On the limit behavior of recurrence coefficients for multiple orthogonal polynomials

In this paper we investigate general properties of the coefficients in the recurrence relation satisfied by multiple orthogonal polynomials. The results include as particular cases Angelesco and Nikishin systems.     

A canonical family of multiple orthogonal polynomials for Nikishin systems

For any pair of compact intervals of the real line Δ₁, Δ₂, with Δ₁∩Δ₂=∅, we obtain two probability measures μ₁, τ₁, supported on Δ₁ and Δ₂ respectively, such that the Nikishin system N(μ₁,τ₁) has a sequence of monic multiple orthogonal polynomials which satisfy a four term recurrence relation with constant coefficients of period 2. The measures are obtained from the functions which give the ratio asymptotic of multiple orthogonal polynomials with respect to an arbitrary Nikishin system N(σ₁,σ₂) on Δ₁, Δ₂, such that a.e. on Δi, i=1,2. The role of μ₁, τ₁ is symmetric in the sense that the same construction is possible on Δ₂, Δ₁, with N(τ₁,μ₁).     

Quadratic Hermite–Padé polynomials associated with the exponential function

The asymptotic behavior of quadratic Hermite–Padé polynomials associated with the exponential function is studied for n→∞. These polynomials are defined by the relation

(*)

p_n(z)+q_n(z)e^z+r_n(z)e^2z=O(z³ⁿ⁺²) as z→0,

where O(·) denotes Landau's symbol. In the investigation analytic expressions are proved for the asymptotics of the polynomials, for the asymptotics of the remainder term in (*), and also for the arcs on which the zeros of the polynomials and of the remainder term cluster if the independent variable z is rescaled in an appropriate way. The asymptotic expressions are defined with the help of an algebraic function of third degree and its associated Riemann surface. Among other possible applications, the results form the basis for the investigation of the convergence of quadratic Hermite–Padé approximants, which will be done in a follow-up paper.     

Scalar and matrix Riemann–Hilbert approach to the strong asymptotics of Padé approximants and complex orthogonal polynomials with varying weight

We describe methods for the derivation of strong asymptotics for the denominator polynomials and the remainder of Padé approximants for a Markov function with a complex and varying weight. Two approaches, both based on a Riemann–Hilbert problem, are presented. The first method uses a scalar Riemann–Hilbert boundary value problem on a two-sheeted Riemann surface, the second approach uses a matrix Riemann–Hilbert problem. The result for a varying weight is not with the most general conditions possible, but the loss of generality is compensated by an easier and transparent proof.     

Relative asymptotic of multiple orthogonal polynomials for Nikishin systems

We prove the relative asymptotic behavior for the ratio of two sequences of multiple orthogonal polynomials with respect to the Nikishin systems of measures. The first Nikishin system is such that for each k, σ_k has a constant sign on its compact support consisting of an interval , on which almost everywhere, and a discrete set without accumulation points in . If denotes the smallest interval containing , we assume that Δ_k∩Δ_k+1=0/, k=1,…,m−1. The second Nikishin system is a perturbation of the first by means of rational functions r_k, k=1,…,m, whose zeros and poles lie in .     

A shortcut to asymptotics for orthogonal polynomials

We consider the asymptotic behavior of the ratios q_n+1(z)/q_n(z) of polynomials orthonormal with respect to some positive measure μ. Let the recurrence coefficients _n and β_n converge to 0 and , respectively. Then, q_n+1(z)/q_n(z) Φ(z),for n→∞ locally uniformly for , where Φ maps conformally onto the exterior of the unit disc (Nevai (1979)). We provide a new and direct proof for this and some related results due to Nevai, and apply it to convergence acceleration of diagonal Padé approximants.     

Asymptotics of polynomials orthogonal with respect to varying measures

Letd be a finite positive Borel measure on the interval [0, 2] such that >0 almost everywhere; andW _n be a sequence of polynomials, degW _n =n, whose zeros (w _n ,1,,w _n,n lie in [|z|1]. Let d _n <> for each_nN, whered _n =d/|W _n (e ⁱ )|². We consider the table of polynomials _n,m such that for each fixednN the system _n,m,mN, is orthonormal with respect tod _n . If

Commuting difference operators, spinor bundles and the asymptotics of orthogonal polynomials with respect to varying complex weights

The paper has three parts. In the first part we apply the theory of commuting pairs of (pseudo) difference operators to the (formal) asymptotics of orthogonal polynomials: using purely geometrical arguments we show heuristically that the asymptotics, for large degrees, of orthogonal polynomial with respect to varying weights is intimately related to certain spinor bundles on a hyperelliptic algebraic curve reproducing formulae appearing in the works of Deift et al. on the subject.In the second part we show that given an arbitrary nodal hyperelliptic curve satisfying certain conditions of admissibility we can reconstruct a sequence of polynomials orthogonal with respect to semiclassical complex varying weights supported on several curves in the complex plane. The strong asymptotics of these polynomials will be shown to be given by the spinors introduced in the first part using a Riemann-Hilbert analysis.In the third part we use Strebel theory of quadratic differentials and the procedure of welding to reconstruct arbitrary admissible hyperelliptic curves. As a result we can obtain orthogonal polynomials whose zeroes may become dense on a collection of Jordan arcs forming an arbitrary forest of trivalent loop-free trees.     

B-splines and Hermite–Padé approximants to the exponential function

This paper is the continuation of a work initiated in [P. Sablonnière, An algorithm for the computation of Hermite–Padé approximations to the exponential function: divided differences and Hermite–Padé forms. Numer. Algorithms 33 (2003) 443–452] about the computation of Hermite–Padé forms (HPF) and associated Hermite–Padé approximants (HPA) to the exponential function. We present an alternative algorithm for their computation, based on the representation of HPF in terms of integral remainders with B-splines as Peano kernels. Using the good properties of discrete B-splines, this algorithm gives rise to a great variety of representations of HPF of higher orders in terms of HPF of lower orders, and in particular of classical Padé forms. We give some examples illustrating this algorithm, in particular, another way of constructing quadratic HPF already described by different authors. Finally, we briefly study a family of cubic HPF.     

Interpolatory integration rules and orthogonal polynomials with varying weights

We investigate which types of asymptotic distributions can be generated by the knots of convergent sequences of interpolatory integration rules. It will turn out that the class of all possible distributions can be described exactly, and it will be shown that the zeros of polynomials that are orthogonal with respect to varying weight functions are good candidates for knots of integration rules with a prescribed asymptotic distribution.Research supported by the Deutsche Forschungsgemeinschaft (AZ: Sta 299/4-2).     

On orthogonal polynomials with respect to the form -(x - c)S'

Summary A form (linear functional) $u$ is called regular if we can associate with it a sequence of monic orthogonal polynomials. On certain regularity conditions, the product of a non regular form by a polynomial can be regular. The purpose of this work is to establish regularity conditions of the form $-(x-c){\mathbf S}',$ where ${\mathbf S}$ is a classical (Bessel, Jacobi). We give the second-order recurrence relations and structure relations of its corresponding orthogonal polynomial sequence. We conclude with an example as an illustration.     

Some families of generating functions for a class of bivariate polynomials

The main purpose of this paper is to present various families of generating functions for a class of polynomials in two variables. Furthermore, several general classes of bilinear, bilateral or mixed multilateral generating functions are obtained for these polynomials.     

Zeros and logarithmic asymptotics of Sobolev orthogonal polynomials for exponential weights

We obtain the (contracted) weak zero asymptotics for orthogonal polynomials with respect to Sobolev inner products with exponential weights in the real semiaxis, of the form , with γ>0, which include as particular cases the counterparts of the so-called Freud (i.e., when φ has a polynomial growth at infinity) and Erdös (when φ grows faster than any polynomial at infinity) weights. In addition, the boundness of the distance of the zeros of these Sobolev orthogonal polynomials to the convex hull of the support and, as a consequence, a result on logarithmic asymptotics are derived.     

Resurgence relation and global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach

A global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach is presented,with respect to the polynomial degree.The domains of uniformity are described in certain phase variables.A resurgence relation within the sequence of Riemann-Hilbert problems is observed in the procedure of derivation.Global asymptotic approximations are obtained in terms of the Airy function.The system of Hermite polynomials is used as an illustration.     

Expansions of one density via polynomials orthogonal with respect to the other

We expand the Chebyshev polynomials and some of its linear combination in linear combinations of the q-Hermite, the Rogers (q-utraspherical) and the Al-Salam-Chihara polynomials and vice versa. We use these expansions to obtain expansions of some densities, including q-Normal and some related to it, in infinite series constructed of the products of the other density times polynomials orthogonal to it, allowing deeper analysis and discovering new properties. On the way we find an easy proof of expansion of the Poisson-Mehler kernel as well as its reciprocal. We also formulate simple rule relating one set of orthogonal polynomials to the other given the properties of the ratio of the respective densities of measures orthogonalizing these polynomials sets.     

Doubly periodic lozenge tilings of a hexagon and matrix valued orthogonal polynomials

We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period 2 in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel is expressed in terms of non‐Hermitian matrix valued orthogonal polynomials (OPs). This model belongs to a class of models for which the existing techniques for studying asymptotics cannot be applied. The novel part of our method consists of establishing a connection between matrix valued and scalar valued OPs. This allows to simplify the double contour formula for the kernel obtained by Duits and Kuijlaars by reducing the size of a Riemann–Hilbert problem. The proof relies on the fact that the matrix valued weight possesses eigenvalues that live on an underlying Riemann surface of genus 0. We consider this connection of independent interest; it is natural to expect that similar ideas can be used for other matrix valued OPs, as long as the corresponding Riemann surface is of genus 0. The rest of the method consists of two parts, and mainly follows the lines of a previous work of Charlier, Duits, Kuijlaars and Lenells. First, we perform a Deift–Zhou steepest descent analysis to obtain asymptotics for the scalar valued OPs. The main difficulty is the study of an equilibrium problem in the complex plane. Second, the asymptotics for the OPs are substituted in the double contour integral and the latter is analyzed using the saddle point method. Our main results are the limiting densities of the lozenges in the disordered flower‐shaped region. However, we stress that the method allows in principle to rigorously compute other meaningful probabilistic quantities in the model.     

Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

We consider asymptotics for orthogonal polynomials with respect to varying exponential weights w_n(x)dx = e^−nV(x) dx on the line as n → ∞. The potentials V are assumed to be real analytic, with sufficient growth at infinity. The principle results concern Plancherel‐Rotach‐type asymptotics for the orthogonal polynomials down to the axis. Using these asymptotics, we then prove universality for a variety of statistical quantities arising in the theory of random matrix models, some of which have been considered recently in [31] and also in [4]. An additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann‐Hilbert problem following [19, 20]. The Riemann‐Hilbert problem is analyzed in turn using the steepest‐descent method introduced in [12] and further developed in [11, 13]. A critical role in our method is played by the equilibrium measure dμ_V for V as analyzed in [8]. © 1999 John Wiley & Sons, Inc.