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

universality at the edge of the spectrum for unitary orthogonal and symplectic ensembles of random matrices we prove universality at the edge of the spectrum for unitary 2 orthogonal 1 and symplectic 4 ensembles of random matrices in the scaling limit for a class of weights w x e v x where v is a polynomial v x 2mx2m 2m 0 the precise statement of our results is given in theorem 1 1 and corollaries 1 2 and 1 4 below for the same class of weights a proof of universality in the bulk of the spectrum is given in 12 for the unitary ensembles and in 9 for the orthogonal and symplectic ensembles our starting point in the unitary case is 12 and for the orthogonal and symplectic cases we rely on our recent work 9 which in turn depends on the earlier work of widom 46 and tracy and widom 42 as in 9 the uniform plancherel rotach type asymptotics for the orthogonal polynomials found in 12 plays a central role the formulae in 46 express the correlation kernels for 1 4 as a sum of a christoffel darboux cd term as in the case 2 together with a correction term in the bulk scaling limit 9 the correction term is of lower order and does not contribute to the limiting form of the correlation kernel by contrast in the edge scaling limit considered here the cd term and the correction term contribute to the same order this leads to additional technical difficulties over and above 49 2006 wiley periodicals inc

the small dispersion limit of the korteweg de vries equation iii in parts i and ii we have derived explicit formulas for the distribution limit u of the solution of the kdv equation as the coefficient of uxxx tends to zero this formula contains n parameters 1 n whose values as well as whose number depends on x and t in section 4 we have shown that for t tb n 1 and the value of was determined in section 5 we have shown that the parameters i satisfy a nonlinear system of partial differential equations in part iii section 6 we show that for t large n 3 and we determine the asymptotic behavior of 1 2 3 and of u and u2 for t large the explicit formulas show that u and u2 are o t 1 and o t 2 respectively see formulas 6 2 and 6 24 in section 7 we study initial data whose value tends to zero as x and to 1 as x if one accepts some plausible guesses about the behavior of solutions with such initial data we derive an explicit formula for the solution and determine the large scale asymptotic behavior of the solution the function s is expressible in terms of complete elliptic integrals a similar formula is derived for u2 in section 8 we indicate how to extend the treatment of this series of papers to multihumped but still negative initial data

random hermitian matrices and gaussian multiplicative chaos n berestycki s work is supported by epsrc grants ep l018896 1 and ep i03372x 1 m d wong is a phd student at the cambridge centre for analysis supported by epsrc grant ep l016516 1 some of this work was carried out while the first and third authors visited the university of helsinki funded in part by epsrc grant ep l018896 1 they also wish to thank the university of helsinki for its hospitality during this visit c webb wishes to thank the isaac newton institute for mathematical sciences for its hospitality during the random geometry program during which this project was initiated c webb was supported by the eemil aaltonen foundation grant stochastic dynamics on large random graphs and academy of finland grants 288318 and 308123

mesoscopic colonization of a spectral band we consider the unitary matrix model in the limit where the size of the matrices becomes infinite and in the critical situation when a new spectral band is about to emerge in previous works the number of expected eigenvalues in the neighborhood of the band was fixed and finite a situation that was termed birth of a cut or first colonization we now consider the transitional regime where this microscopic population in the new band grows without bounds but at a slower rate than the size of the matrix the local population in the new band organizes in a mesoscopic regime in between the macroscopic behavior of the full system and the previously studied microscopic one the mesoscopic colony may form a finite number of new bands with a maximum number dictated by the degree of criticality of the original potential we describe the delicate scaling limit that realizes and controls the mesoscopic colony the method we use is the steepest descent analysis of the riemann hilbert problem that is satisfied by the associated orthogonal polynomials

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 isomonodromy approach to matric models in 2d quantum gravity we consider the double scaling limit in the hermitian matrix model for 2d quantum gravity associated with the measure exp sum limits j 1 n t j z 2j n geqq 3 we show that after the appropriate modification of the contour of integration the cross migdal douglas shenker limit to the painleve i equation in the generic case of the pure gravity is valid and calculate the nonperturbative parameters of the corresponding painleve function our approach is based on the wkb analysis of the l a pair corresponding to the discrete string equation in the framework of the inverse monodromy method here we extend our results which were obtained before for the particular casesn 2 3 our analysis complements the isomonodromy approach proposed by g moore to the general string equations that come from the matrix model in the continuous limit and differ in that we apply the isomonodromy technique to investigate the double scaling limit itself

the asymptotics of monotone subsequences of involutions we compute the limiting distributions of the lengths of the longest monotone subsequences of random signed involutions with or without conditions on the number of fixed points and negated points as the sizes of the involutions tend to infinity the resulting distributions are depending on the number of fixed points 1 the tracy widom distributions for the largest eigenvalues of random goe gue gse matrices 2 the normal distribution or 3 new classes of distributions which interpolate between pairs of the tracy widom distributions we also consider the second rows of the corresponding young diagrams in each case the convergence of moments is also shown the proof is based on the algebraic work of j baik and e rains in 7 which establishes a connection between the statistics of random involutions and a family of orthogonal polynomials and an asymptotic analysis of the orthogonal polynomials which is obtained by extending the riemann hilbert analysis for the orthogonal polynomials by p deift k johansson and baik in 3

discrete painleve equations and their appearance in quantum gravity we discuss an algorithmic approach for both deriving discrete analogues of painleve equations as well as using such equations to characterize similarity reductions of spatially discrete integrable evolution equations as a concrete example we show that a discrete analogue of painleve i can be used to characterize similarity solutions of the kac moerbeke equation it turns out that these similarity solutions also satisfy a special case of painleve iv equation in addition we discuss a methodology for obtaining the relevant continuous limits not only at the level of equations but also at the level of solutions as an example we use the wkb method in the presence of two turning points of the third order to parametrize at the continuous limit the solution of painleve i in terms of the solution of discrete painleve i finally we show that these results are useful for investigating the partition function of the matrix model in 2d quantum gravity associated with the measure exp t1z2 t2z4 t3z6

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

bifurcations of banach space operators on etudie des familles a un parametre d operateurs differentiables de frechet t c u r c u r sur un espace de fonctions c u r si cet espace a un cone positif generateur il existe des conditions sous lesquelles la famille a une suite de regimes periodiques qui apparaissent quand le parametre varie on definit le concept de famille isomodale

the small dispersion limit of the korteweg de vries equation ii in part i the scattering transform method is used to study the weak limit of solutions to the initial value problem for the korteweg devries kdv equation as the dispersion tends to zero in that limit the associated schrodinger operator becomes semiclassical so the exact scattering data is replaced by its corresponding wkb expressions only nonpositive initial data are considered in that case the limiting reflection coefficient vanishes the explicit solution of kay and moses for the reflectionless inverse transform is then analyzed and the weak limit valid for all time is characterized by a quadratic minimum problem with constraints this minimum problem is reduced to a riemann hilbert problem in function theory in parts ii and iii we use function theoretical methods to solve the riemann hilbert problem in terms of solutions to an auxiliary initial value problem the weak limit satisfies the kdv equation with the dispersive term dropped until its derivatives become infinite up to that time the weak limit is a strong l2 limit at later times the weak limit is locally described by whitham s averaged equations or more generally by the equations found by flaschka et al using multiphase averaging for large times behavior of the weak limit is studied directly from the minimum problem

generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields the equilibrium measure in the presence of an external field plays a role in a number of areas in analysis for example in random matrix theory the limiting mean density of eigenvalues is precisely the density of the equilibrium measure typical behavior for the equilibrium measure is 1 it is positive on the interior of a finite number of intervals 2 it vanishes like a square root at endpoints and 3 outside the support there is strict inequality in the euler lagrange variational conditions if these conditions hold then the limiting local eigenvalue statistics is loosely described by a bulk in which there is universal behavior involving the sine kernel and edge effects in which there is a universal behavior involving the airy kernel through techniques from potential theory and integrable systems we show that this regular behavior is generic for equilibrium measures associated with real analytic external fields in particular we show that for any one parameter family of external fields v c the equilibrium measure exhibits this regular behavior except for an at most countable number of values of c we discuss applications of our results to random matrices orthogonal polynomials and integrable systems 2000 john wiley sons inc

the behavior of the weyl function in the zero dispersion kdv limit the moment formulas that globally characterize the zero dispersion limit of the korteweg devries kdv equation are known to be expressed in terms of the solution of a maximization problem here we establish a direct relation between this maximizer and the zero dispersion limit of the logarithm of the jost functions associated with the inverse spectral transform all the kdv conserved densities are encoded in the spatial derivative of these functions known as weyl functions we show the weyl functions are densities of measures that converge in the weak sense to a limiting measure this limiting measure encodes all of the weak limits of the kdv conserved densities moreover we establish the weak limit of spectral measures associated with the dirichlet problem

asymptotics of skew orthogonal polynomials exact integral expressions of the skew orthogonal polynomials involved in orthogonal 1 and symplectic 4 random matrix ensembles are obtained the even rank skew orthogonal polynomials are average characteristic polynomials of random matrices from there asymptotics of the skew orthogonal polynomials are derived

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

zero temperature correlation functions for the impenetrable fermion gas we calculate the long time and distance asymptotics of the one particle correlation functions in the model of impenetrable spin 1 2 fermions in 1 1 dimensions we consider the spin disordered zero temperature regime which occurs when the limit t 0 is taken at a positive chemical potential the asymptotic expressions are found from the asymptotic solution of the matrix riemann hilbert problem related to the determinant representation of the correlation functions

hermite pade approximants for a pair of cauchy transforms with overlapping symmetric supports hermite pade approximants of type ii are vectors of rational functions with a common denominator that interpolate a given vector of power series at infinity with maximal order we are interested in the situation when the approximated vector is given by a pair of cauchy transforms of smooth complex measures supported on the real line the convergence properties of the approximants are rather well understood when the supports consist of two disjoint intervals angelesco systems or two intervals that coincide under the condition that the ratio of the measures is a restriction of the cauchy transform of a third measure nikishin systems in this work we consider the case where the supports form two overlapping intervals in a symmetric way and the ratio of the measures extends to a holomorphic function in a region that depends on the size of the overlap we derive szeg type formulae for the asymptotics of the approximants identify the convergence and divergence domains the divergence domains appear for angelesco systems but are not present for nikishin systems and show the presence of overinterpolation a feature peculiar for nikishin systems but not for angelesco systems our analysis is based on a riemann hilbert problem for multiple orthogonal polynomials the common denominator 2016 wiley periodicals inc

fractional brownian motion with hurst index h 0 and the gaussian unitary ensemble the goal of this paper is to establish a relation between characteristic polynomials of n n gue random matrices h as n and gaussian processes with logarithmic correlations we introduce a regularized version of fractional brownian motion with zero hurst index which is a gaussian process with stationary increments and logarithmic increment structure then we prove that this process appears as a limit of d n z log det h zi on mesoscopic scales as n by employing a fourier integral representation we use this to prove a continuous analogue of a result by diaconis and shahshahani j appl probab 31a 1994 49 62 on the macroscopic scale d n x gives rise to yet another type of gaussian process with logarithmic correlations we give an explicit construction of the latter in terms of a chebyshev fourier random series

universality of general beta ensembles we prove the universality of the ensembles with convex analytic potentials and for any 0 i e we show that the spacing distributions of log gases at any inverse temperature coincide with those of the gaussian ensembles

asymptotic analysis of the density of states in random matrix models associated with a slowly decaying weight the asymptotic behavior of polynomials that are orthogonal with respect to a slowly decaying weight is very different from the asymptotic behavior of polynomials that are orthogonal with respect to a freud type weight while the latter has been extensively studied much less is known about the former following an earlier investigation into the zero behavior we study here the asymptotics of the density of states in a unitary ensemble of random matrices with a slowly decaying weight this measure is also naturally connected with the orthogonal polynomials it is shown that after suitable rescaling the weak limit is the same as the weak limit of the rescaled zeros

critical edge behavior in the modified jacobi ensemble and the painleve v transcendents we study the jacobi unitary ensemble defined by the perturbed chebyshev weight w x 1 x2 12 tn2 x2 x 1 1 tn 1 the algebraic singularity coalesces with the end point of the support of the weight function namely tn 1 the hard edge as n we use the riemann hilbert approach the method of deift and zhou to obtain the asymptotics of the polynomials orthogonal with respect to w x we show that the universality property is preserved the asymptotic behavior of the eigenvalue correlations in the bulk of the spectrum is described in terms of the sine kernel the main result is on the local behavior at the edge of the spectrum the limit kernel at the edge when tn 1 o n 2 is described by the function for a specific solution of the painleve v equation we also show that when tn varies to a fixed t 1 the painleve v kernel transits to the bessel kernel j 12 on the other hand when tn approaches 1 the painleve v kernel can be approximated by another bessel kernel j 12

functions of the second kind for freud weights and series expansions of hilbert transforms abstract let w e q where q r r is even continuous and of smooth polynomial growth at infinity then we call w 2 e 2 q a freud weight the most typical examples being w 2 x exp x 1 corresponding to the weight w 2 we can form the sequence of orthonormal polynomials p j w 2 x j 0 the functions of the second kind are q j w 2 x h p j w 2 x j 0 where h denotes the hilbert transform that is for g l r h g x p v g t t x dt here p v denotes principal value for a large class of freud weights we obtain bounds on q j j 0 in the l and l p norms we also estimate the generalized function of the second kind q j w 2 v x h p j w v x for a fixed function v we then apply these estimates to investigate the convergence of series of the second kind which form the basis of henrici s method of approximating cauchy principal value integrals

on universality for orthogonal ensembles of random matrices we prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum our starting point is the tracy widom formula for the matrix reproducing kernel the key idea of the proof is to represent the differentiation operator matrix written in the basis of orthogonal polynomials as a product of a positive toeplitz matrix and a two diagonal skew symmetric toeplitz matrix

on the held karp relaxation for the asymmetric and symmetric traveling salesman problems a long standing conjecture in combinatorial optimization says that the integrality gap of the famous held karp relaxation of the metric stsp symmetric traveling salesman problem is precisely 4 3 in this paper we show that a slight strengthening of this conjecture implies a tight 4 3 integrality gap for a linear programming relaxation of the metric atsp asymmetric traveling salesman problem our main tools are a new characterization of the integrality gap for linear objective functions over polyhedra and the isolation of hard to round solutions of the relaxations

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

asymptotics of recurrence coefficients for orthonormal polynomials on the line magnus s method revisited we use freud equations to obtain the main term in the asymptotic expansion of the recurrence coefficients associated with orthonormal polynomials pn w2 for weights w w exp q on the real line where q is an even polynomial of fixed degree with nonnegative coefficients or where q x exp x2m m 1 here w x x for some real 1

limit correlation functions for fixed trace random matrix ensembles universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace or the hilbert schmidt ensemble these universal limits have been proved before for determinantal hermitian matrix ensembles and for some special classes of the wigner random matrices

one particle equal time correlation function for the spin incoherent infinite u hubbard chain we present a calculation of the one particle equal time correlation function x for the one dimensional 1d hubbard model in the infinite u limit we consider the zero temperature spin incoherent regime which is obtained by first taking the limit u infinity and then the limit t 0 using the determinant representation for x we derive analytical expressions for both large and small x at an arbitrary filling factor 0 rho 1 2 the large x asymptotics of rho x is found to be remarkably accurate starting from x sin 2 pi rho similar to 1 we find that the one particle momentum distribution function rho k is a smooth function of k and rho k is peaked at k 2k f in contrast to spin coherent liquid obeying the luttinger theorem