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

Citation
P. Deift et al., Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory, COM PA MATH, 52(11), 1999, pp. 1335-1425
Citations number
40
Categorie Soggetti
Mathematics
Journal title
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS
ISSN journal
00103640 → ACNP
Volume
52
Issue
11
Year of publication
1999
Pages
1335 - 1425
Database
ISI
SICI code
0010-3640(199911)52:11<1335:UAFPOW>2.0.ZU;2-Q
Abstract
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 --> infinity. 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 r ecently in [31] and also in [4]. An additional application concerns the asy mptotics of the recurrence coefficients and leading coefficients for the or thonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann-Hilbert proble m following [19, 20]. The Riemann-Hilbert problem is analyzed in turn using the steepest-descent method introduced in [12] and further developed in [1 1, 13]. A critical role in our method is played by the equilibrium measure d(mu V) for V as analyzed in [8]. (C) 1999 John Wiley & Sons, Inc.