
A riemann-Hilbert approach to asymptotic questions for orthogonal polynomials
A few years ago the authors introduced a new approach to study asymptotic questions for orthogonal polynomials. In this paper we give an overview of our method and review the results which have been obtained in Deift et al. (Internat. Math. Res. Notices (1997) 759, Comm. Pure Appl. Math. 52 (1999) 1491, 1335), Deift (Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach, Courant Lecture Notes, Vol. 3, New York University, 1999), Kriecherbauer and McLaughlin (Internat. Math. Res. Notices (1999) 299) and Baik et al. (J. Amer. Math. Soc. 12 (1999) 1119). We mainly consider orthogonal polynomials with respect to weights on the real line which are either (1) Freud-type weights dα(x) = e-Q(x) dx (Q polynomial or Q(x) = xβ, β>0), or (2) varying weights dαn(x) = e-nV(x) dx (V analytic, limx→∞V(x)/logx = ∞). We obtain Plancherel-Rotach-type asymptotics in the entire complex plane as well as asymptotic formulae with error estimates for the leading coefficients, for the recurrence coefficients, and for the zeros of the orthogonal polynomials. Our proof starts from an observation of Fokas et al. (Comm. Math. Phys. 142 (1991) 313) that the orthogonal polynomials can be determined as solutions of certain matrix valued Riemann-Hilbert problems. We analyze the Riemann-Hilbert problems by a steepest descent type method introduced by Deift and Zhou (Ann. Math. 137 (1993) 295) and further developed in Deift and Zhou (Comm. Pure Appl. Math. 48 (1995) 277) and Deift et al. (Proc. Nat. Acad. Sci. USA 95 (1998) 450). A crucial step in our analysis is the use of the well-known equilibrium measure which describes the asymptotic distribution of the zeros of the orthogonal polynomials. © 2001 Elsevier Science B.V. All rights reserved.
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- Numerical & Computational Mathematics
- 0906 Electrical and Electronic Engineering
- 0103 Numerical and Computational Mathematics
- 0102 Applied Mathematics
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Published In
DOI
ISSN
Publication Date
Volume
Issue
Start / End Page
Related Subject Headings
- Numerical & Computational Mathematics
- 0906 Electrical and Electronic Engineering
- 0103 Numerical and Computational Mathematics
- 0102 Applied Mathematics