Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

Journal Article (Journal Article)

We consider asymptotics for orthogonal polynomials with respect to varying exponential weights wn(x)dx = e-nV(x)dx on the line as n → ∞. The potentials V are assumed to be real analytic, with sufficient growth at infinity. The principle results concern Plancherel-Rotach-type asymptotics for the orthogonal polynomials down to the axis. Using these asymptotics, we then prove universality for a variety of statistical quantities arising in the theory of random matrix models, some of which have been considered recently in [31] and also in [4]. An additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann-Hilbert problem following [19, 20]. The Riemann-Hilbert problem is analyzed in turn using the steepest-descent method introduced in [12] and further developed in [11, 13]. A critical role in our method is played by the equilibrium measure dμv for V as analyzed in [8]. © 1999 John Wiley & Sons, Inc.

Full Text

Duke Authors

Cited Authors

  • Deift, P; Kriecherbauer, T; McLaughlin, KTR; Venakides, S; Zhou, X

Published Date

  • January 1, 1999

Published In

Volume / Issue

  • 52 / 11

Start / End Page

  • 1335 - 1425

International Standard Serial Number (ISSN)

  • 0010-3640

Digital Object Identifier (DOI)

  • 10.1002/(SICI)1097-0312(199911)52:11<1335::AID-CPA1>3.0.CO;2-1

Citation Source

  • Scopus