arXiv subjects

A. B. J. Kuijlaars

Publications and source records attributed to A. B. J. Kuijlaars.

At least 19 recordsLinked to original sources

arXiv2018

The local universality of Muttalib-Borodin biorthogonal ensembles with parameter $θ= \frac{1}{2}$

The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $θ$ and an external field $V$. For $θ=\frac{1}{2}$ we find the large $n$ behavior of the associated correlation kernel with only few restrictions on $V$. The idea is to relate the ensemble to a type II multiple orthogonal polynomial ensemble that can in turn be related to a $3\times 3$ Riemann-Hilbert problem which we then solve with the Deift-Zhou steepest descent method. The main ingredient is the construction of the local parametrix at the origin, with the help of Meijer G-functions, and its matching condition with a global parametrix. We will present a new iterative technique to obtain the matching condition, which we expect to be applicable in more general situations as well.

math.CA↗

arXiv2015

Recurrence Relations for Exceptional Hermite Polynomials

The bispectral anti-isomorphism is applied to differential operators involving elements of the stabilizer ring to produce explicit formulas for all difference operators having any of the Hermite exceptional orthogonal polynomials as eigenfunctions with eigenvalues that are polynomials in $x$.

math.CA↗

arXiv2014

Zeros of exceptional Hermite polynomials

We study the zeros of exceptional Hermite polynomials associated with an even partition $λ$. We prove several conjectures regarding the asymptotic behavior of both the regular (real) and the exceptional (complex) zeros. The real zeros are distributed as the zeros of usual Hermite polynomials and, after contracting by a factor $\sqrt{2n}$, we prove that they follow the semi-circle law. The non-real zeros tend to the zeros of the generalized Hermite polynomial $H_λ$, provided that these zeros are simple. It was conjectured by Veselov that the zeros of generalized Hermite polynomials are always simple, except possibly for the zero at the origin, but this conjecture remains open.

math.CA↗

arXiv2012

Critical behavior in Angelesco ensembles

We consider Angelesco ensembles with respect to two modified Jacobi weights on touching intervals [a,0] and [0,1], for a < 0. As a \to -1 the particles around 0 experience a phase transition. This transition is studied in a double scaling limit, where we let the number of particles of the ensemble tend to infinity while the parameter a tends to -1 at a rate of order n^{-1/2}. The correlation kernel converges, in this regime, to a new kind of universal kernel, the Angelesco kernel K^{Ang}. The result follows from the Deift/Zhou steepest descent analysis, applied to the Riemann-Hilbert problem for multiple orthogonal polynomials.

math-ph↗

arXiv2011

Universality

Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary, orthogonal, and symplectic ensembles. The Riemann-Hilbert problem for orthogonal polynomials is one possible tool to derive universality in unitary random matrix ensembles. An overview is presented of the Deift/Zhou steepest descent analysis of the Riemann-Hilbert problem in the one-cut regular case. Non-standard universality classes that arise at singular points in the spectrum are discussed at the end.

math-ph↗

arXiv2010

Non-intersecting squared Bessel paths: critical time and double scaling limit

We consider the double scaling limit for a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t=0$ at the same positive value $x=a$, remain positive, and are conditioned to end at time $t=1$ at $x=0$. After appropriate rescaling, the paths fill a region in the $tx$--plane as $n\to \infty$ that intersects the hard edge at $x=0$ at a critical time $t=t^{*}$. In a previous paper (arXiv:0712.1333), the scaling limits for the positions of the paths at time $t\neq t^{*}$ were shown to be the usual scaling limits from random matrix theory. Here, we describe the limit as $n\to \infty$ of the correlation kernel at critical time $t^{*}$ and in the double scaling regime. We derive an integral representation for the limit kernel which bears some connections with the Pearcey kernel. The analysis is based on the study of a $3\times 3$ matrix valued Riemann-Hilbert problem by the Deift-Zhou steepest descent method. The main ingredient is the construction of a local parametrix at the origin, out of the solutions of a particular third-order linear differential equation, and its matching with a global parametrix.

math.CA↗

arXiv2010

Asymptotic zero distribution of complex orthogonal polynomials associated with Gaussian quadrature

In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian quadrature of an oscillatory integral on the real axis with a high order stationary point, and their limit distribution is also analyzed. We show that the zeros accumulate along a contour in the complex plane that has the S-property in an external field. In addition, the strong asymptotics of the orthogonal polynomials is obtained by applying the nonlinear Deift--Zhou steepest descent method to the corresponding Riemann--Hilbert problem.

math.CA↗

arXiv2009

Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths

In this paper we consider the model of $n$ non-intersecting squared Bessel processes with parameter $α$, in the confluent case where all particles start, at time $t=0$, at the same positive value $x=a$, remain positive, and end, at time $T=t$, at the position $x=0$. The positions of the paths have a limiting mean density as $n\to\infty$ which is characterized by a vector equilibrium problem. We show how to obtain this equilibrium problem from different considerations involving the recurrence relations for multiple orthogonal polynomials associated with the modified Bessel functions. We also extend the situation by rescaling the parameter $α$, letting it increase proportionally to $n$ as $n$ increases. In this case we also analyze the recurrence relation and obtain a vector equilibrium problem for it.

math.CA↗

arXiv2008

Asymptotics for a special solution of the thirty fourth Painleve equation

In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM with α> -1/2. The factor |\det M|^{2α} induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with V is regular, and that the origin is a right endpoint of its support, we computed the limiting eigenvalue correlation kernel in the double scaling limit as n, N \to \infty such that n^{2/3}(n/N-1) = O(1) by using the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials on the line orthogonal with respect to the weight |x|^{2α} e^{-NV(x)}. Our main attention was on the construction of a local parametrix near the origin by means of the ψ-functions associated with a distinguished solution u_α of the Painleve XXXIV equation. This solution is related to a particular solution of the Painleve II equation, which however is different from the usual Hastings-McLeod solution. In this paper we compute the asymptotic behavior of u_α(s) as s \to \pm \infty. We conjecture that this asymptotics characterizes u_α and we present supporting arguments based on the asymptotic analysis of a one-parameter family of solutions of the Painleve XXXIV equation which includes u_α. We identify this family as the family of tronquee solutions of the thirty fourth Painleve equation.

math.CA↗

arXiv2007

Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the limit $n \to \infty$, after appropriate rescaling, the paths fill out a region in the $tx$-plane that we describe explicitly. In particular, the paths initially stay away from the hard edge at $x = 0$, but at a certain critical time $t^*$ the smallest paths hit the hard edge and from then on are stuck to it. For $t \neq t^*$ we obtain the usual scaling limits from random matrix theory, namely the sine, Airy, and Bessel kernels. A key fact is that the positions of the paths at any time $t$ constitute a multiple orthogonal polynomial ensemble, corresponding to a system of two modified Bessel-type weights. As a consequence, there is a $3 \times 3$ matrix valued Riemann-Hilbert problem characterizing this model, that we analyze in the large $n$ limit using the Deift-Zhou steepest descent method. There are some novel ingredients in the Riemann-Hilbert analysis that are of independent interest.

math.CA↗

arXiv2007

The asymptotic behaviour of recurrence coefficients for orthogonal polynomials with varying exponential weights

We consider orthogonal polynomials $\{p_{n,N}(x)\}_{n=0}^{\infty}$ on the real line with respect to a weight $w(x)=e^{-NV(x)}$ and in particular the asymptotic behaviour of the coefficients $a_{n,N}$ and $b_{n,N}$ in the three term recurrence $x π_{n,N}(x) = π_{n+1,N}(x) + b_{n,N} π_{n,N}(x) + a_{n,N} π_{n-1,N}(x)$. For one-cut regular $V$ we show, using the Deift-Zhou method of steepest descent for Riemann-Hilbert problems, that the diagonal recurrence coefficients $a_{n,n}$ and $b_{n,n}$ have asymptotic expansions as $n \to \infty$ in powers of $1/n^2$ and powers of $1/n$, respectively.

math.CA↗

arXiv2007

Locating the zeros of partial sums of exp(z) with Riemann-Hilbert methods

In this paper we derive uniform asymptotic expansions for the partial sums of the exponential series. We indicate how this information will be used in a later publication to obtain full and explicitly computable asymptotic expansions with error bounds for all zeros of the Taylor polynomials $p_{n-1}(z) = \sum_{k=0}^{n-1} z^k/ k!$. Our proof is based on a representation of $p_{n-1}(nz)$ in terms of an integral of the form $\int_γ \frac{e^{nϕ(s)}}{s-z}ds$. We demonstrate how to derive uniform expansions for such integrals using a Riemann-Hilbert approach. A comparison with classical steepest descent analysis shows the advantages of the Riemann-Hilbert analysis in particular for points $z$ that are close to the critical points of $ϕ$.

math.CA↗

arXiv2007

Asymptotics for Hermite-Pade rational approximants for two analytic functions with separated pairs of branch points (case of genus 0)

We investigate the asymptotic behavior for type II Hermite-Pade approximation to two functions, where each function has two branch points and the pairs of branch points are separated. We give a classification of the cases such that the limiting counting measures for the poles of the Hermite-Pade approximants are described by an algebraic function of order 3 and genus 0. This situation gives rise to a vector-potential equilibrium problem for three measures and the poles of the common denominator are asymptotically distributed like one of these measures. We also work out the strong asymptotics for the corresponding Hermite-Pade approximants by using a 3x3 Riemann-Hilbert problem that characterizes this Hermite-Pade approximation problem.

math.CA↗

arXiv2007

Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM$ with $α> -1/2$, where the factor $|\det M|^{2α}$ induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with $V$ is regular, and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as $n, N \to \infty$ such that $n^{2/3}(n/N-1) = O(1)$. We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials on the line orthogonal with respect to the weight $|x|^{2α} e^{-NV(x)}$. Our main attention is on the construction of a local parametrix near the origin by means of the $ψ$-functions associated with a distinguished solution of the Painleve XXXIV equation. This solution is related to a particular solution of the Painleve II equation, which however is different from the usual Hastings-McLeod solution.

math.CA↗

arXiv2005

Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions

We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple orthogonal polynomials of mixed type is given. We derive a Christoffel-Darboux formula for these polynomials using the solution of the Riemann-Hilbert problem. The main motivation for studying these polynomials comes from a model of non-intersecting one-dimensional Brownian motions with a given number of starting points and endpoints. The correlation kernel for the positions of the Brownian paths at any intermediate time coincides with the Christoffel-Darboux kernel for the multiple orthogonal polynomials of mixed type with respect to Gaussian weights.

math.CA↗

arXiv2005

Type II Hermite-Padé approximation to the exponential function

We obtain strong and uniform asymptotics in every domain of the complex plane for the scaled polynomials $a (3nz)$, $b (3nz)$, and $c (3nz)$ where $a$, $b$, and $c$ are the type II Hermite-Padé approximants to the exponential function of respective degrees $2n+2$, $2n$ and $2n$, defined by $a (z)e^{-z}-b (z)=Ø(z^{3n+2})$ and $a (z)e^{z}-c (z)=Ø(z^{3n+2})$ as $z\to 0$. Our analysis relies on a characterization of these polynomials in terms of a $3\times 3$ matrix Riemann-Hilbert problem which, as a consequence of the famous Mahler relations, corresponds by a simple transformation to a similar Riemann-Hilbert problem for type I Hermite-Padé approximants. Due to this relation, the study that was performed in previous work, based on the Deift-Zhou steepest descent method for Riemann-Hilbert problems, can be reused to establish our present results.

math.CA↗

arXiv2005

Multi-critical unitary random matrix ensembles and the general Painleve II equation

We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)}dM$, where $α>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically at the origin. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, we use the Deift/Zhou steepest descent method applied to the Riemann-Hilbert problem for orthogonal polynomials on the real line with respect to the weight $|x|^{2α}e^{-NV(x)}$. Here the main focus is on the construction of a local parametrix near the origin with $ψ$-functions associated with a special solution $q_α$ of the Painlevé II equation $q''=sq+2q^3-α$. We show that $q_α$ has no real poles for $α> -1/2$, by proving the solvability of the corresponding Riemann-Hilbert problem. We also show that the asymptotics of the recurrence coefficients of the orthogonal polynomials can be expressed in terms of $q_α$ in the double scaling limit.

math-ph↗

arXiv2005

On Separation of Minimal Riesz Energy Points on Spheres in Euclidean Spaces

For the unit sphere S^d in Euclidean space R^(d+1), we show that for d-1 1, discrete N-point minimal Riesz s-energy configurations are well separated in the sense that the minimal distance between any pair of distinct points in such a configuration is bounded below by C/N^(1/d), where C is a positive constant depending on s and d.

math-ph↗