogonal polynomials on the real line. A main feature of the present paper is the choice of the correct contour.
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…
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…
In this paper we study an analogue of the classical Riemann-Hilbert problem stated for the classes of difference and $q$-difference systems. The Birkhoff's existence theorem was generalized in this paper.
We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + ν} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $ν$ is a fixed number in $\mathbb{R} \setminus \mathbb{N}_0$. With the effect of the factor $(z-1)^{2b}$, the local parametrix near the critical point $z =1$ can be constructed in terms of $Ψ$-functions associated with the Painleve IV equation. We show that the asymptotics of the recurrence coefficients of orthogonal polynomials can be described in terms of specified solution of the Painleve IV equation in the double sca…
In the paper we give an upper estimate of the number of apparent singularities that are sufficient for construction of a system of linear differential equations on a Riemann surface with given fuchsian singularities and monodromy.
Orthogonality of the Jacobi and of Laguerre polynomials, P_n^(a,b) and L_n^(a), is established for a,b complex (a,b not negative integers and a+b different from -2,-3,...) using the Hadamard finite part of the integral which gives their orthogonality in the classical cases. Riemann-Hilbert problems that these polynomials satisfy are found. The results are formally similar to the ones in the classical case (when the real parts of a,b are greater than -1)
We study asymptotics of the partition function $Z_N$ of a Laguerre-type random matrix model when the matrix order $N$ tends to infinity. By using the Deift-Zhou steepest descent method for Riemann-Hilbert problems, we obtain an asymptotic expansion of $\log Z_N$ in powers of $N^{-2}$.
We give some additions to the article "On the generalized Riemann-Hilbert problem with irregular singularities" by Bolibruch, Malek, Mitschi (math/0410483). In particular, a weak GRH-problem and the GRH-problem for scalar differential equations are discussed.
In this work, some theorems are established for orthogonal trigonometric polynomials (OTP) including Favard, Baxter, Geronimus, Rakhmanov, Szegö and the strong Szegö theorems which are important in the theory of orthogonal polynomials on the unit circle (OPUC). All these results are based on the mutual representation theorem of OPUC and OTP which deduced by a Riemann-Hilbert problem simultaneously characterizing them. In addition, Szegö recursions, four-term recurrences and some new identities for OPUC and OTP are also obtained by using their Riemann-Hilbert characterizations respectively.
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…
We consider Laguerre polynomials $L_n^{(α_n)}(nz)$ with varying negative parameters $α_n$, such that the limit $A = -\lim_n α_n/n$ exists and belongs to $(0,1)$. For $A > 1$, it is known that the zeros accumulate along an open contour in the complex plane. For every $A \in (0,1)$, we describe a one-parameter family of possible limit sets of the zeros. Under the condition that the limit $r= - \lim_n \frac{1}{n} \log \dist(α_n, \mathbb Z)$ exists, we show that the zeros accumulate on $Γ_r \cup [β_1,β_2]$ with $β_1$ and $β_2$ only depending on $A$. For $r \in [0,\infty)$, $Γ_r$ is a closed loop e…
We investigate the asymptotic behavior of the polynomials p, q, r of degrees n in type I Hermite-Pade approximation to the exponential function, defined by p(z)e^{-z}+q(z)+r(z)e^{z} = O(z^{3n+2}) as z -> 0. These polynomials are characterized by a Riemann-Hilbert problem for a 3x3 matrix valued function. We use the Deift-Zhou steepest descent method for Riemann-Hilbert problems to obtain strong uniform asymptotics for the scaled polynomials p(3nz), q(3nz), and r(3nz) in every domain in the complex plane. An important role is played by a three-sheeted Riemann surface and certain measures and fu…
This is an expanded version of the talk given at the conference ``Constructive Functions Tech-04''. We survey some recent results on canonical representation and asymptotic behavior of polynomials orthogonal on the unit circle with respect to an analytic weight. These results are obtained using the steepest descent method based on the Riemann-Hilbert characterization of these polynomials.
In this paper, we compute the probability that an $N \times N$ matrix from the generalised Gaussian Unitary Ensemble (gGUE) is positive definite, extending a previous result of Dean and Majumdar \cite{DM}. For this purpose, we work out the large degree asymptotics of semi-classical Laguerre polynomials and their recurrence coefficients, using the steepest descent analysis of the corresponding Riemann--Hilbert problem.
We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^αe^{-Q(x)}$, where $α>-1$ 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 p…
A novel approach to Riemann--Hilbert problems of particular class is introduced. The approach is applicable to problems in which the multiplicative jump is set on a half-line. Such problems are linked to some Wiener--Hopf problems motivated by diffraction theory. The new approach is based on ordinary differential equations: the Riemann--Hilbert problem is reduced to finding a coefficient of an ordinary differential equation and solving this equation. The new method leads to an efficient numerical algorithm and opens a road to new asymptotical and analytical advances.
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 this paper we present a general scheme to generate constructive solutions to the Riemann--Hilbert problem via middle convolution and illustrate this approach for a Fuchsian system with four singular points.
In this paper, we consider the discrete Laguerre polynomials $P_{n, N}(z)$ orthogonal with respect to the weight function $w(x) = x^α e^{-N cx}$ supported on the infinite nodes $L_N = \{ x_{k,N} = \frac{k^2}{N^2}, k \in \mathbb{N} \}$. We focus on the "band-saturated region" situation when the parameter $c > \frac{π^2}{4}$. As $n \to \infty$, uniform expansions for $P_{n, n}(z)$ are achieved for $z$ in different regions in the complex plane. Typically, the Airy-function expansions and Gamma-function expansions are derived for $z$ near the endpoints of the band and the origin, respectively. The…
In this paper we give the asymptotic behavior of type I multiple orthogonal polynomials for a Nikishin system of order two with two disjoint intervals. We use the Riemann-Hilbert problem for multiple orthogonal polynomials and the steepest descent analysis for oscillatory Riemann-Hilbert problems to obtain the asymptotic behavior in all relevant regions of the complex plane.
$\bar\partial$-extension of the matrix Riemann-Hilbert method is used to study asymptotics of the polynomials $P_n(z)$ satisfying orthogonality relations \[ \int_{-1}^1 x^lP_n(x)\frac{ρ(x)dx}{\sqrt{1-x^2}}=0, \quad l\in\{0,\ldots,n-1\}, \] where $ρ(x)$ is a positive $m$ times continuously differentiable function on $[-1,1]$, $m\geq3$.
We give an explicit solution of a q-Riemann Hilbert problem which arises in the theory of orthogonal polynomials, prove that it is unique, and deduce several properties. Our new results include the asymptotic behaviour of zeroes in the limit as the degree of the polynomial approaches infinity.
We develop the theory of Riemann-Hilbert problems necessary for the results in part one of this series of papers. In particular, we obtain solutions for a family of non-linear Riemann-Hilbert problems through classical contraction principles and saddle-point estimates. We use compactness arguments to obtain the required smoothness property on solutions. We also consider limit cases of these Riemann-Hilbert problems where the jump function develops discontinuities of the first kind together with zeroes of a specific order at isolated points in the contour. Solutions through Cauchy integrals are…
In this paper we study the spectra of bounded self-adjoint linear operators that are related to finite Hilbert transforms $\mathcal{H}_L:L^2([b_L,0])\to L^2([0,b_R])$ and $\mathcal{H}_R:L^2([0,b_R])\to L^2([b_L,0])$. These operators arise when one studies the interior problem of tomography. The diagonalization of $\mathcal{H}_R,\mathcal{H}_L$ has been previously obtained, but only asymptotically when $b_L\neq-b_R$. We implement a novel approach based on the method of matrix Riemann-Hilbert problems (RHP) which diagonalizes $\mathcal{H}_R,\mathcal{H}_L$ explicitly. We also find the asymptotics …
By the method of weight coefficients, techniques of real analysis and Hermite-Hadamard's inequality, a half-discrete Hardy-Hilbert-type inequality related to the kernel of the hyperbolic cosecant function with the best possible constant factor expressed in terms of the extended Riemann-zeta function is proved. The more accurate equivalent forms, the operator expressions with the norm, the reverses and some particular cases are also considered.
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential relations that these matrix orthogonal polynomials and the second kind functions associated to them verify. For the corresponding matrix recurrence coefficients, non-Abelian extensions of a family of discrete Painlevé d-PIV equations are obtained for the three term recurrence relation coefficients.
The authors use steepest descent ideas to obtain a priori $L^p$ estimates for solutions of Riemann-Hilbert Problems. Such estimates play a crucial role, in particular, in analyzing the long-time behavior of solutions of the perturbed nonlinear Schrödinger equation on the line.
In the present work we use the Levelt's valuation theory to describe all monodromy representations that can be realized by Riemann equation. Also we show that if the monodromy of Riemann equation lies in $SL(2,\mathbb{C})$, then such a monodromy can be realized by a more special Riemann-Sturm-Liouville equation as well. After all the criterion for hypergeometric equation to have monodromy in $SL(2,\mathbb{Z})$ is presented.
In this article, we set up a method of reconstructing to polylogarithms $\mathrm{Li}_k(z)$ from zeta values $ζ(k)$ via the Riemann-Hilbert problem. This is referred to as "a recursive Riemann-Hilbert problem of additive type." Moreover, we suggest a framework of interpreting the connection problem of the Knizhnik-Zamolodochikov equation of one variable as a Riemann-Hilbert problem.
We generalize some classical results for the Schlesinger system of partial differential equations and give the explicit form of its solution, associated with rational matrix functions in general position.
In the application of the Deift-Zhou steepest descent method to the Riemann-Hilbert problem for orthogonal polynomials, a model Riemann-Hilbert problem that appears in the multi-cut case is solved with the use of hyperelliptic theta functions. We present here an alternative approach which uses meromorphic differentials instead of theta functions to construct the solution of the model Riemann-Hilbert problem.
We tackle the Riemann-Hilbert problem on the Riemann sphere as stalk-wise logarithmic modifications of the classical Röhrl-Deligne vector bundle. We show that the solutions of the Riemann-Hilbert problem are in bijection with some families of local filtrations which are stable under the prescribed monodromy maps. We introduce the notion of Birkhoff-Grothendieck trivialisation, and show that its computation corresponds to geodesic paths in some local affine Bruhat-Tits building. We use this to compute how the type of a bundle changes under stalk modifications, and give several corresponding alg…
We describe the close connection between the linear system for the sixth Painlevé equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions and show how, in the case of reducible monodromy, the Riemann-Hilbert formalism can be used to construct explicit polynomial solutions of the Heun equation.
There has been a surge of interest of late in an old result of Nyman and Beurling giving a Hilbert space formulation of the Riemann hypothesis. Many authors have contributed to this circle of ideas, culminating in a beautiful refinement due to Baez-Duarte. The purpose of this little survey is to dis-entangle the resulting web of complications, and reveal the essential simplicity of the main results.
We give sufficient conditions, on data including the monodromy representation, the Stokes matrices and the Poincare ranks at prescribed singularities, to solve the generalized Riemann-Hilbert problem with irregular singularities. We recover in particular the irreducibility condition on the monodromy given by Bolibrukh and Kostov in the classical case. We apply the above criteria to solve the inverse problem in differential Galois theory with a better control of the singularities.
In this article, we derive multiple polylogarithms from multiple zeta values by using a recursive Riemann-Hilbert problem of additive type. Furthermore we show that this Riemann-Hilbert problem is regarded as an inverse problem for the connection problem of the KZ equation of one variable, so that the fundamental solutions to the equation are derived from the Drinfel'd associator by using a Riemann-Hilbert problem of multiplicative type. These results say that the duality relation for the Drinfel'd associator can be interpreted as the solvability condition for this inverse problem.
We show how the Riemann-Hilbert problem can be used to compute correlation kernels for determinantal point processes arising in different models of asymptotic combinatorics and representation theory. The Whittaker kernel and the discrete Bessel kernel are computed as examples.
For the bi-orthogonal polynomials with the third degree polynomial potential functions, the 3 x 3 matrix Riemann-Hilbert problem is explicitly constructed. The developed approach admits an extension to the bi-orthogonal polynomials with arbitrary polynomial potentials.
We consider the relation of the multi-component 2D Toda hierarchy with matrix orthogonal and biorthogonal polynomials. The multi-graded Hankel reduction of this hierarchy is considered and the corresponding generalized matrix orthogonal polynomials are studied. In particular for these polynomials we consider the recursion relations, and for rank one weights its relation with multiple orthogonal polynomials of mixed type with a type II normalization and the corresponding link with a Riemann--Hilbert problem.
In this article we present the hexagon equations for dilogarithms which come from the analytic continuation of the dilogarithm $\mathrm{Li}_2(z)$ to ${\mathbf P}^1 \setminus {0,1,\infty}$. The hexagon equations are equivalent to the coboundary relations for a certain 1-cocycle of holomorphic functions on ${\mathbf P}^1$, and are solved by the Riemann-Hilbert problem of additive type. They uniquely characterize the dilogarithm under the normalization condition.
We study the asymptotic behavior of oscillatory Riemann-Hilbert problems arising in the AKNS hierarchy of integrable nonlinear PDE's. Our method is based on the Deift-Zhou nonlinear steepest descent method in which the given Riemann-Hilbert problem localizes to small neighborhoods of stationary phase points. In their original work, Deift and Zhou only considered analytic phase functions. Subsequently Varzugin extended the Deift-Zhou method to a certain restricted class of non-analytic phase functions. In this paper, we extend Varzugin's method to a substantially more general class of non-analy…
