Painleve IV asymptotics for orthogonal polynomials with respect to a modified Laguerre weight

Details Painleve IV asymptotics for orthogonal polynomials with respect to a modified Laguerre weight Painleve IV asymptotics for orthogonal polynomials with respect to a modified Laguerre weight

2008-04-16

arxiv.org/abs/0804.2564v2

Studies in Applied Mathematics 122 (2009), 29--83

Mathematics

Classical Analysis and ODEs

57 pages, 15 figures

Scientific paper

We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus \mathbb{N}_0$. With the effect of the factor $(z-1)^{2b}$, the local parametrix near the critical point $z =1$ can be constructed in terms of $\Psi$-functions associated with the Painleve IV equation. We show that the asymptotics of the recurrence coefficients of orthogonal polynomials can be described in terms of specified solution of the Painleve IV equation in the double scaling limit. Our method is based on the Deift/Zhou steepest decent analysis of the Riemann-Hilbert problem associated with orthogonal polynomials.

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