# Orthogonal Polynomials With Respect to the Measure Supported Over the Whole Complex Plane

2018

Dissertation

Ph.D.

## Degree Name

Doctor of Philosophy (Ph.D.)

## Degree Granting Department

Mathematics and Statistics

## Major Professor

Seung-Yeop Lee, Ph.D.

## Committee Member

Abey López-García, Ph.D.

## Committee Member

Dmitry Khavinson, Ph.D.

## Committee Member

Evguenii A. Rakhmanov, Ph.D.

## Committee Member

Razvan Teodorescu, Ph.D.

## Committee Member

Wen-Xiu Ma, Ph.D.

## Keywords

Discontinuity, Multiple orthogonal polynomials, Orthogonal polynomials, Random Matrices, Riemann-Hilbert problem, Skeleton

## Abstract

In chapter 1, we present some background knowledge about random matrices, Coulomb gas, orthogonal polynomials, asymptotics of planar orthogonal polynomials and the Riemann-Hilbert problem. In chapter 2, we consider the monic orthogonal polynomials, $\{P_{n,N}(z)\}_{n=0,1,\cdots},$ that satisfy the orthogonality condition,

$$\nonumber \int_\mathbb{C}P_{n,N}(z)\overline{P_{m,N}(z)}e^{-N Q(z)}dA(z)=h_{n,N}\delta_{nm} \quad(n,m=0,1,2,\cdots),$$

where $h_{n,N}$ is a (positive) norming constant and the external potential is given by

$$Q(z)=|z|^2+ \frac{2c}{N}\log \frac{1}{|z-a|},\quad c>-1,\quad a>0.$$

The orthogonal polynomial is related to the interacting Coulomb particles with charge $+1$ for each, in the presence of an extra particle with charge $+c$ at $a.$ For $N$ large and a fixed c'' this can be a small perturbation of the Gaussian weight. The polynomial $P_{n,N}(z)$ can be characterized by a matrix Riemann--Hilbert problem \cite{Ba 2015}. We then apply the standard nonlinear steepest descent method \cite{Deift 1999, DKMVZ 1999} to derive the strong asymptotics of $P_{n,N}(z)$ when $n$ and $N$ go to $\infty.$ From the asymptotic behavior of $P_{n,N}(z),$ we find that, as we vary $c,$ the limiting distribution behaves discontinuously at $c=0.$ We observe that the mother body (a kind of potential theoretic skeleton) also behaves discontinuously at $c=0.$ The smooth interpolation of the discontinuity is obtained by further scaling of $c=e^{-\eta N}$ in terms of the parameter $\eta\in[0,\infty).$ To obtain the results for arbitrary values of $c$, we used the partial Schlesinger transform'' method developed in \cite{BL 2008} to derive an arbitrary order correction in the Riemann--Hilbert analysis.

In chapter 3, we consider the case of multiple logarithmic singularities. The planar orthogonal polynomials $\{p_n(z)\}_{n=0,1,\cdots}$ with respect to the external potential that is given by $$Q(z)=|z|^2+ 2\sum_{j=1}^lc_j\log \frac{1}{|z-a_j|},$$

where $\{a_1, a_2, \cdots, a_l\}$ is a set of nonzero complex numbers and $\{c_1, c_2, \cdots, c_l\}$ is a set of positive real numbers. We show that the planar orthogonal polynomials $p_{n}(z)$ with $l$ logarithmic singularities in the potential are the multiple orthogonal polynomials $p_{{\bf{n}}}(z)$ (Hermite-Pad\'e polynomials) of Type II with $l$ measures of degree $|{\bf{n}}|=n=\kappa l+r,$ ${\bf{n}}=(n_1,\cdots,n_l)$ satisfying the orthogonality condition,

$$\frac{1}{2\ii}\int_{\Gamma}p_{{\bf{n}}}(z) z^k\chi_{{\bf{n}}-{\bf{e}}_j}(z)\dd z=0, \quad 0\leq k\leq n_j-1,\quad 1\leq j\leq l,$$

where $\Gamma$ is a certain simple closed curve with counterclockwise orientation and

$$\chi_{{\bf{n}}-{\bf{e}}_j}(z):= \prod_{i=1}^l(z-a_i)^{c_i }\int_{0}^{\overline{z}\times\infty}\frac{\prod_{i=1}^l(s-\bar{a}_i)^{n_i+c_i}}{(s-\bar{a}_j)\ee^{zs}}\,\dd s.$$

Such equivalence allows us to formulate the $(l+1)\times(l+1)$ Riemann--Hilbert problem for $p_n(z)$. We also find the ratio between the determinant of the moment matrix corresponding to the multiple orthogonal polynomials and the determinant of the moment matrix from the original planar measure.

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