Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results
Jinho Baik, Thomas Kriecherbauer, Ken T. -R. McLaughlin, Peter D. Miller
We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials become large. The class of orthogonal polynomials we consider includes as special cases the Krawtchouk and Hahn classical discrete orthogonal polynomials, but is far more general. In particular, we consider nodes that are not necessarily equally spaced. The asymptotic results are given with error bound for all points in the complex plane except for a finite union of discs of arbitrarily small but fixed radii. These exceptional discs are the neighborhoods of the so-called band edges of the associated equilibrium measure. As applications, we prove universality results for correlation functions of a general class of discrete orthogonal polynomial ensembles, and in particular we deduce asymptotic formulae with error bound for certain statistics relevant in the random tiling of a hexagon with rhombus-shaped tiles.
The discrete orthogonal polynomials are characterized in terms of a a Riemann-Hilbert problem formulated for a meromorphic matrix with certain pole conditions. By extending the methods of [17, 22], we suggest a general and unifying approach to handle Riemann-Hilbert problems in the situation when poles of the unknown matrix are accumulating on some set in the asymptotic limit of interest.
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 show how localization and smoothing techniques can be used to establish universality in the bulk of the spectrum for a fixed positive measure mu on [-1,1]. Assume that mu is a regular measure, and is absolutely continuous in an open interval containing some closed subinterval J of (-1,1). Assume that in J, the absolutely continuous component mu' is positive and continuous. Then universality in J for mu follows from universality for the classical Legendre weight. We also establish universality in an L_{p} sense under weaker assumptions on mu.
We provide a new closed form expression for the Geronimus polynomials on the unit circle and use it to obtain new results and formulas. Among our results is a universality result at an endpoint of an arc for polynomials orthogonal with respect to a Geronimus type weight on an arc of the unit circle. The key tool is a formula of McLaughlin for powers of a two-by-two matrix, which we use to derive convenient formulas for Geronimus polynomials.
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a byproduct, this result gives asymptotic information on a certain ratio of the beta=1,2,4 partition functions for log gases.
The sine process is a rigid point process on the real line, which means that for almost all configurations $X$, the number of points in an interval $I = [-R,R]$ is determined by the points of $X$ outside of $I$. In addition, the points in $I$ are an orthogonal polynomial ensemble on $I$ with a weight function that is determined by the points in $X \setminus I$. We prove a universality result that in particular implies that the correlation kernel of the orthogonal polynomial ensemble tends to the sine kernel as the length $|I|=2R$ tends to infinity, thereby answering a question posed by A.I. Bu…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such weights the associated equilibrium measure is supported on a single interval. The precise statement of our results is given in Theorem 1.1 below. For a proof of the Universality Conjecture for unitary ensembles, for the same class of weights, see [DKMVZ2]. Our starting point is Widom's representation [W] of the orthogonal and symplectic correlation kernels …
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. The precise statement of our results is given in Theorem 1.1 and Corollaries 1.2, 1.3 below. For a proof of universality in the bulk of the spectrum, for the same class of weights, for unitary ensembles see [DKMVZ2], and for orthogonal and symplectic ensembles see [DG]. Our starting point in the unitary case is [DKMVZ2], and fo…
We describe an approach to universality limits for orthogonal polynomials on the real line which is completely local and uses only the boundary behavior of the Weyl m-function at the point. We show that bulk universality of the Christoffel-Darboux kernel holds for any point where the imaginary part of the m-function has a positive finite nontangential limit. This approach is based on studying a matrix version of the Christoffel-Darboux kernel and the realization that bulk universality for this kernel at a point is equivalent to the fact that the corresponding m-function has normal limits at th…
We survey the current status of universality limits for $m$-point correlation functions in the bulk and at the edge for unitary ensembles, primarily when the limiting kernels are Airy, Bessel, or Sine kernels. In particular, we consider underlying measures on compact intervals, and fixed and varying exponential weights, as well as universality limits for a variety of orthogonal systems. The scope of the survey is quite narrow: we do not consider $β$ ensembles for $β\neq 2$, nor general Hermitian matrices with independent entries, let alone more general settings. We include some open problems.
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 nona…
The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $θ$ and an external field $V$. For $θ=\frac{1}{2}$ we find the large $n$ behavior of the associated correlation kernel with only few restrictions on $V$. The idea is to relate the ensemble to a type II multiple orthogonal polynomial ensemble that can in turn be related to a $3\times 3$ Riemann-Hilbert problem which we then solve with the Deift-Zhou steepest descent method. The main ingredient is the construction of the local parametrix at the orig…
We investigate a two-dimensional statistical model of N charged particles interacting via logarithmic repulsion in the presence of an oppositely charged compact region K whose charge density is determined by its equilibrium potential at an inverse temperature corresponding to β= 2. When the charge on the region, s, is greater than N, the particles accumulate in a neighborhood of the boundary of K, and form a determinantal point process on the complex plane. We investigate the scaling limit, as N \to \infty, of the associated kernel in the neighborhood of a point on the boundary under the assum…
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin …
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the edge in terms of the Bessel kernel. We will prove that this behavior persists for the Modified Jacobi Unitary Ensemble. This generalization of the Jacobi Unitary Ensemble is associated with the modified Jacobi weight w(x)=(1-x)^α(1+x)^βh(x) where the extra factor h is assumed to be real analytic and strictly positive on [-1,1]. We use the connection with the…
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…
The Muttalib-Borodin ensemble is a probability density function for $n$ particles on the positive real axis that depends on a parameter $θ$ and a weight $w$. We consider a varying exponential weight that depends on an external field $V$. In a recent article, the large $n$ behavior of the associated correlation kernel at the hard edge was found for $θ=\frac{1}{2}$, where only few restrictions are imposed on $V$. In the current article we generalize the techniques and results of this article to obtain analogous results for $θ=\frac{1}{r}$, where $r$ is a positive integer. The approach is to rela…
In this paper, we study the strong asymptotic for the orthogonal polynomials and universality associated with singularly perturbed Pollaczek-Jacobi type weight $$w_{p_J2}(x,t)=e^{-\frac{t}{x(1-x)}}x^α(1-x)^β, $$ where $t \ge 0$, $α>0$, $β>0$ and $x \in [0,1].$ Our main results obtained here include two aspects: { I. Strong asymptotics:} We obtain the strong asymptotic expansions for the monic Pollaczek-Jacobi type orthogonal polynomials in different interval $(0,1)$ and outside of interval $\mathbb{C}\backslash (0,1)$, respectively; Due to the effect of $\frac{t}{x(1-x)}$ for varying $t$, diff…
The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the Christoffel-Darboux kernel [59] become the key for studying universality. In this paper the existing results on the CD-kernel will be extended in two directions. Firstly, in order to analyze the transition from the universal to the non-universal regime, we provide leading order asymptotics that are global rather than local. This allows e.g. to describe the …
