Plancherel-Rotach Asymptotics for $q$-Laguerre Orthogonal Polynomials with Complex Scaling

Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution

Formulae of Plancherel-Rotach type are established for the average characteristic polynomials of certain Hermitian products of rectangular Ginibre random matrices on the region of zeros. These polynomials form a general class of multiple orthogonal hypergeometric polynomials generalizing the classical Laguerre polynomials. The proofs are based on a multivariate version of the complex method of saddle points. After suitable rescaling the asymptotic zero distributions for the polynomials are studied and shown to coincide with the Fuss-Catalan distributions. Moreover, introducing appropriate coor…

Orthogonal Polynomials of Askey-Wilson Type

We study two families of orthogonal polynomials. The first is a finite family related to the Askey-Wilson polynomials but the orthogonality is on the real line. A limiting case of this family is an infinite system of orthogonal polynomials whose moment problem is indeterminate. We provide several orthogonality measures for the infinite family and derive their Plancherel-Rotach asymptotics.

Scaled Asymptotics For Some $q$-Series As $q$ Approaching Unit

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.

Uniform asymptotics for discrete orthogonal polynomials on infinite nodes with an accumulation point

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)}].

Error bounds for the asymptotic expansions of the Hermite polynomials

In this paper, we present explicit and computable error bounds for the asymptotic expansions of the Hermite polynomials with Plancherel--Rotach scale. Three cases, depending on whether the scaled variable lies in the outer or oscillatory interval, or it is the turning point, are considered separately. We introduce the "branch cut" technique to express the error terms as integrals on the contour taken as the one-sided limit of curves approaching the branch cut. This new technique enables us to derive simple error bounds in terms of elementary functions. We also provide recursive procedures for …

Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory

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 dbar steepest descent method for orthogonal polynomials on the real line with varying weights

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…

Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices

Based on the multivariate saddle point method we study the asymptotic behavior of the characteristic polynomials associated to Wishart type random matrices that are formed as products consisting of independent standard complex Gaussian and a truncated Haar distributed unitary random matrix. These polynomials form a general class of hypergeometric functions of type \(_2 F_r\). We describe the oscillatory behavior on the asymptotic interval of zeros by means of formulae of Plancherel-Rotach type and subsequently use it to obtain the limiting distribution of the suitably rescaled zeros. Moreover,…

Laguerre semigroup and Dunkl operators

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…

Universality in Random Matrix Theory for orthogonal and symplectic ensembles

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 …

Universality at the edge of the spectrum for unitary, orthogonal and symplectic ensembles of random matrices

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…

与无序线量子输运理论相关的双正交多项式

Biorthogonal polynomials related to quantum transport theory of disordered wires

本文通过Riemann-Hilbert方法分析无序线量子输运中双正交多项式的渐近性，建立体相正弦普适性和中心极限定理，并严格证明欧姆定律与普适电导涨落。