English

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

Classical Analysis and ODEs 2008-05-15 v1 Probability

Abstract

We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form eNV(x)e^{-NV(x)} on the real line, assuming that VV 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 nonanalytic jump matrices suitable for analyzing such problems even near transition points where the solution changes from oscillatory to exponential behavior.

Keywords

Cite

@article{arxiv.0805.1980,
  title  = {The dbar steepest descent method for orthogonal polynomials on the real line with varying weights},
  author = {K. T. -R. McLaughlin and P. D. Miller},
  journal= {arXiv preprint arXiv:0805.1980},
  year   = {2008}
}

Comments

39 pages, 4 figures