uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory we consider asymptotics for orthogonal polynomials with respect to varying exponential weights wn x dx e nv x dx on the line as n the potentials v are assumed to be real analytic with sufficient growth at infinity the principle results concern plancherel rotach type asymptotics for the orthogonal polynomials down to the axis using these asymptotics we then prove universality for a variety of statistical quantities arising in the theory of random matrix models some of which have been considered recently in 31 and also in 4 an additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials see also 4 the orthogonal polynomial problem is formulated as a riemann hilbert problem following 19 20 the riemann hilbert problem is analyzed in turn using the steepest descent method introduced in 12 and further developed in 11 13 a critical role in our method is played by the equilibrium measure d v for v as analyzed in 8 1999 john wiley sons inc

correlation functions cluster functions and spacing distributions for random matrices the usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants from this representation one can deduce formulas for spacing probabilities in terms of fredholm determinants of matrix valued kernels the derivations of the various formulas are somewhat involved in this article we present a direct approach which leads immediately to scalar kernels for the unitary ensembles and matrix kernels for the orthogonal and symplectic ensembles and the representations of the correlation functions cluster functions and spacing distributions in terms of them

asymptotics and integrable structures for biorthogonal polynomials associated to a random two matrix model abstract we give a rigorous construction of complete families of biorthonormal polynomials associated to a planar measure of the form e n v x w y 2 xy d x d y for polynomial v and w we are further able to show that the zeroes of these polynomials are all real and distinct a complex analytical construction of the biorthonormal polynomials is given in terms of a non local riemann hilbert problem which given our prior result provides an avenue for developing uniform asymptotics for the statistical distributions of these zeroes as n becomes large the biorthonormal polynomials considered here play a fundamental role in the analysis of certain random multi matrix models we show that the evolutions of the recursion matrices for the polynomials induced by linear deformations of v and w coincide with a semi infinite generalization of the completely integrable full kostant toda lattice this connection could be relevant for understanding aspects of scaling limits for the multi matrix model

a critical phenomenon in the two matrix model in the quartic quadratic case we study a critical behavior for the eigenvalue statistics in the two matrix model in the quartic quadratic case for certain parameters the eigenvalue distribution for one of the matrices has a limit that vanishes like a square root in the interior of the support the main result of the paper is a new kernel that describes the local eigenvalue correlations near that critical point the kernel is expressed in terms of a 4 4 riemann hilbert problem related to the hastings mcleod solution of the painleve ii equation we then compare the new kernel with two other critical phenomena that appeared in the literature before first we show that the critical kernel that appears in case of quadratic vanishing of the limiting eigenvalue distribution can be retrieved from the new kernel by means of a double scaling limit second we briefly discuss the relation with the tacnode singularity in noncolliding brownian motions that was recently analyzed although the limiting density in that model also vanishes like a square root at a certain interior point the process at the local scale is different from the process that we obtain in the two matrix model

generalizations of orthogonal polynomials we give a survey of recent generalizations of orthogonal polynomials that includes multidimensional matrix and vector orthogonal polynomials and multivariate versions multipole orthogonal rational functions variants and extensions of the orthogonality conditions multiple orthogonality most of these generalizations are inspired by the applications in which they are applied we also give a glimpse of these applications which are usually generalizations of applications where classical orthogonal polynomials also play a fundamental role moment problems numerical quadrature rational approximation linear algebra recurrence relations and random matrices

strong asymptotics of orthogonal polynomials with respect to exponential weights we consider asymptotics of orthogonal polynomials with respect to weights w x dx e q x dx on the real line where q x 2m k 0 qkx k q2m 0 denotes a polynomial of even order with positive leading coefficient the orthogonal polynomial problem is formulated as a riemann hilbert problem following 22 23 we employ the steepest descent type method introduced in 18 and further developed in 17 19 in order to obtain uniform plancherel rotach type asymptotics in the entire complex plane as well as asymptotic formulae for the zeros the leading coefficients and the recurrence coefficients of the orthogonal polynomials c 1999 john wiley sons inc

the spectrum of coupled random matrices the study of the spectrum of coupled random matrices has received rather little attention to the best of our knowledge coupled random matrices have been studied to some extent by mehta in this work we explain how the integrable technology can be brought to bear to gain insight into the nature of the distribution of the spectrum of coupled hermitean random matrices and the equations the associated probabilities satisfy in particular the two toda lattice its algebra of symmetries and its vertex operators will play a prominent role in this interaction namely the method is to introduce time parameters in an artificial way and to dress up a certain matrix integral with a vertex integral operator for which we find virasoro like differential equations these methods lead to very simple nonlinear third order partial differential equations for the joint statistics of the spectra of two coupled gaussian random matrices comment 56 pages published version abstract added in migration

differential systems for biorthogonal polynomials appearing in 2 matrix models and the associated riemann hilbert problem we consider biorthogonal polynomials that arise in the study of a generalization of two matrix hermitian models with two polynomial potentials v1 x v2 y of any degree with arbitrary complex coefficients finite consecutive subsequences of biorthogonal polynomials windows of lengths equal to the degrees of the potentials v1 and v2 satisfy systems of ode s with polynomial coefficients as well as pde s deformation equations with respect to the coefficients of the potentials and recursion relations connecting consecutive windows a compatible sequence of fundamental systems of solutions is constructed for these equations the stokes sectorial asymptotics of these fundamental systems are derived through saddle point integration and the riemann hilbert problem characterizing the differential equations is deduced

the toda rarefaction problem in the toda shock problem see 7 1 11 s and also 131 one considers a driving particle moving with a fixed velocity 2a and impinging on a one dimensional semi infinite lattice of particles initially equally spaced and at rest and interacting with exponential forces in this paper we consider the related toda rarefaction problem in which the driving particle now moves away from the lattice at fixed speed in analogy with a piston being withdrawn as it were from a container filled with gas we make use of the riemann hilbert factorization formulation of the related inverse scattering problem in the case where the speed 21al of the driving particle is sufficiently large la1 l we show that the particle escapes from the lattice which then executes a free motion of the type studied for example in 5 in other words in analogy with a piston being withdrawn too rapidly from a container filled with gas cavitation develops 0 1996 john wiley sons inc

on the distribution of the length of the longest increasing subsequence of random permutations let sn be the group of permutations of 1 2 n if 7r e sn we say that 7 i1 7f ik is an increasing subsequence in 7r if il i2 ik and 7r ii 7r i2 7r ik let 1n r be the length of the longest increasing subsequence for example if n 5 and 7r is the permutation 5 1 3 2 4 in one line notation thus 7r 1 5 7r 2 1 then the longest increasing subsequences are 1 2 4 and 1 3 4 and n 3 equip sn with uniform distribution

existence of multiple solutions for quasilinear systems via fibering method existence and multiplicity results for a general class of radial quasilinear equations are proved using the fibering method introduced and developed by s i pohozaev

a riemann hilbert problem for biorthogonal polynomials we characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a riemann hilbert problem our riemann hilbert problem is different from the ones that were proposed recently by ercolani and mclaughlin kapaev and bertola et al we believe that our formulation may be tractable to asymptotic analysis

a computer program to minimize a function with many variables using computer evaluated exact higher order derivatives this paper describes a computer program for an optimization algorithm using first up to the rth order derivatives to find the optimum of r continuously differentiable functions of many variables the algorithm developed by kalaba and tishler 6 7 obtains the exact values of the derivatives required for the optimization from the table algorithm presented in 4 and 5 the optimization algorithm described here collapses to the well known newton raphson algorithm when only first and second order derivatives are used

on the statistical mechanics approach in the random matrix theory integrated density of states we consider the ensemble of random symmetricn n matrices specified by an orthogonal invariant probability distribution we treat this distribution as a gibbs measure of a mean field type model this allows us to show that the normalized eigenvalue counting function of this ensemble converges in probability to a nonrandom limit asn and that this limiting distribution is the solution of a certain self consistent equation

toda flows with infinitely many variables abstract the toda flow and related flows extend naturally to operators in hilbert space and the purpose of this paper is to describe these flows and to analyse some of their special properties

the partition function of the two matrix model as an isomonodromic τ function we consider the itzykson zuber eynard mehta two matrix model and prove that the partition function is an isomonodromic function in a sense that generalizes that of jimbo et al monodromy preserving deformation of linear ordinary differential equations with rational coefficients physica d 2 306 1981 in order to achieve the generalization we need to define a notion of function for isomonodromic systems where the adregularity of the leading coefficient is not a necessary requirement

a method of integration over matrix variables the integral over twon n hermitan matricesz g c dadbexp tr a 2 b 2 2cab g n a 4 b 4 is evaluated in the limit of largen for this purpose use is made of the theory of diffusion equation and that of orthogonal polynomials with a non local weight the above integral arises in the study of the planar approximation to quantum field theory

semiclassical asymptotics of orthogonal polynomials riemann hilbert problem and universality in the matrix model we derive semiclassical asymptotics for the orthogonal polynomials pn z on the line with respect to the exponential weight exp inv z where v z is a double well quartic polynomial in the limit when n n 1 we assume that n n cri for some 0 where cr 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 coe cients of the orthogonal polynomials and we show that these coe cients 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 riemannhilbert 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 contents

a riemann hilbert problem for skew orthogonal polynomials we find a local d 1 x d 1 riemann hilbert problem characterizing the skew orthogonal polynomials associated to the partition function of orthogonal ensembles of random matrices with a potential function of degree d our riemann hilbert problem is similar to a local dxd riemann hilbert problem found by kuijlaars and mclaughlin characterizing the bi orthogonal polynomials this gives more motivation for finding methods to compute asymptotics of high order riemann hilbert problems and brings us closer to finding full asymptotic expansions of the skew orthogonal polynomials

nonlinear least squares via automatic derivative evaluation this paper further develops the table algorithm kalaba et al 1981 for exact evaluation of higher order partial derivatives of functions of many variables we present and apply the table algorithm in the least squares estimation of the parameters of a ces production function the actual use of the algorithm proved to be easy and accurate