We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity, Fokas, Its, and Kitaev, showed that there exists a critical value for t around which the asymptotics of the recurrence coefficients are described in terms of exactly specified solutions of the Painleve I equation. In this paper, we present an alternative and more direct proof of this result by means of the Deift/Zhou steepest descent analysis of the Riemann-Hilbert problem associated with the polynomials. Moreover, we extend the analysis to non-symmetric combinations of contours. Special features in the steepest descent analysis are a modified equililbrium problem and the use of Psi-functions for the Painleve I equation in the construction of the local parametrix.
We present an asymmetric $q$-Painlevé equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlevé equation (up to a simple transformation). We will show a stable method of computing a special solution which gives the recurrence coefficients. We establish a connection with $α-q-P_V$.
We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.
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…
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6}…
We give a survey of the connection between orthogonal polynomials, Toda lattices and related lattices, and Painlevé equations (discrete and continuous).
Over the last decade it has become clear that discrete Painlevé equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlevé equation and determining its type according to Sakai's classification scheme, understanding whether it is equivalent to some known (model) example, and especially finding an explicit change of coordinates transforming it to such an example, becomes one of the central ones. Fortunately, Sakai's geometric theory provides an almost algorithmic procedure for answer…
These are the lecture notes for a course on exceptional polynomials taught at the \textit{AIMS-Volkswagen Stiftung Workshop on Introduction to Orthogonal Polynomials and Applications} that took place in Douala (Cameroon) from October 5-12, 2018. They summarize the basic results and construction of exceptional poynomials, developed over the past ten years. In addition, some new results are presented on the construction of rational solutions to Painlevé equation PIV and its higher order generalizations that belong to the $A_{2n}^{(1)}$-Painlevé hierarchy. The construction is based on dressing ch…
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 consider orthogonal polynomials on the unit circle with respect to a weight which is a quotient of $q$-gamma functions. We show that the Verblunsky coefficients of these polynomials satisfy discrete Painlevé equations, in a Lax form, which correspond to an $A_3^{(1)}$ surface in Sakai's classification.
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference equations of certain coefficient functions appearing in the theory. A natural formulation of the Riemann-Hilbert problem is presented which has as its solution the above system of orthogonal polynomials and associated functions. In particular for the case of regular semi-classical weights on the unit circle $ w(z) = \prod^m_{j=1}(z-z_j(t))^{ρ_j} $, consisting…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics and probability and many other disciplines. In these notes we give an introduction to the use of orthogonal polynomials in random matrix theory, we explain the notion of multiple orthogonal polynomials, and we show the link with certain non-linear difference and differential equations known as Painlevé equations.
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order differential equation in one of the parameters of the weights. The non-linear difference equations form a pair of discrete Painlevé equations and the differential equation is the $σ$-form of the sixth Painlevé equation. We briefly investigate the asymptotic behavior of the recurrence coefficients as $n\to \infty$ using the discrete Painlevé equations.
We demonstrate that a system of bi-orthogonal polynomials and their associated functions corresponding to a regular semi-classical weight on the unit circle constitute a class of general classical solutions to the Garnier systems by explicitly constructing its Hamiltonian formulation and showing that it coincides with that of a Garnier system. Such systems can also be characterised by recurrence relations of the discrete Painlevé type, for example in the case with one free deformation variable the system was found to be characterised by a solution to the discrete fifth Painlevé equation. Here …
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
We study bivariate orthogonal polynomials associated with Freud weight functions depending on real parameters. We analyze relations between the matrix coefficients of the three term relations for the orthonormal polynomials as well as the coefficients of the structure relations satisfied by these bivariate semiclassical orthogonal polynomials, also a matrix differential-difference equation for the bivariate orthogonal polynomials is deduced. The extension of the Painlevé equation for the coefficients of the three term relations to the bivariate case and a two dimensional version of the Langmui…
We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlevé equation. The first example deals with Freud weights $|x|^ρ\exp(-|x|^m)$ on the real line, and we repeat Freud's derivation and analysis for the cases $m=2,4,6$. The Freud equations for the recurrence coefficients when $m=4$ corresponds to the discrete Painlevé I equation. The second example deals with orthogonal polynomials on the unit circle for the weight $\exp(λ\cos θ)$. These orthogonal polynomials are important in the theory of random unitary matri…
In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $α_n$ and $β_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a partic…
Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect to a well-chosen parameter, according to principles established by D. G. Chudnovsky. Examples are given. For instance, the recurrence coefficients in $a_{n+1}p_{n+1}(x)=xp_n(x) -a_np_{n-1}(x)$ of the orthogonal polynomials related to the weight $\exp(-x^4/4-tx^2)$ on {\blackb R\/} satisfy $4a_n^3\ddot a_n = (3a_n^4+2ta_n^2-n)(a_n^4+2ta_n^2+n)$, and $a_n^2$ sa…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in order to study special continued fractions, recurrence relations, and various asymptotic expansions (G. Freud's contribution [28, 56]). Most striking example is n = 2tw_n + w_n(w_n+1 + w_n + w_n-1) for the recurrence coefficients p_n+1 = xp_n - w_np_n-1 of the orthogonal polynomials related to the weight w(x) = exp(-4(tx^3 + x^4)) (notation of [26, pp. 34-36])…
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…
We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight. Our ladder operator formalism and the associated compatibility conditions give an easy determination of the recurrence coefficients. For $t>0,$ the factor $\rex^{-t/x}$ induces an infinitely strong zero at $x=0.$ With the aid of the compatibility conditions, the recurrence coefficients are expressed in terms of a set of auxiliary quantities that satisfy a syst…
We evaluate the total integral from negative infinity to positive infinity of all global solutions to the Painleve II equation on the real line. The method is based on the interplay between one of the equations of the associated Lax pair and the corresponding Riemann-Hilbert problem. In addition, we evaluate the total integral of a function related to a special solution to the Painleve V equation. As a corollary, we obtain short proofs of the computation of the constant terms of the limiting gap probabilities in the edge and the bulk of the Gaussian Orthogonal and Gaussian Symplectic Ensembles…
We study the orthogonal polynomials and the Hankel determinants associated with Gaussian weight with two jump discontinuities. When the degree $n$ is finite, the orthogonal polynomials and the Hankel determinants are shown to be connected to the coupled Painlevé IV system. In the double scaling limit as the jump discontinuities tend to the edge of the spectrum and the degree $n$ grows to infinity, we establish the asymptotic expansions for the Hankel determinants and the orthogonal polynomials, which are expressed in terms of solutions of the coupled Painlevé II system. As applications, we re-…
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…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials $π_n(z)$ with the quartic exponential weight $\exp[-N(\frac 12 z^2+\frac 14 tz^4)]$, where $t\in {\mathbb C}$ and $N\in{\mathbb N}$, $N\to\infty$. Our goal is to describe these asymptotic behaviors globally for $t\in {\mathbb C}$ in different regions. We also describe the "breaking" curves separating these regions, and discuss their special (critical) points. All these pieces of information combined provide the global asymptotic "phase portrait" of the recurrence coefficients of $π_n(z)$, which was studied num…
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…
We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a semi-classical Laguerre weight and classical solutions of the fourth Painlevé equation. We show that the coefficients in these recurrence relations can be expressed in terms of Wronskians of parabolic cylinder functions which arise in the description of special function solutions of the fourth Painlevé equation.
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations, random matrices, fluid dynamics, and quantum mechanics. Numerical studies suggest the zeros and poles form a deformed n by m rectangular grid. Properly scaled, the zeros and poles appear to densely fill certain curvilinear rectangles as m and n tend to infinity with r=m/n fixed. Generalizing a method of Bertola and Bothner used to study rational Painleve-II func…
We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth Painlevé equation when viewed as functions of one of the parameters in the weight.
In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM with α> -1/2. The factor |\det M|^{2α} induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with V is regular, and that the origin is a right endpoint of its support, we computed the limiting eigenvalue correlation kernel in the double scaling limit as n, N \to \infty such that n^{2/3}(n/N-1) = O(1) by using the Deift-Zhou steepest descent method for the Riemann-Hilbert pro…
In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The discrete equation is explicitly derived in the matrix Freud case, associated with matrix quartic potentials. It is shown that, when the initial condition and the measure are simultaneously triangularizable, this matrix discrete equation possesses the singularity confinement property, independently if the solution under consideration is given by recursion coeffic…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The Riemann-Hilbert problem is given as an appropriate framework for the discussion of the Szego matrix and the associated Szego recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations which a…
We investigate generalizations of the Charlier polynomials on the lattice $\mathbb{N}$, on the shifted lattice $\mathbb{N}+1-β$ and on the bi-lattice $\mathbb{N}\cup (\mathbb{N}+1-β)$. We show that the coefficients of the three-term recurrence relation for the orthogonal polynomials are related to solutions of the fifth Painlevé equation PV (which can be transformed to the third Painlevé equation). Initial conditions for different lattices can be transformed to the classical solutions of PV with special values of the parameters.
We look at some extensions of the Stieltjes-Wigert weight functions. First we replace the variable x by x^2 in a family of weight functions given by Askey in 1989 and we show that the recurrence coefficients of the corresponding orthogonal polynomials can be expressed in terms of a solution of the q-discrete Painlevé III equation. Next we consider the q-Laguerre or generalized Stieltjes-Wigert weight functions with a quadratic transformation and derive recursive equations for the recurrence coefficients of the orthogonal polynomials. These turn out to be related to the q-discrete Painlevé V eq…
We investigate semi-classical generalizations of the Charlier and Meixner polynomials, which are discrete orthogonal polynomials that satisfy three-term recurrence relations. It is shown that the coefficients in these recurrence relations can be expressed in terms of Wronskians of modified Bessel functions and confluent hypergeometric functions, respectively for the generalized Charlier and generalized Meixner polynomials. These Wronskians arise in the description of special function solutions of the third and fifth Painlevé equations.
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlevé equation when viewed as functions of one of the parameters in the weight. We compare different approaches to derive this result, namely, the ladder operators approach, the isomonodromy deformations approach and combining the Toda system for the recurrence coefficients with a discrete equation. We also discuss a relation between the recurrence coefficients for the Freud weight and the semi-classical Laguerre …
In this paper, we consider polynomials orthogonal with respect to a varying perturbed Laguerre weight $e^{-n(z-\log z+t/z)}$ for $t<0$ and $z$ on certain contours in the complex plane. When the parameters $n$, $t$ and the degree $k$ are fixed, the Hankel determinant for the singular complex weight is shown to be the isomonodromy $τ$-function of the Painlevé III equation. When the degree $k=n$, $n$ is large and $t$ is close to a critical value, inspired by the study of the Wigner time delay in quantum transport, we show that the double scaling asymptotic behaviors of the recurrence coefficients…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a sequence of polynomials orthogonal with respect to the weight $$ w(x)=w(x,s):=x^{\al}\rme^{-x}\rme^{-s/x}, \quad 0\leq x<\infty, \al>0, s>0, $$ namely, the determination of the associated Hankel determinant and recurrence coefficients. Here $w(x,s)$ is the Laguerre weight $x^{\al}\:\rme^{-x}$ 'perturbed' by a multiplicative factor $\rme^{-s/x},$ which induces an in…
Boelen et al. (2010) deduced a $q$-discrete Painlevé equation satisfied by the recurrence coefficients of orthogonal polynomials and conjectured that the equation had a unique positive solution. We prove their conjecture and discuss related work in the area, highlighting a potentially unifying methodology.
We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational. In a number of classical special cases the recurrence procedure is equivalent to the difference and q-Painleve equations of chao-dyn/9507010, [Sakai]. Our approach is based on the formalism of discrete integrable operators and discrete Riemann--Hilbert problems developed in math.CO/9912093, math-ph/0111008.
We investigate generalizations of the Charlier and the Meixner polynomials on the lattice N and on the shifted lattice N+1-β. We combine both lattices to obtain the bi-lattice N \cup (N+1-β) and show that the orthogonal polynomials on this bi-lattice have recurrence coefficients which satisfy a non-linear system of recurrence equations, which we can identify as a limiting case of an (asymmetric) discrete Painlevé equation.
In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal polynomials and its second kind functions as well. For this aim, Sylvester type differential Pearson equations for the matrix of weights are shown to be instrumental. Several applications are given, in order of increasing complexity. First, a general discussion of non-Abelian Hermite biorthogonal polynomials in the real line, understood as those whose matrix of w…
We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and nearest-neighbor recurrence relations. It turns out that the recurrence coefficients are related to a discrete Painlevé equation. The asymptotics of the recurrence coefficients, the ratio of the diagonal multiple orthogonal polynomials and the (scaled) zeros of these polynomials are also investigated.
In this paper we study the gap probability problem in the Gaussian Unitary Ensembles of $n$ by $n$ matrices : The probability that the interval $J := (-a,a)$ is free of eigenvalues. In the works of Tracy and Widom, Adler and Van Moerbeke and Forrester and Witte on this subject, it has been shown that two Painleve type differential equations arise in this context. The first is the Jimbo-Miwa-Okomoto $σ-$form and the second is a particular Painleve IV. Using the ladder operator technique of orthogonal polynomials we derive three quantities associated with the gap probability, denoted by $σ_n(a)$…
On the discrete Painlevé equivalence problem, non-conjugate translations and nodal curves
Beijing Institute of Mathematical Sciences and Applications (BIMSA)（北京数学与应用研究所）；Institute of Mathematics, University of Warsaw（华沙大学数学研究所）；Waseda Institute for Advanced Study, Waseda University（早稻田大学高等研究院）
