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We prove an asymptotic formula for the recurrence coefficients of orthogonal polynomials with orthogonality measure $\log \bigl(\frac{2}{1-x}\bigr) {\rm d}x$ on $(-1,1)$. The asymptotic formula confirms a special case of a conjecture by…

经典分析与常微分方程 · 数学 2024-01-11 Percy Deift , Mateusz Piorkowski

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…

经典分析与常微分方程 · 数学 2017-09-28 A. Gil , J. Segura , N. M. Temme

In this paper we present a survey about analytic properties of polynomials orthogonal with respect to a weighted Sobolev inner product such that the vector of measures has an unbounded support. In particular, we are focused in the study of…

经典分析与常微分方程 · 数学 2011-11-10 Francisco Marcellan , Juan Jose Moreno-Balcazar

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…

数学物理 · 物理学 2009-11-11 T. M. Garoni , P. J. Forrester , N. E. Frankel

We investigate the joint moments of derivatives of characteristic polynomials over the unitary symplectic group $Sp(2N)$ and the orthogonal ensembles $SO(2N)$ and $O^-(2N)$. We prove asymptotic formulae for the joint moments of the $n_1$-th…

数学物理 · 物理学 2024-12-03 Julio C. Andrade , Christopher G. Best

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0$. The classical…

数值分析 · 计算机科学 2018-01-16 Daan Huybrechs , Peter Opsomer

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

数学物理 · 物理学 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We consider random trigonometric polynomials with general dependent coefficients. We show that under mild hypotheses on the structure of dependence, the asymptotics as the degree goes to infinity of the expected number of real zeros…

概率论 · 数学 2024-09-24 Jürgen Angst , Oanh Nguyen , Guillaume Poly

We review some recent results on asymptotic properties of polynomials of large degree, of general holomorphic sections of high powers of positive line bundles over Kahler manifolds, and of Laplace eigenfunctions of large eigenvalue on…

经典分析与常微分方程 · 数学 2007-05-23 Steve Zelditch

In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials…

经典分析与常微分方程 · 数学 2014-10-16 Xiao-Bo Wu , Yu Lin , Shuai-Xia Xu , Yu-Qiu Zhao

Asymptotic approximations of Jacobi polynomials are given in terms of elementary functions for large degree $n$ and parameters $\alpha$ and $\beta$. From these new results, asymptotic expansions of the zeros are derived and methods are…

经典分析与常微分方程 · 数学 2020-07-22 Amparo Gil , Javier Segura , Nico M. Temme

Asymptotic expansions are given for large values of $n$ of the generalized Bernoulli polynomials $B_n^\mu(z)$ and Euler polynomials $E_n^\mu(z)$. In a previous paper L\'opez and Temme (1999) these polynomials have been considered for large…

经典分析与常微分方程 · 数学 2009-09-18 Jose Luis Lopez , Nico M. Temme

Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…

概率论 · 数学 2026-05-08 Džiugas Chvoinikov , Jonas Šiaulys

A fast and weakly stable method for computing the zeros of a particular class of hypergeometric polynomials is presented. The studied hypergeometric polynomials satisfy a higher order differential equation and generalize Laguerre…

数值分析 · 数学 2025-03-27 Nicola Mastronardi , Marc Van Barel , Raf Vandebril , Paul Van Dooren

In this work we deal with a symbolic approach to the general quadratic polynomial decomposition. By means of a symbolic implementation, we investigate some properties of the components sequences like orthogonality and symmetry. We present…

数值分析 · 数学 2017-12-20 Ângela Macedo , Teresa Mesquita , Zélia da Rocha

This is the full version of "Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results" appearing on this server and also…

经典分析与常微分方程 · 数学 2007-05-23 J. Baik , T. Kriecherbauer , K. T. -R. McLaughlin , P. D. Miller

We investigate the asymptotic properties of orthogonal polynomials for a class of inner products including the discrete Sobolev inner products $\langle h,g \rangle = \int hg\, d\mu + \sum_{j=1}^m \sum_{i=0}^{N_j} M_{j,i} h^{(i)}(c_j)…

经典分析与常微分方程 · 数学 2016-09-06 G. López , Francisco Marcellán , Walter Van Assche

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 $\overline{\mathbb{D}}$,…

经典分析与常微分方程 · 数学 2023-10-12 Erwin Miña-Díaz

We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…

数学物理 · 物理学 2022-12-01 T. Assiotis , E. C. Bailey , J. P. Keating

This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…

信息论 · 计算机科学 2014-04-28 Jonathan Scarlett , Alfonso Martinez , Albert Guillén i Fàbregas