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]). This example appears in practically all the references below. The connection with discrete Painlevé equations is described here.
We give a survey of the connection between orthogonal polynomials, Toda lattices and related lattices, and Painlevé equations (discrete and continuous).
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.
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 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…
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 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 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-…
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 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 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 $σ_n(a)$…
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…
We express discrete Painlevé equations as discrete Hamiltonian systems. The discrete Hamiltonian systems here mean the canonical transformations defined by generating functions. Our construction relies on the classification of the discrete Painlevé equations based on the surface-type. The discrete Hamiltonians we obtain are written in the logarithm and dilogarithm functions.
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.
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…
We study the Hankel determinant of the generalized Jacobi weight $(x-t)^γx^α(1-x)^β$ for $x\in[0,1]$ with $α, β>0$, $t < 0 $ and $γ\in\mathbb{R}$. Based on the ladder operators for the corresponding monic orthogonal polynomials $P_n(x)$, it is shown that the logarithmic derivative of Hankel determinant is characterized by a $τ$-function for the Painlevé VI system.
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-…
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…
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}…
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…
We examine quantum extensions of the continuous Painlevé equations, expressed as systems of first-order differential equations for non-commuting objects. We focus on the Painlevé equations II, IV and V. From their auto-Bäcklund transformations we derive the contiguity relations which we interpret as the quantum analogues of the discrete Painlevé equations.
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 …
This expository article written for the Notices of the American Mathematical Society provides an overview of transcendental functions arising as solutions of the discrete Painlevé equations, for which the developments of the last two decades have been rich and dynamic. These equations arise at the center of many viewpoints: random matrix theory, algebra, algebraic geometry, dynamical systems and the theory of transcendental functions. The purpose of this article is to reveal this confluence and modern perspectives on it.
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 show that the alternative discrete Painlevé I equation (alt-dP$_{\rm I}$) has a unique solution which remains positive for all $n \geq 0$. Furthermore, we identify this positive solution in terms of a special solution of the second Painlevé equation (P$_{\rm II}$) involving the Airy function $\mathop{\rm Ai}(t)$. The special-function solutions of P$_{\rm II}$ involving only the Airy function $\mathop{\rm Ai}(t)$ therefore have the property that they remain positive for all $n\geq 0$ and all $t \geq 0$, which is a new characterization of these special solutions of P$_{\rm II}$ and alt-dP$_{\…
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.
We study the analytic properties of a matrix discrete system introduced in [7]. The singularity confinement for this system is shown to hold generically, i.e. in the whole space of parameters except possibly for algebraic subvarieties. This paves the way to a generalization of Painleve analysis to discrete matrix models.
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…
We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V equations, respectively. These Fredholm determinants can also be viewed as distribution functions of the first part of the random partitions distributed according to a poissonized Plancherel measure and a z-measure, or as normalized Toeplitz determinants with symbols exp(η(u+1/u)) and (1+u)^z(1+ξ/u)^{z'}. The proofs are based on a general formalism involving d…
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $τ$-function for certain Painlevé transcendents. The coefficients in this expansion are given in terms of conformal blocks of a two-dimensional conformal field theory, which can be written as infinite sums over pairs of partitions. In this note a discrete matrix model is proposed on a lattice whose partition function can be used to obtain a multiple integral representation for the length restricted partial sums of the Painlevé conformal blocks. This leads to expr…
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 …
We study the dynamics of mapping class groups on 2-dimensional character varieties. We shall show that the dynamics of pseudo-Anosov mapping classes resembles in many ways the dynamics of Hénon mappings, and then apply this idea to answer open questions concerning the geometry of discrete and faithful representations, Painlevé sixth equation, and discrete Schroedinger operators.
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this space is given by a mix of residue eigenvectors of the matrix and its inverse. Our approach is motivated by the theory of discrete isomonodromic transformations and their relationship with difference Painlevé equations. In particular, in these coordinates, basic isomonodromic transformations take the form of the discrete Euler-Lagrange equations. Secondly we …
We propose a new bilinear Hirota equation for $τ$-functions associated with the $E_8$ root lattice, that provides a "lens" generalisation of the $τ$-functions for the elliptic discrete Painlevé equation. Our equations are characterized by a positive integer $r$ in addition to the usual elliptic parameters, and involve a mixture of continuous variables with additional discrete variables, the latter taking values on the $E_8$ root lattice. We construct explicit $W(E_7)$-invariant hypergeometric solutions of this bilinear Hirota equation, which are given in terms of elliptic hypergeometric sum/in…
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…
We focus on Fuchsian equations with four accessory parameters and three singular points. We see that the Fuchsian equations admit a "degeneration scheme" in some sense, which is expected to give rise to a degeneration scheme of discrete isomodromic deformation equations with four-dimensional phase space. We compute an example of discrete isomonodromic deformation equations of a certain Fuchsian equation.
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…
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…
Schlesinger transformations are algebraic transformations of a Fuchsian system that preserve its monodromy representation and act on the characteristic indices of the system by integral shifts. One of the important reasons to study such transformations is the relationship between Schlesinger transformations and discrete Painlevé equations; this is also the main theme behind our work. We derive \emph{discrete Schlesinger evolution equations} describing discrete dynamical systems generated by elementary Schlesinger transformations and give their discrete Hamiltonian description w.r.t.~the standa…
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{ρ_j} $ were derived.Here it is shown that in the case $ m=3 $ these difference equations, when applied to the calculation of the underlying U(N) average, reduce to a coupled system identifiable with that obtained by Adler and van Moerbeke using methods of the Toeplitz lattice and Virasoro constraints. Moreover it is shown that this coupled system can be reduced to yield the discrete fifth Painlev…
The classical Painlevé equations are so well known that it may come as a surprise to learn that the asymptotic description of its solutions remains incomplete. The problem lies mainly with the description of families of solutions in the complex domain. Where asymptotic descriptions are known, they are stated in the literature as valid for large connected domains, which include movable poles of families of solutions. However, asymptotic analysis necessarily assumes that the solutions are bounded and so these domains must be punctured at locations corresponding to movable poles, leading to asymp…
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…
Although the theory of discrete Painlevé (dP) equations is rather young, more and more examples of such equations appear in interesting and important applications. Thus, it is essential to be able to recognize these equations, to be able to identify their type, and to see where they belong in the classification scheme. The definite classification scheme for dP equations was proposed by H. Sakai, who used geometric ideas to identify 22 different classes of these equations. However, in a major contrast with the theory of ordinary differential Painlevé equations, there are infinitely many non-equ…
