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We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…

Probability · Mathematics 2026-05-18 Folkmar Bornemann

Let $w$ be a weight on the unit disk $\mathbb{D}$ having the form \[w(z)=|v(z)|^2\prod_{k=1}^s\left|\frac{z-a_k}{1-z\overline{a}_k}\right|^{m_k}\,,\quad m_k>-2,\ |a_k|<1,\] where $v$ is analytic and free of zeros in $\overline{\mathbb{D}}$,…

Classical Analysis and ODEs · Mathematics 2023-10-12 Erwin Miña-Díaz

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

Mathematical Physics · Physics 2009-11-11 T. M. Garoni , P. J. Forrester , N. E. Frankel

We consider the orthogonal polynomials $\{P_{n}(z)\}$ with respect to the measure $|z-a|^{2N c} {\rm e}^{-N |z|^2} \,{\rm d} A(z)$ over the whole complex plane. We obtain the strong asymptotic of the orthogonal polynomials in the complex…

Mathematical Physics · Physics 2013-11-05 Ferenc Balogh , Marco Bertola , Seung Yeop Lee , Kenneth D. T-R McLaughlin

We examine the asymptotics of a sequence of lacunary binomial-type polynomials $\wp_n(z)$ as $n\rightarrow\infty$ that have arisen in the problem of the expected number of independent sets of vertices of finite simple graphs. We extend the…

Classical Analysis and ODEs · Mathematics 2015-01-29 R. B. Paris

In this paper we derive uniform asymptotic expansions for the partial sums of the exponential series. We indicate how this information will be used in a later publication to obtain full and explicitly computable asymptotic expansions with…

Classical Analysis and ODEs · Mathematics 2010-07-30 T. Kriecherbauer , A. B. J. Kuijlaars , K. D. T-R McLaughlin , P. D. Miller

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…

Classical Analysis and ODEs · Mathematics 2016-09-15 Dan Dai

In this paper we consider the strong asymptotic behavior of Laguerre polynomials in the complex plane. The leading behavior is well known from Perron and Mehler-Heine formulas, but higher order coefficients, which are important in the…

Classical Analysis and ODEs · Mathematics 2013-06-25 Alfredo Deaño , Edmundo J. Huertas , Francisco Marcellán

A pair of linearly independent asymptotic solutions are constructed for the second-order linear difference equation {equation*} P_{n+1}(x)-(A_{n}x+B_{n})P_{n}(x)+P_{n-1}(x)=0, {equation*} where $A_n$ and $B_n$ have asymptotic expansions of…

Classical Analysis and ODEs · Mathematics 2014-04-09 Lihua Cao , Yutian Li

We study a family of polynomials which are orthogonal with respect to the varying, highly oscillatory complex weight function $e^{ni\lambda z}$ on $[-1,1]$, where $\lambda$ is a positive parameter. This family of polynomials has appeared in…

Classical Analysis and ODEs · Mathematics 2020-04-07 Andrew F. Celsus , Guilherme L. F. Silva

We consider the orthogonal polynomials, $\{P_n(z)\}_{n=0,1,\cdots}$, with respect to the measure $$|z-a|^{2c} e^{-N|z|^2}dA(z)$$ supported over the whole complex plane, where $a>0$, $N>0$ and $c>-1$. We look at the scaling limit where $n$…

Mathematical Physics · Physics 2017-05-24 Seung-Yeop Lee , Meng Yang

The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good…

Classical Analysis and ODEs · Mathematics 2020-04-13 A. Gil , J. Segura , N. M. Temme

Let $D$ be a domain obtained by removing, out of the unit disk $\{z:|z|<1\}$, finitely many mutually disjoint closed disks, and for each integer $n\geq 0$, let $P_n(z)=z^n+\cdots$ be the monic $n$th-degree polynomial satisfying the planar…

Classical Analysis and ODEs · Mathematics 2023-01-24 James Henegan , Erwin Miña-Díaz

$\bar\partial$-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\},…

Classical Analysis and ODEs · Mathematics 2022-02-22 Maxim L. Yattselev

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

Mathematical Physics · Physics 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…

Classical Analysis and ODEs · Mathematics 2016-09-06 Alphonse P. Magnus

In this work we find and discuss an asymptotic formula, as $n\to\infty$, for the reproducing kernel $K_n(z,w)$ in spaces of full-plane weighted polynomials $W(z)=P(z)\cdot e^{-\frac 12nQ(z)},$ where $P(z)$ is a holomorphic polynomial of…

Mathematical Physics · Physics 2023-09-28 Yacin Ameur , Joakim Cronvall

Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…

Classical Analysis and ODEs · Mathematics 2025-07-08 T. M. Dunster

We study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma}\mathrm{e}^{-4nx},\;x\in[0,\infty),\;\gamma>-1$, lie in the interval $[0,\alpha]$. By using…

Mathematical Physics · Physics 2021-06-16 Shulin Lyu , Chao Min , Yang Chen

We study the asymptotic zero distribution of the rescaled Laguerre polynomials, $\displaystyle L_n^{(\alpha_n)}(nz)$, with the parameter $\alpha_n$ varying in such a way that $\displaystyle \lim_{n\rightarrow \infty}\alpha_n/n=-1$. The…

Complex Variables · Mathematics 2010-11-10 Carlos Díaz Mendoza , Ramón Orive