Using the notion of quantum integers associated with a complex number $q\neq 0$, we define the quantum Hilbert matrix and various extensions. They are Hankel matrices corresponding to certain little $q$-Jacobi polynomials when $|q|<1$, and for the special value $q=(1-\sqrt{5})/(1+\sqrt{5})$ they are closely related to Hankel matrices of reciprocal Fibonacci numbers called Filbert matrices. We find a formula for the entries of the inverse quantum Hilbert matrix.
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.
In this note, we present a systematic method to explicitly compute the determinants and inverses for some generalized Hilbert matrices associated with orthogonal systems with explicit representations. We expressed the determinant, the inverse and a lower bound for the smallest eigenvalue of such matrix in terms of the explicit orthogonal system.
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the restrictions either to the odd or to the even points of the complete orthogonality lattice. This is exploited to design very efficient inverse problem algorithms for the reconstruction of persymmetric Jacobi matrices from spectral points. Isospectral deformations of such matrices are also considered. Expressions for the associated polynomials and their weight…
It is shown that monic orthogonal polynomials on the unit circle are the characteristic polynomials of certain five-diagonal matrices depending on the Schur parameters. This result is achieved through the study of orthogonal Laurent polynomials on the unit circle. More precisely, it is a consequence of the five term recurrence relation obtained for these orthogonal Laurent polynomials, and the one to one correspondence established between them and the orthogonal polynomials on the unit circle. As an application, some results relating the behavior of the zeros of orthogonal polynomials and the …
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 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 work we prove analogues of Bessel inequality and Riesz-Fisher theorem in Hilbert spaces with respect to sequences. We apply our generalized Bessel inequality to the Hilbert spaces associated with the Normal, Beta, Gamma and certain discrete probability distributions to show how to generate certain type of inequalities for special functions systematically.
We study the orthogonal complement of the Hilbert subspace considered by by van Eijndhoven and Meyers in [J. Math. Anal. Appl. 146 (1990), no. 1, 89--98} and associated to holomorphic Hermite polynomials. A polyanalytic orthonormal basis is given and the explicit expressions of the corresponding reproducing kernel functions and Segal--Bargmann integral transforms are provided.
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 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.
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.
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.
Classical moment functionals (Hermite, Laguerre, Jacobi, Bessel) can be characterized as those linear functionals whose moments satisfy a second order linear recurrence relation. In this work, we use this characterization to link the theory of classical orthogonal polynomials and the study of Hankel matrices whose entries satisfy a second order linear recurrence relation. Using the recurrent character of the entries of such Hankel matrices, we give several characterizations of the triangular and diagonal matrices involved in their Cholesky factorization and connect them with a corresponding ch…
We describe a Riemann-Hilbert problem for a family of $q$-orthogonal polynomials, $\{ P_n(x) \}_{n=0}^\infty$, and use it to deduce their asymptotic behaviours in the limit as the degree, $n$, approaches infinity. We find that the $q$-orthogonal polynomials studied in this paper share certain universal behaviours in the limit $n\to\infty$. In particular, we observe that the asymptotic behaviour near the location of their smallest zeros, $x \sim q^{n/2}$, and norm, $\|P_n\|_2$, are independent of the weight function as $n\to\infty$.
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…
We prove that for any $n\times n$ matrix, $A$, and $z$ with $|z|\geq \|A\|$, we have that $\|(z-A)^{-1}\|\leq\cot (\fracπ{4n}) \dist (z, \spec(A))^{-1}$. We apply this result to the study of random orthogonal polynomials on the unit circle.
We study Jacobi matrices on trees whose coefficients are generated by multiple orthogonal polynomials. Hilbert space decomposition into an orthogonal sum of cyclic subspaces is obtained. For each subspace, we find generators and the generalized eigenfunctions written in terms of the orthogonal polynomials. The spectrum and its spectral type are studied for large classes of orthogonality measures.
We consider polynomials that are orthogonal on $[-1,1]$ with respect to a modified Jacobi weight $(1-x)^α(1+x)^βh(x)$, with $α,β>-1$ and $h$ real analytic and stricly positive on $[-1,1]$. We obtain full asymptotic expansions for the monic and orthonormal polynomials outside the interval $[-1,1]$, for the recurrence coefficients and for the leading coefficients of the orthonormal polynomials. We also deduce asymptotic behavior for the Hankel determinants. For the asymptotic analysis we use the steepest descent technique for Riemann--Hilbert problems developed by Deift and Zhou, and applied to …
We provide an explicit spectral representation for several weighted Hankel matrices by means of the so called commutator method. These weighted Hankel matrices are found in the commutant of Jacobi matrices associated with orthogonal polynomials from the Askey scheme whose Jacobi parameters are polynomial functions of the index. We also present two more results of general interest. First, we give a complete description of the commutant of a Jacobi matrix. Second, we deduce a necessary and sufficient condition for a weighted Hankel matrix commuting with a Jacobi matrix to determine a unique self…
We give a Riemann-Hilbert approach to the theory of matrix orthogonal polynomials. We will focus on the algebraic aspects of the problem, obtaining difference and differential relations satisfied by the corresponding orthogonal polynomials. We will show that in the matrix case there is some extra freedom that allows us to obtain a family of ladder operators, some of them of 0-th order, something that is not possible in the scalar case. The combination of the ladder operators will lead to a family of second-order differential equations satisfied by the orthogonal polynomials, some of them of 0-…
We introduce and develop a theory of orthogonality with respect to Sobolev inner products on the real line for sequences of functions with a tridiagonal, skew-Hermitian differentiation matrix. While a theory of such L2-orthogonal systems is well established, Sobolev orthogonality requires new concepts and their analysis. We characterise such systems completely as appropriately weighed Fourier transforms of orthogonal polynomials and present a number of illustrative examples, inclusive of a Sobolev-orthogonal system whose leading N coefficients can be computed in $\mathcal{O}(N \log N)$ operati…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and tau-functions, expressed as Hermitian matrix integrals. This paper is concerned with a sequence of t-perturbed weights, rather than one single weight. This sequence leads to moments, polynomials and a (fuller) matrix evolving according to the discrete KP-hierarchy. The associated tau-functions have integral, as well as vertex operator representations. Among the examp…
Spectral and factorization properties of oscillatory matrices leads to a spectral Favard theorem for bounded banded matrices, that admit a positive bidiagonal factorization, in terms of sequences of mixed multiple orthogonal polynomials with respect to a set positive Lebesgue-Stieltjes measures. A mixed multiple Gauss quadrature formula with corresponding degrees of precision is given.
We consider a set of measures on the real line and the corresponding system of multiple orthogonal polynomials (MOPs) of the first and second type. Under some very mild assumptions, which are satisfied by Angelesco systems, we define self-adjoint Jacobi matrices on certain rooted trees. We express their Green's functions and the matrix elements in terms of MOPs. This provides a generalization of the well-known connection between the theory of polynomials orthogonal on the real line and Jacobi matrices on $\mathbb{Z}_+$ to higher dimension. We illustrate importance of this connection by proving…
