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.

Publisher description

This volume aims to highlight trends and important directions of research in orthogonal polynomials, q-series, and related topics in number theory, combinatorics, approximation theory, mathematical physics, and computational and applied harmonic analysis. This collection is based on the invited lectures by well-known contributors from the International Conference on Orthogonal Polynomials and q-Series, that was held at the University of Central Florida in Orlando, on May 10-12, 2015. The conference was dedicated to Professor Mourad Ismail on his 70th birthday.The editors strived for a volume that would inspire young researchers and provide a wealth of information in an engaging format. Theoretical, combinatorial and computational/algorithmic aspects are considered, and each chapter contains many references on its topic, when appropriate.

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.

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.

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.

The origins of the harmonic analysis go back to an ingenious idea of Fourier that any reasonable function can be represented as an infinite linear combination of sines and cosines. Today's harmonic analysis incorporates the elements of geometric measure theory, number theory, probability, and has countless applications from data analysis to image recognition and from the study of sound and vibrations to the cutting edge of contemporary physics. The present volume is based on lectures presented at the summer school on Harmonic Analysis. These notes give fresh, concise, and high-level introductions to recent developments in the field, often with new arguments not found elsewhere. The volume will be of use both to graduate students seeking to enter the field and to senior researchers wishing to keep up with current developments.