We establish rigorously the scaling properties of the Lanczos process appli
ed to an arbitrary extensive many-body system which is carried to convergen
ce n --> infinity and the thermodynamic limit N --> infinity taken. In this
limit the solution for the limiting Lanczos coefficients are found exactly
and generally through two equivalent sets of equations, given initial know
ledge of the exact cumulant generating function. The measure and the orthog
onal polynomial system associated with the Lanczos process in this regime a
re also given explicitly. Some important representations of these Lanczos f
unctions are given, including Taylor series expansions, and theorems contro
ling their general properties are proven. (C) 1999 American Institute of Ph
ysics. [S0022-2488(99)01510-8].