Asymptotics of Orthogonal Polynomials: Some Old, Some New, Some Identities

We briefly review some asymptotics of orthonormal polynomials. Then we derive the Bernstein–Szeg, the Riemann–Hilbert (or Fokas–Its–Kitaev), and Rakhmanov projection identities for orthogonal polynomials and attempt a comparison of their applications in asymptotics.     

Asymptotics and Zeros of Sobolev Orthogonal Polynomials on Unbounded Supports

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 focus on the asymptotic behaviour of such polynomials as well as in the distribution of their zeros. Some open problems as well as some directions for future research are formulated.Research of Juan José Moreno Balcázar was partially supported by Ministerio de Educación y Ciencia of Spain under grant MTM2005-08648-C02-01 and Junta de Andalucía (FQM 229 and FQM 481).     

Modified Moments and Matrix Orthogonal Polynomials

In the scalar case, computation of recurrence coefficients of polynomials orthogonal with respect to a nonnegative measure is done via the modified Chebyshev algorithm. Using the concept of matrix biorthogonality, we extend this algorithm to the vector case.     

Ratio Asymptotics for Polynomials Orthogonal on Arcs of the Unit Circle

Ratio asymptotics for orthogonal polynomials on the unit circle is characterized in terms of the existence of lim _n |Φ _n (0)| and {lim _n [ Φ _n+1 (0)/ Φ _n (0)] , where denotes the sequence of reflection coefficients. The limit periodic case, that is, when these limits exist for n = j mod k , j = 1, . . ., k , is also considered. December 27, 1996. Date revised: October 14, 1997. Date accepted: December 22, 1997.     

On a Modification of the Jacobi Linear Functional: Asymptotic Properties and Zeros of the Corresponding Orthogonal Polynomials

The paper deals with orthogonal polynomials in the case where the orthogonality condition is related to semiclassical functionals. The polynomials that we discuss are a generalization of Jacobi polynomials and Jacobi-type polynomials. More precisely, we study some algebraic properties as well as the asymptotic behaviour of polynomials orthogonal with respect to the linear functional U U=J _,+A ₁(x–1)+B ₁(x+1)–A ₂(x–1)–B ₂(x+1), where J _, is the Jacobi linear functional, i.e. J _,,p›=_–1 ¹ p(x)(1–x)(1+x)dx,,>–1, pP, and P is the linear space of polynomials with complex coefficients. The asymptotic properties are analyzed in (–1,1) (inner asymptotics) and C[–1,1] (outer asymptotics) with respect to the behaviour of Jacobi polynomials. In a second step, we use the above results in order to obtain the location of zeros of such orthogonal polynomials. Notice that the linear functional U is a generalization of one studied by T. H. Koornwinder when A ₂=B ₂=0. From the point of view of rational approximation, the corresponding Markov function is a perturbation of the Jacobi–Markov function by a rational function with two double poles at ±1. The denominators of the [n–1/n] Padé approximants are our orthogonal polynomials.     

Riesz's Theorem for Orthogonal Matrix Polynomials

We describe the image through the Stieltjes transform of the set of solutions V of a matrix moment problem. We extend Riesz's theorem to the matrix setting, proving that those matrices of measures of V for which the matrix polynomials are dense in the corresponding ² space are precisely those whose Stieltjes transform is an extremal point (in the sense of convexity) of the image set. May 20, 1997. Date revised: January 8, 1998.     

Strong Asymptotics of Laguerre-Type Orthogonal Polynomials and Applications in Random Matrix Theory

We consider polynomials orthogonal on [0,∞) with respect to Laguerre-type weights w(x) = x^α e^-Q(x), where α > -1 and where Q denotes a polynomial with positive leading coefficient. The main purpose of this paper is to determine Plancherel-Rotach-type asymptotics in the entire complex plane for the orthonormal polynomials with respect to w, as well as asymptotics of the corresponding recurrence coefficients and of the leading coefficients of the orthonormal polynomials. As an application we will use these asymptotics to prove universality results in random matrix theory. We will prove our results by using the characterization of orthogonal polynomials via a 2 × 2 matrix valued Riemann--Hilbert problem, due to Fokas, Its, and Kitaev, together with an application of the Deift-Zhou steepest descent method to analyze the Riemann-Hilbert problem asymptotically.     

Strong Asymptotics for the Continuous Sobolev Orthogonal Polynomials on the Unit Circle

Strong (or Szeg -type) asymptotics for orthogonal polynomials with respect to a Sobolev inner product with general measures (the first measure is arbitrary and the second one is absolutely continuous and satisfying a smoothness condition) is obtained. Examples, illustrating the theorems proved, are presented.     

Boundary Asymptotics for Orthogonal Rational Functions on the Unit Circle

Let w() be a positive weight function on the unit circle of the complex plane. For a sequence of points { _k } _{k = 1} included in a compact subset of the unit disk, we consider the orthogonal rational functions _n that are obtained by orthogonalization of the sequence { 1, z / ₁, z ² / ₂, ... } where , with respect to the inner product In this paper we discuss the behaviour of _n (t) for t = 1 and n under certain conditions. The main condition on the weight is that it satisfies a Lipschitz–Dini condition and that it is bounded away from zero. This generalizes a theorem given by Szeg in the polynomial case, that is when all _k = 0.     

Discrete Entropies of Orthogonal Polynomials

Given a nontrivial Borel measure on ℝ, let p _n be the corresponding orthonormal polynomial of degree n whose zeros are λ _j ⁽ⁿ⁾, j=1,…,n. Then for each j=1,…,n,

Difference Equations and Discriminants for Discrete Orthogonal Polynomials

We prove that any set of polynomials orthogonal with respect to a discrete measure supported on equidistant points contained in a half line satisfy a second order difference equation. We also give a discrete analogue of the discriminant and give a general formula for the discrete discriminant of a discrete orthogonal polynomial. As an application we give explicit evaluations of the discrete discriminants of the Meixner and the Hahn polynomials. A difference analogue of the Bethe Ansatz equations is also mentioned.Research partially supported by NSF grant DMS 99-70865     

Mixed Series of Chebyshev Polynomials Orthogonal on a Uniform Grid

We construct an expansion of a discrete function in the form of a mixed series of Chebyshev polynomials. We obtain estimates of the approximation error of the function and its derivatives.     

Szego Orthogonal Polynomials with Respect to an Analytic Weight: Canonical Representation and Strong Asymptotics

We provide a representation in terms of certain canonical functions for a sequence of polynomials orthogonal with respect to a weight that is strictly positive and analytic on the unit circle. These formulas yield a complete asymptotic expansion for these polynomials, valid uniformly in the whole complex plane. As a consequence, we obtain some results about the distribution of zeros of these polynomials. The main technique is the steepest descent analysis of Deift and Zhou, based on the matrix Riemann-Hilbert characterization proposed by Fokas, Its, and Kitaev.     

Cesàro Asymptotics for Orthogonal Polynomials on the Unit Circle and Classes of Measures

The convergence in L²( ) of the even approximants of the Wall continued fractions is extended to the Cesàro–Nevai class CN, which is defined as the class of probability measures σ with lim_n→∞ ∑ⁿ⁻¹_k=0 |a_k|=0, {a_n}_n0 being the Geronimus parameters of σ. We show that CN contains universal measures, that is, probability measures for which the sequence {|_n|² dσ}_n0 is dense in the set of all probability measures equipped with the weak-* topology. We also consider the “opposite” Szeg class which consists of measures with ∑^∞_n=0 (1−|a_n|²)^1/2<∞ and describe it in terms of Hessenberg matrices.     

正交多项式及Pade逼近

利用Ｌｅｇｅｎｄｒｅ多项式的性质，得到ｅｘｐ（ｘ），ｔａｎｘ和ｔａｎｈｘ简单形式的对角Ｐａｄｅ逼近，在［－１，１］上Ｐｎ（ｘ）对于任意较低次幂的多项式是正交的·在求得某些函数的分母时，利用了Ｇａｕｓ求积公式·     

Asymptotics of the averages of orthogonal polynomials on two intervals

We find uniform asymptotics for the averages of orthogonal polynomials on two intervals.     

Jost Asymptotics for Matrix Orthogonal Polynomials on the Real Line

We obtain matrix-valued Jost asymptotics for block Jacobi matrices under an L ¹-type condition on Jacobi coefficients, and give a necessary and sufficient condition for an analytic matrix-valued function to be the Jost function of a block Jacobi matrix with exponentially converging parameters. This establishes the matrix-valued analogue of Damanik and Simon (Int. Math. Res. Not. 32:19396, 2006). The above results allow us to fully characterize the Weyl?CTitchmarsh m-functions of Jacobi matrices with exponentially converging parameters.     

Matrix Valued Orthogonal Polynomials Arising from the Complex Projective Space

The main purpose of this paper is to display new families of matrix valued orthogonal polynomials satisfying second-order differential equations, obtained from the representation theory of U(n). Given an arbitrary positive definite weight matrix W(t) one can consider the corresponding matrix valued orthogonal polynomials. These polynomials will be eigenfunctions of some symmetric second-order differential operator D only for very special choices of W(t). Starting from the theory of spherical functions associated to the pair (SU(n+1), U(n)) we obtain new families of such pairs {W,D}. These depend on enough integer parameters to obtain an immediate extension beyond these cases.