Related papers: Asymptotics of Orthogonal Polynomials via Recurren…
The aim of this paper is to present a new simple recurrence for Appell and Sheffer sequences in terms of the linear functional that defines them, and to explain how this is equivalent to several well-known characterizations appearing in the…
In the context of orthogonal polynomials in the plane we introduce the notion of a polynomially small (PS) perturbation of a measure. In such a case we establish relative asymptotic results for the two sequences of the associated…
We review properties of the $q-$Hermite polynomials and indicate their links with the Chebyshev, Rogers--Szeg\"{o}, Al-Salam--Chihara, continuous $q-$% utraspherical polynomials. In particular we recall the connection coefficients between…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…
Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a standalone method of computation of Gaussian…
We analyze the Hermite polynomials $H_{n}(\xi)$ and their zeros asymptotically as $n\to\infty,$ using the limit relation between the Charlier and Hermite polynomials. Our formulas involve some special functions and they yield very accurate…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials $\pi_n(z)$ with the quartic exponential weight $\exp[-N(\frac 12 z^2+\frac 14 tz^4)]$, where $t\in {\mathbb C}$ and $N\in{\mathbb N}$, $N\to\infty$. Our…
We apply the holonomic gradient method (HGM) introduced by [9] to the calculation of orthant probabilities of multivariate normal distribution. The holonomic gradient method applied to orthant probabilities is found to be a variant of…
$\bar\partial$-extension of the matrix Riemann-Hilbert method is used to study asymptotics of the polynomials $P_n(z)$ satisfying orthogonality relations \[ \int_{-1}^1 x^lP_n(x)\frac{\rho(x)dx}{\sqrt{1-x^2}}=0, \quad l\in\{0,\ldots,n-1\},…
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 Painlev\'e equations using the geometric framework of the Okamoto Space of…
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…
In this paper, we study non-linear differential equations associated with Legendre polynomials and their applications. From our study of non- linear differential equations, we derive some new and explicit identities for Legendre…
We study a q-generalization of the classical Laguerre/Hermite orthogonal polynomials. Explicit results include: the recursive coefficients, matrix elements of generators for the Heisenberg algebra, and the Hankel determinants. The power of…
Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…
We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…
We consider a renewal-like recursion and prove that the solution is polynomially decaying asymptotically under suitable conditions. We prove similar results for the corresponding integral equation. In both cases coefficients and functions…
This paper completes and partially improves some of the results of [arXiv:0809.5002] about the asymptotic behavior of solutions of linear and nonlinear elliptic equations with singular coefficients via an Almgren type monotonicity formula
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
We present a simple approach to discrete q-Hermite polynomials with special emphasis on analogies with the classical case.
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…