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Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model

1999/07/01 by Pavel Bleher, Alexander Its · 2 citations
Physics and Astronomy · Mathematics · #math-ph #math.MP

paper · pdf

published as Ann. of Math. (2) 150 (1999), no. 1, 185-266 · 82 pages, published version

arxiv created 1999/07/01 · arxiv updated 2016/09/07

Abstract

We derive semiclassical asymptotics for the orthogonal polynomials Pn(z) on the line with respect to the exponential weight exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N → ∞. We assume that ε≤ (n/N) ≤ λcr - εfor some ε> 0, where λcr is the critical value which separates orthogonal polynomials with two cuts from the ones with one cut. Simultaneously we derive semiclassical asymptotics for the recursive coefficients of the orthogonal polynomials, and we show that these coefficients form a cycle of period two which drifts slowly with the change of the ratio n/N. The proof of the semiclassical asymptotics is based on the methods of the theory of integrable systems and on the analysis of the appropriate matrix Riemann-Hilbert problem. As an application of the semiclassical asymptotics of the orthogonal polynomials, we prove the universality of the local distribution of eigenvalues in the matrix model with the double-well quartic interaction in the presence of two cuts.

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