Related papers: On the Asymptotics of Orthogonal Polynomials on Mu…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with…
t is proved in this paper that there is a fine correlation between the values of $|\zeta(1/2+i\varphi(t)/2)|^4$ and $|\zeta(1/2+it)|^2$ which correspond to two segments with gigantic distance each from other. This new asymptotic formula…
In the field of orthogonal polynomials theory, the classical Markov theorem shows that for determinate moment problems the spectral measure is under control of the polynomials asymptotics. The situation is completely different for…
We study discounted Hamilton Jacobi equations on networks, without putting any restriction on their geometry. Assuming the Hamiltonians continuous and coercive, we establish a comparison principle and provide representation formulae for…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We study orthogonal polynomials with periodically modulated recurrence coefficients when $0$ lies on the hard edge of the spectrum of the corresponding periodic Jacobi matrix. In particular, we show that their orthogonality measure is…
For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…
In this work, we investigate the long-time asymptotic behavior of the Wadati-Konno-Ichikawa equation with initial data belonging to Schwartz space at infinity by using the nonlinear steepest descent method of Deift and Zhou for the…
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…
Asymptotic properties of solutions of difference equation of the form \[ \Delta^m(x_n+u_nx_{n+k})=a_nf(n,x_{\sigma(n)})+b_n \] are studied. We give sufficient conditions under which all solutions, or all solutions with polynomial growth, or…
We consider the rigorous derivation of asymptotic formulas for initial-boundary value problems using the nonlinear steepest descent method. We give detailed derivations of the asymptotics in the similarity and self-similar sectors for the…
The study of the asymptotic distributions of zeros of generalized Jacobi polynomials with non real varying parameters, leads with quadratic differentials. In fact, the support of the limit measure of the root-counting measures sits on the…
In this paper, we take the first step towards an extension of the nonlinear steepest descent method of Deift, Its and Zhou to the case of operator Riemann-Hilbert problems. In particular, we provide long range asymptotics for a Fredholm…
We investigate the long-time asymptotics for the defocusing integrable discrete nonlinear Schr\"odinger equation by means of the Deift-Zhou nonlinear steepest descent method. The leading term is a sum of two terms that oscillate with decay…
We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…
Orthogonalisation of the (ordered) base $\lbrace 1,z^{-1},z,z^{-2},z^{2}, >...c,z^{-k},z^{k},...c \rbrace$ with respect to the real inner product $(f,g) \mapsto \int_{\mathbb{R}}f(s)g(s) \exp (-\mathscr{N} V(s)) \md s$, $\mathscr{N} \in…
There is a vast theory of the asymptotic behavior of orthogonal polynomials with respect to a measure on $\mathbb{R}$ and its applications to Jacobi matrices. That theory has an obvious affine invariance and a very special role for…
Motivated by the study of the asymptotic behavior of Jacobi polynomials $\left( P_{n}^{(nA,nB)}\right) _{n}$ with $A\in \mathbb C$ and $B>0$ we establish the global structure of trajectories of the related rational quadratic differential on…