Related papers: Double scaling limit for modified Jacobi-Angelesco…
We use precise asymptotic expansions for Jacobi functions $\phi^{(\alpha,\beta)}_\lambda$ parameters $\alpha$, $\beta$ satisfying $\alpha>1/2$, $\alpha>\beta>-1/2$, to generalizing classical H\"ormander-type multiplier theorem for the…
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence…
We investigate the algebraic conditions the scattering data of short-range perturbations of quasi-periodic finite-gap Jacobi operators have to satisfy. As our main result we provide the Poisson-Jensen-type formula for the transmission…
In this paper, we consider scaling limits of exponential utility indifference prices for European contingent claims in the Bachelier model. We show that the scaling limit can be represented in terms of the \emph{specific relative entropy},…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…
Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…
We study whether in the setting of the Deift-Zhou nonlinear steepest descent method one can avoid solving local parametrix problems explicitly, while still obtaining asymptotic results. We show that this can be done, provided an a priori…
The classical A. Markov inequality establishes a relation between the maximum modulus or the $L^{\infty}\left([-1,1]\right)$ norm of a polynomial $Q_{n}$ and of its derivative: $\|Q'_{n}\|\leqslant M_{n} n^{2}\|Q_{n}\|$, where the constant…
A rigorous lower bound is obtained for the average resolution of any estimate of a shift parameter, such as an optical phase shift or a spatial translation. The bound has the asymptotic form k_I/<2|G|> where G is the generator of the shift…
We investigate the asymptotic behavior of solutions of Hamilton-Jacobi equations with large drift term in an open subset of two-dimensional Euclidean space. When the drift is given by $\varepsilon^{-1} (H_{x_2}, -H_{x_1})$ of a Hamiltonian…
In this paper, we are interested in matrix valued orthogonal polynomials on the real line with respect to exponential weights. We obtain strong asymptotics as the degree tends to infinity in different regions of the complex plane, as well…
We investigate long time asymptotics of the modified Camassa-Holm equation in three transition zones under a nonzero background. The first transition zone lies between the soliton region and the first oscillatory region, the second one lies…
In this paper we study the orthogonality conditions satisfied by Jacobi polynomials $P_n^{(\alpha,\beta)}$ when the parameters $\alpha$ and $\beta$ are not necessarily $>-1$. We establish orthogonality on a generic closed contour on a…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence…
In this paper, we establish interior Hessian and gradient estimates for the two-dimensional Lagrangian mean curvature equation when the phase changes signs, provided the gradient of the phase vanishes along its zero set. At the critical…
Applying the Jacobi method of second variation to the Bianchi IX system in Misner variables $(\alpha, \beta_+, \beta_-)$, we specialize to the Taub space background $(\beta_- = 0)$ and obtain the governing equations for linearized…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…
This article studies the application of the Jacobi-Eisenhart lift, Jacobi metric and Maupertius transformation to the Kepler system. We start by reviewing fundamentals and the Jacobi metric. Then we study various ways to apply the lift to…
We establish a topological criterion for connection between reducibility to constant rotations and dual localization, for the general family of analytic quasiperiodic Jacobi operators. As a corollary, we obtain the sharp arithmetic phase…