View This Volume's Front and Back Matter

View This Volume's Front and Back Matter

Selected Title s i n Thi s Serie s Volume 5 Emmanue l Hebe y Nonlinear analysi s o n manifolds : Sobole v space s an d inequalitie s 2000 3 Perc y Deif t Orthogonal polynomial s an d rando m matrices : A Riemann-Hilbert approac h 2000 2 Jala l Shata h an d Michae l Struw e Geometric wav e equation s 2000 1 Qin g Ha n an d Fanghu a Li n Elliptic partial differentia l equation s 2000 Courant Lecture Notes in Mathematics Executive Editor Jalal Shatah Managing Editor Paul D. Monsour Production Editor Reeva Goldsmith Copy Editor Melissa Macasieb http://dx.doi.org/10.1090/cln/003 Percy Deif t Courant Institute of Mathematical Sciences 3 Orthogona l Polynomials and Random Matrices: A Riemann-Hilbert Approach Courant Institute of Mathematical Sciences New York University New York, New York American Mathematical Society Providence, Rhode Island 2000 Mathematics Subject Classification. Primar y 30-XX , 33-XX , 60-XX , 15A90 , 26Cxx. Library o f Congres s Cataloging-in-Pubiicatio n Dat a Deift, Percy , 1945 - Orthogonal polynomial s an d rando m matrice s : a Riemann-Hiiber t approac h / Perc y Deift . p. cm . — (Couran t lectur e note s ; 3) Originally published : Ne w Yor k : Couran t Institut e o f Mathematica l Sciences , Ne w Yor k University, cl999 . Includes bibliographica l references . ISBN 0-8218-2695- 6 1. Orthogonal polynomials . 2 . Random matrices . I . Title. II . Series . QA404.5 .D37 200 0 515'.55—<lc21 00-06183 4 Copying an d reprinting . Individua l reader s o f thi s publication , an d nonprofi t librarie s acting fo r them, ar e permitted t o mak e fai r us e o f the material , such a s to cop y a chapte r fo r us e in teachin g o r research . Permissio n i s grante d t o quot e brie f passage s fro m thi s publicatio n i n reviews, provide d th e customary acknowledgmen t o f the sourc e i s given . Republication, systemati c copying, or multiple reproduction o f any material i n this publicatio n is permitte d onl y unde r licens e fro m th e America n Mathematica l Society . Request s fo r suc h permission should be addressed to the Assistant to the Publisher, America n Mathematical Society , P. O. Bo x 6248 , Providence , Rhod e Islan d 02940-6248 . Request s ca n als o b e mad e b y e-mai l t o reprint-permissionQams.org. © 199 8 held b y the author. Al l rights reserved . Printed i n the Unite d State s o f America . Reprinted b y the America n Mathematica l Society , 200 0 The America n Mathematica l Societ y retains al l right s except thos e granted t o the Unite d State s Government . @ Th e pape r use d i n this boo k i s acid-free an d fall s within the guideline s established t o ensure permanenc e and durability . Visit the AM S hom e page at URL : http://www.ams.org / 10 9 8 7 6 5 4 3 2 0 5 04 03 02 To Rebecca and Abby for your patience and support This page intentionally left blank Contents Preface be Chapter • 1. Riemann-Hilber t Problem s 1 1.1. What Is a Riemann-Hilbert Problem ? 1 1.2. Examples 4 Chapter • 2. Jacob i Operators 13 2.1. Jacobi Matrices 13 2.2. The Spectrum of Jacobi Matrices 23 2.3. The Toda Flow 25 2.4. Unbounded Jacobi Operators 26 2.5. Appendix: Suppor t of a Measure 35 Chapter • 3. Orthogona l Polynomials 37 3.1. Construction o f Orthogonal Polynomial s 37 3.2. A Riemann-Hilbert Proble m 43 3.3. Some Symmetry Consideration s 49 3.4. Zeros of Orthogonal Polynomials 52 Chapter • 4. Continue d Fractions 57 4.1. Continued Fraction Expansion of a Number 57 4.2. Measure Theory and Ergodic Theory 64 4.3. Application to Jacobi Operators 76 4.4. Remarks on the Continued Fraction Expansion o f a Number 85 Chapter • 5. Rando m Matrix Theory 89 5.1. Introduction 89 5.2. Unitary Ensembles 91 5.3. Spectral Variables for Hermitian Matrices 94 5.4. Distribution o f Eigenvalues 101 5.5. Distribution o f Spacings of Eigenvalues 113 5.6. Further Remarks on the Nearest-Neighbor Spacin g Distribution an d Universality 120 Chapter • 6. Equilibriu m Measures 129 6.1. Scaling 129 6.2. Existence of the Equilibrium Measure fi v 134 6.3. Convergence of kx* 145 vii Vlll CONTENTS 6.4. Convergence of ^3li(x\)dxi 149 6.5. Convergence of r\x* 159 6.6. Variational Problem for the Equilibrium Measure 167 6.7. Equilibrium Measure for V(x) — tx 2m 169 6.8. Appendix: The Transfinite Diameter and Fekete Sets 179 Chapter • 7. Asymptotic s for Orthogonal Polynomials 181 7.1. Riemann-Hilbert Problem: The Precise Sense 181 7.2. Riemann-Hilbert Problem for Orthogonal Polynomials 189 7.3. Deformation o f a Riemann-Hilbert Proble m 191 7.4. Asymptotics o f Orthogonal Polynomials 201 7.5. Some Analytic Considerations o f Riemann-Hilbert Problem s 208 7.6. Construction o f the Parametrix 213 7.7. Asymptotics o f Orthogonal Polynomials on the Real Axis 230 Chaptei• 8. Universalit y 237 8.1. Universality 237 8.2. Asymptotics of Ps 251 Bibliography 259 Preface In the academic yea r 1996-1997 , I gave a course a t the Courant Institut e o n Riemann-Hilbert problems , orthogona l polynomials , an d rando m matri x theory . The lectures for the course were taken down and organized into note form by Ran- dall Pyke , Joh n Podesta , Jos e Ramirez , an d Wen-qin g Xu . Ove r th e las t year , Jinho Baik, Thomas Kriecherbauer, an d Ken McLaughlin have helped m e furthe r to bring these notes into their present form. Withou t their help, these notes would never hav e been published , an d I a m trul y thankfu l t o al l thes e peopl e fo r thei r efforts. I gave the course in 1996-1997 in an attempt to understand from a more rigor- ous mathematical point of view various results and formulae in Mehta's wonderfu l book Random Matrices [43]. At the same time, I was stimulated and challenged by a set of questions fro m Pete r Sarnak, wh o himself wa s trying to understand [43]. These notes are in many ways a response to his questions, and I deeply appreciat e his clear insights and ready help. The central question is the following: Wh y do very general ensembles o f ran- dom n x n matrices exhibit universal behavior as n —> oc ? My work and that of my collaborators Thomas Kriecherbauer, Ke n McLaugh- lin, Stephanos Venakides, and Xin Zhou on this question is reported in [15,16,17]. Apart from certain additional preparatory material , these notes are a pedagogic il- lustration o f the general methods an d results in [15,16,17], in a special case (see Sections 7 and 8) in which the technical difficulties ar e at a minimum. I thank my colleagues for allowing me to reproduce these results here. Pioneerin g mathemat - ical wor k o n universality fo r rando m matri x ensemble s wa s don e b y Pastu r an d Scherbina in [51], and Its and Bleher in [5]. In additio n t o the student s an d colleague s mentione d above , I would lik e t o thank Dais y Caldero n fo r he r skil l an d patienc e i n typin g th e final manuscript . Special thanks are also due to Melissa Macasieb for her expert copy-editing o f the text, and to Melissa and Reeva Goldsmith for their care in correcting the TgK file. The final figures were drawn by Daisy Calderon. Th e entire project o f preparin g the manuscript fo r publicatio n wa s overseen b y Paul Monsour, an d many , man y thanks are due to him for his great expertise and all his help. This work was supported in part by NSF Grant DMS-9500867. This page intentionally left blank This page intentionally left blank Bibliography [1] Abramowitz , M., an d Stegun, I. A., eds. Handbook of mathematical functions with formulas, graphs, and mathematical tables. Dover, New York, 1972. [2] Akhiezer , N. I. The classical moment problem and some related questions in analysis. Trans- lated by N. Kemmer. Hafner, Ne w York, 1965. [3] Beals , R., an d Coifman, R . Scatterin g an d inverse scatterin g fo r first order operators. Comm. PureAppl. Math. 37: 39-90, 1984 . [4] Beals , R. , Deift , P. , and Tomei , C . Direct and inverse scattering on the line. Mathematica l Surveys and Monographs, 28. American Mathematical Society, Providence, R.I., 1988. [5] Bleher , P. , an d Its , A . R . Semiclassica l asymptotic s o f orthogona l polynomials , Riemann - Hilbert problems, and universality in the matrix model. Ann. of Math. (2) 150: 185-266, 1999. [6] Clancey , K., and Gohberg, I. Factorization of matrix functions and singular integral operators. Operator Theory: Advances and Applications, 3, Birkhauser, Basel-Boston, 1981. [7] Coddington , E. A., and Levinson, N. Theory of ordinary differential equations.

View Full Text

Details

  • File Type
    pdf
  • Upload Time
    -
  • Content Languages
    English
  • Upload User
    Anonymous/Not logged-in
  • File Pages
    16 Page
  • File Size
    -

Download

Channel Download Status
Express Download Enable

Copyright

We respect the copyrights and intellectual property rights of all users. All uploaded documents are either original works of the uploader or authorized works of the rightful owners.

  • Not to be reproduced or distributed without explicit permission.
  • Not used for commercial purposes outside of approved use cases.
  • Not used to infringe on the rights of the original creators.
  • If you believe any content infringes your copyright, please contact us immediately.

Support

For help with questions, suggestions, or problems, please contact us