Discrete Orthogonal Polynomials. (AM-164) PDF Download

Author: J. Baik
Publisher: Princeton University Press
ISBN: 0691127344
Category : Mathematics
Languages : en
Pages : 178

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Author: Walter Van Assche
Publisher: Springer
ISBN: 354047711X
Category : Mathematics
Languages : en
Pages : 207

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Recently there has been a great deal of interest in the theory of orthogonal polynomials. The number of books treating the subject, however, is limited. This monograph brings together some results involving the asymptotic behaviour of orthogonal polynomials when the degree tends to infinity, assuming only a basic knowledge of real and complex analysis. An extensive treatment, starting with special knowledge of the orthogonality measure, is given for orthogonal polynomials on a compact set and on an unbounded set. Another possible approach is to start from properties of the coefficients in the three-term recurrence relation for orthogonal polynomials. This is done using the methods of (discrete) scattering theory. A new method, based on limit theorems in probability theory, to obtain asymptotic formulas for some polynomials is also given. Various consequences of all the results are described and applications are given ranging from random matrices and birth-death processes to discrete Schrödinger operators, illustrating the close interaction with different branches of applied mathematics.

Author: Eli Levin
Publisher: Springer
ISBN: 3319729470
Category : Mathematics
Languages : en
Pages : 170

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This book establishes bounds and asymptotics under almost minimal conditions on the varying weights, and applies them to universality limits and entropy integrals. Orthogonal polynomials associated with varying weights play a key role in analyzing random matrices and other topics. This book will be of use to a wide community of mathematicians, physicists, and statisticians dealing with techniques of potential theory, orthogonal polynomials, approximation theory, as well as random matrices.

Author: J. Baik
Publisher: Princeton University Press
ISBN: 1400837138
Category : Mathematics
Languages : en
Pages : 179

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This book describes the theory and applications of discrete orthogonal polynomials--polynomials that are orthogonal on a finite set. Unlike other books, Discrete Orthogonal Polynomials addresses completely general weight functions and presents a new methodology for handling the discrete weights case. J. Baik, T. Kriecherbauer, K. T.-R. McLaughlin & P. D. Miller focus on asymptotic aspects of general, nonclassical discrete orthogonal polynomials and set out applications of current interest. Topics covered include the probability theory of discrete orthogonal polynomial ensembles and the continuum limit of the Toda lattice. The primary concern throughout is the asymptotic behavior of discrete orthogonal polynomials for general, nonclassical measures, in the joint limit where the degree increases as some fraction of the total number of points of collocation. The book formulates the orthogonality conditions defining these polynomials as a kind of Riemann-Hilbert problem and then generalizes the steepest descent method for such a problem to carry out the necessary asymptotic analysis.

Author: Gabor Szegš
Publisher: American Mathematical Soc.
ISBN: 0821810235
Category : Mathematics
Languages : en
Pages : 432

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The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.

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Publisher:
ISBN:
Category :
Languages : en
Pages :

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Author: Percy Deift
Publisher: American Mathematical Soc.
ISBN: 0821826956
Category : Orthogonal polynomials
Languages : en
Pages : 273

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This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.

Author: Mourad Ismail
Publisher: Cambridge University Press
ISBN: 9780521782012
Category : Mathematics
Languages : en
Pages : 748

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The first modern treatment of orthogonal polynomials from the viewpoint of special functions is now available in paperback.

Author: M.S. Moonen
Publisher: Springer Science & Business Media
ISBN: 9401581967
Category : Mathematics
Languages : en
Pages : 434

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Proceedings of the NATO Advanced Study Institute, Leuven, Belgium, August 3-14, 1992

Author: Doron S. Lubinsky
Publisher: Springer
ISBN: 3540388575
Category : Mathematics
Languages : en
Pages : 160

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0. The results are consequences of a strengthened form of the following assertion: Given 0 p, f Lp ( ) and a certain sequence of positive numbers associated with Q(x), there exist polynomials Pn of degree at most n, n = 1,2,3..., such that if and only if f(x) = 0 for a.e.