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We consider orthogonal polynomials with respect to the weight $|z^2+a^2|^{cN}e^{-N|z|^2}$ in the whole complex plane. We obtain strong asymptotics and the limiting normalized zero counting measure (mother body) of the orthogonal polynomials of degree $n$ in the scaling limit $n,N\to \infty$ such that $\frac{n}{N}\to t$. We restrict ourselves to the case $a^2\geq 2c$, $cN$ integer, and $t

We compare two methods for analysing periodic dimer models. These are the matrix-valued orthogonal polynomials approach due to Duits and one of the authors, and the Wiener-Hopf approach due to Berggren and Duits. We establish their equivalence in the special case of the Aztec diamond. Additionally, we provide explicit formulas for the matrix-valued orthogonal polynomials/Wiener-Hopf factors in the case of the $2 \times 2$-periodic Aztec diamond in terms of Jacobi theta functions related to the spectral curve of the model.

The $n$-grid $E_n$ consists of $n$ equally spaced points in $[-1,1]$ including the endpoints $\pm 1$. The extremal polynomial $p_n^*$ is the polynomial that maximizes the uniform norm $\| p \|_{[-1,1]}$ among polynomials $p$ of degree $\leq \alpha n$ that are bounded by one on $E_n$. For every $\alpha \in (0,1)$, we determine the limit of $\frac{1}{n} \log \| p_n^*\|_{[-1,1]}$ as $n \to \infty$. The interest in this limit comes from a connection with an impossibility theorem on stable approximation on the $n$-grid., Comment: 19 pages, no figures; correction in the proof of Lemma 2.3

A recent result of S.-Y. Lee and M. Yang states that the planar orthogonal polynomials orthogonal with respect to a modified Gaussian measure are multiple orthogonal polynomials of type II on a contour in the complex plane. We show that the same polynomials are also type I orthogonal polynomials on a contour, provided the exponents in the weight are integer. From this orthogonality, we derive several equivalent Riemann-Hilbert problems. The proof is based on the fundamental identity of Lee and Yang, which we establish using a new technique.

We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou method of steepest descent, we obtain asymptotic expansions for the MVOPs as the degree tends to infinity, in different regions of the complex plane (outside the interval of orthogonality, on the interval away from the endpoints and in neighborhoods of the endpoints), as well as for the matrix coefficients in the three-term recurrence relation for these MVOPs. The asymptotic analysis follows the work of Kuijlaars, McLaughlin, Van Assche and Vanlessen on scalar Jacobi-type orthogonal polynomials, but it also requires several different factorizations of the matrix part of the weight, in terms of eigenvalues/eigenvectors and using a matrix Szeg\H{o} function. We illustrate the results with two main examples, MVOPs of Jacobi and Gegenbauer type, coming from group theory., Comment: 48 pages, 8 figures. Some typos corrected in the last version

Critical measures in the complex plane are saddle points for the logarithmic energy with external field. Their local and global structure was described by Martinez-Finkelshtein and Rakhmanov. In this paper we start the development of a theory of critical measures on higher genus Riemann surfaces, where the logarithmic energy is replaced by the energy with respect to a bipolar Green's kernel. We study a max-min problem for the bipolar Green's energy with external fields Re V where dV is a meromorphic differential. Under reasonable assumptions the max-min problem has a solution and we show that the corresponding equilibrium measure is a critical measure in the external field. In a special genus one situation we are able to show that the critical measure is supported on maximal trajectories of a meromorphic quadratic differential. We are motivated by applications to random lozenge tilings of a hexagon with periodic weightings. Correlations in these models are expressible in terms of matrix valued orthogonal polynomials. The matrix orthogonality is interpreted as (partial) scalar orthogonality on a Riemann surface. The theory of critical measures will be useful for the asymptotic analysis of a corresponding Riemann-Hilbert problem as we outline in the paper., Comment: 47 pages, 3 figures

In this paper, we study a class of matrix-valued orthogonal polynomials (MVOPs) that are related to 2-periodic lozenge tilings of a hexagon. The general model depends on many parameters. In the cases of constant and $2$-periodic parameter values we show that the MVOP can be expressed in terms of scalar polynomials with non-Hermitian orthogonality on a closed contour in the complex plane. The 2-periodic hexagon tiling model with a constant parameter has a phase transition in the large size limit. This is reflected in the asymptotic behavior of the MVOP as the degree tends to infinity. The connection with the scalar orthogonal polynomials allows us to find the limiting behavior of the zeros of the determinant of the MVOP. The zeros tend to a curve $\widetilde{\Sigma}_0$ in the complex plane that has a self-intersection. The zeros of the individual entries of the MVOP show a different behavior and we find the limiting zero distribution of the upper right entry under a geometric condition on the curve $\widetilde{\Sigma}_0$ that we were unable to prove, but that is convincingly supported by numerical evidence., Comment: 31 pages, 10 figures

We prove existence, uniqueness and non-negativity of solutions of certain integral equations describing the density of states $u(z)$ in the spectral theory of soliton gases for the one dimensional integrable focusing Nonlinear Schr\"{o}dinger Equation (fNLS) and for the Korteweg de Vries (KdV) equation. Our proofs are based on ideas and methods of potential theory. In particular, we show that the minimizing (positive) measure for certain energy functional is absolutely continuous and its density $u(z)\geq 0$ solves the required integral equation. In a similar fashion we show that $v(z)$, the temporal analog of $u(z)$, is the difference of densities of two absolutely continuous measures. Together, integral equations for $u,v$ represent nonlinear dispersion relation for the fNLS soliton gas. We also discuss smoothness and other properties of the obtained solutions. Finally, we obtain exact solutions of the above integral equations in the case of a KdV condensate and a bound state fNLS condensate. Our results is a first step towards a mathematical foundation for the spectral theory of soliton and breather gases, which appeared in work of El and Tovbis, Phys. Rev. E, 2020. It is expected that the presented ideas and methods will be useful for studying similar classes of integral equation describing, for example, breather gases for the fNLS, as well as soliton gases of various integrable systems., Comment: 32 pages, 1 figure

We study the equilibrium measure on the two dimensional sphere in the presence of an external field generated by r+1 equal point charges that are symmetrically located around the north pole. The support of the equilibrium measure is known as the droplet. The droplet has a motherbody which we characterize by means of a vector equilibrium problem (VEP) for r measures in the complex plane. The model undergoes two transitions which is reflected in the support of the first component of the minimizer of the VEP, namely the support can be a finite interval containing 0, the union of two intervals, or the full half-line. The two interval case corresponds to a droplet with two disjoint components, and it is analyzed by means of a genus one Riemann surface., Comment: 61 pages, 7 figures

We study the equilibrium measure on the two dimensional sphere in the presence of an external field generated by two equal point charges. The support of the equilibrium measure is known as the droplet. Brauchart et al. showed that the complement of the droplet consists of two spherical caps when the charges are small. When the charges are bigger the droplet becomes simply connected and we prove that the boundary of the droplet is mapped by stereographic projection to an ellipse in the plane. Moreover, we compute a mother body for the droplet that we derive from an equilibrium problem with a weakly admissible external field on the real line.

We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the asymptotic behavior can be separated into two regimes: the low and the high temperature regime. Our main results are the computations of the disordered regions in both regimes and the limiting densities of the different lozenges there. For low temperatures, the disorded region consists of two disjoint ellipses. In the high temperature regime the two ellipses merge into a single simply connected region. At the transition from the low to the high temperature a tacnode appears. The key to our asymptotic study is a recent approach introduced by Duits and Kuijlaars providing a double integral representation for the correlation kernel. One of the factors in the integrand is the Christoffel-Darboux kernel associated to polynomials that satisfy non-Hermitian orthogonality relations with respect to a complex-valued weight on a contour in the complex plane. We compute the asymptotic behavior of these orthogonal polynomials and the Christoffel-Darboux kernel by means of a Riemann-Hilbert analysis. After substituting the resulting asymptotic formulas into the double integral we prove our main results by classical steepest descent arguments., Comment: 63 pages, 20 figures

The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $\theta$ and an external field $V$. For $\theta=\frac{1}{2}$ we find the large $n$ behavior of the associated correlation kernel with only few restrictions on $V$. The idea is to relate the ensemble to a type II multiple orthogonal polynomial ensemble that can in turn be related to a $3\times 3$ Riemann-Hilbert problem which we then solve with the Deift-Zhou steepest descent method. The main ingredient is the construction of the local parametrix at the origin, with the help of Meijer G-functions, and its matching condition with a global parametrix. We will present a new iterative technique to obtain the matching condition, which we expect to be applicable in more general situations as well., Comment: 51 pages

The value of a highly oscillatory integral is typically determined asymptotically by the behaviour of the integrand near a small number of critical points. These include the endpoints of the integration domain and the so-called stationary points or saddle points -- roots of the derivative of the phase of the integrand -- where the integrand is locally non-oscillatory. Modern methods for highly oscillatory quadrature exhibit numerical issues when two such saddle points coalesce. On the other hand, integrals with coalescing saddle points are a classical topic in asymptotic analysis, where they give rise to uniform asymptotic expansions in terms of the Airy function. In this paper we construct Gaussian quadrature rules that remain uniformly accurate when two saddle points coalesce. These rules are based on orthogonal polynomials in the complex plane. We analyze these polynomials, prove their existence for even degrees, and describe an accurate and efficient numerical scheme for the evaluation of oscillatory integrals with coalescing saddle points.

We analyze domino tilings of the two-periodic Aztec diamond by means of matrix valued orthogonal polynomials that we obtain from a reformulation of the Aztec diamond as a non-intersecting path model with periodic transition matrices. In a more general framework we express the correlation kernel for the underlying determinantal point process as a double contour integral that contains the reproducing kernel of matrix valued orthogonal polynomials. We use the Riemann-Hilbert problem to simplify this formula for the case of the two-periodic Aztec diamond. In the large size limit we recover the three phases of the model known as solid, liquid and gas. We describe fine asymptotics for the gas phase and at the cusp points of the liquid-gas boundary, thereby complementing and extending results of Chhita and Johansson., Comment: 80 pages, 20 figures; This is an extended version of the paper that is accepted for publication in the Journal of the EMS

The aim of this paper is to present the construction of exceptional Laguerre polynomials in a systematic way, and to provide new asymptotic results on the location of the zeros. To describe the exceptional Laguerre polynomials we associate them with two partitions. We find that the use of partitions is an elegant way to express these polynomials and we restate some of their known properties in terms of partitions. We discuss the asymptotic behavior of the regular zeros and the exceptional zeros of exceptional Laguerre polynomials as the degree tends to infinity., Comment: To appear in Studies in Applied Mathematics

The sine process is a rigid point process on the real line, which means that for almost all configurations $X$, the number of points in an interval $I = [-R,R]$ is determined by the points of $X$ outside of $I$. In addition, the points in $I$ are an orthogonal polynomial ensemble on $I$ with a weight function that is determined by the points in $X \setminus I$. We prove a universality result that in particular implies that the correlation kernel of the orthogonal polynomial ensemble tends to the sine kernel as the length $|I|=2R$ tends to infinity, thereby answering a question posed by A.I. Bufetov., Comment: 26 pages, no figures, revised version with Appendix B

We present an approach to sums of random Hermitian matrices via the theory of spherical functions for the Gelfand pair $(\mathrm{U}(n) \ltimes \mathrm{Herm}(n), \mathrm{U}(n))$. It is inspired by a similar approach of Kieburg and K\"osters for products of random matrices. The spherical functions have determinantal expressions because of the Harish-Chandra/Itzykson-Zuber integral formula. It leads to remarkably simple expressions for the spherical transform and its inverse. The spherical transform is applied to sums of unitarily invariant random matrices from polynomial ensembles and the subclass of polynomial ensembles of derivative type (in the additive sense), which turns out to be closed under addition. We finally present additional detailed calculations for the sum with a random matrix from a Laguerre Unitary Ensemble., Comment: 25 pages

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a singular edge point. First, we show that the singular behavior propagates macroscopically for sufficiently small Gaussian perturbations, and we describe the macroscopic eigenvalue behavior for Gaussian perturbations of critical size. Secondly, for sufficiently small Gaussian perturbations of unitary invariant random matrices, we prove that the microscopic eigenvalue correlations near the singular point are described by the same limiting kernel as in the unperturbed case. We also interpret our results in terms of nonintersecting Brownian paths with random starting positions, and we establish multi-time generalizations of the microscopic results., Comment: 50 pages, 3 figures

The Muttalib-Borodin biorthogonal ensemble is a joint density function for $n$ particles on the positive real line that depends on a parameter $\theta$. There is an equilibrium problem that describes the large $n$ behavior. We show that for rational values of $\theta$ there is an equivalent vector equilibrium problem.

The bispectral anti-isomorphism is applied to differential operators involving elements of the stabilizer ring to produce explicit formulas for all difference operators having any of the Hermite exceptional orthogonal polynomials as eigenfunctions with eigenvalues that are polynomials in $x$.

Let $X$ be a random matrix whose squared singular value density is a polynomial ensemble. We derive double contour integral formulas for the correlation kernels of the squared singular values of $GX$ and $TX$, where $G$ is a complex Ginibre matrix and $T$ is a truncated unitary matrix. We also consider the product of $X$ and several complex Ginibre/truncated unitary matrices. As an application, we derive the precise condition for the squared singular values of the product of several truncated unitary matrices to follow a polynomial ensemble. We also consider the sum $H + M$ where $H$ is a GUE matrix and $M$ is a random matrix whose eigenvalue density is a polynomial ensemble. We show that the eigenvalues of $H + M$ follow a polynomial ensemble whose correlation kernel can be expressed as a double contour integral. As an application, we point out a connection to the two-matrix model., Comment: 33 pages, some changes suggested by the referee is made and some references are added

A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $\frac{1}{Z_n} \, \prod_{j

We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix with a random matrix. We show that the structure of polynomial ensembles and of certain Pfaffian ensembles is preserved. Furthermore we derive the joint singular value density of a product of truncated unitary matrices and its corresponding correlation kernel which can be written as a double contour integral. This leads to hard edge scaling limits that also include new finite rank perturbations of the Meijer G-kernels found for products of complex Ginibre random matrices., Comment: 29 pages

The normal matrix model with a cubic potential is ill-defined and it develops a critical behavior in finite time. We follow the approach of Bleher and Kuijlaars to reformulate the model in terms of orthogonal polynomials with respect to a Hermitian form. This reformulation was shown to capture the essential features of the normal matrix model in the subcritical regime, namely that the zeros of the polynomials tend to a number of segments (the motherbody) inside a domain (the droplet) that attracts the eigenvalues in the normal matrix model. In the present paper we analyze the supercritical regime and we find that the large $n$ behavior is described by the evolution of a spectral curve satisfying the Boutroux condition. The Boutroux condition determines a system of contours $\Sigma_1$, consisting of the motherbody and whiskers sticking out of the domain. We find a second critical behavior at which the original motherbody shrinks to a point at the origin and only the whiskers remain. In the regime before the second criticality we also give strong asymptotics of the orthogonal polynomials by means of a steepest descent analysis of a $3 \times 3$ matrix valued Riemann-Hilbert problem. It follows that the zeros of the orthogonal polynomials tend to $\Sigma_1$, with the exception of at most three spurious zeros., Comment: 65 pages, 13 figures

We study the zeros of exceptional Hermite polynomials associated with an even partition $\lambda$. We prove several conjectures regarding the asymptotic behavior of both the regular (real) and the exceptional (complex) zeros. The real zeros are distributed as the zeros of usual Hermite polynomials and, after contracting by a factor $\sqrt{2n}$, we prove that they follow the semi-circle law. The non-real zeros tend to the zeros of the generalized Hermite polynomial $H_{\lambda}$, provided that these zeros are simple. It was conjectured by Veselov that the zeros of generalized Hermite polynomials are always simple, except possibly for the zero at the origin, but this conjecture remains open., Comment: 16 pages, 1 figure

We consider polynomials $P_n$ orthogonal with respect to the weight $J_{\nu}$ on $[0,\infty)$, where $J_{\nu}$ is the Bessel function of order $\nu$. Asheim and Huybrechs considered these polynomials in connection with complex Gaussian quadrature for oscillatory integrals. They observed that the zeros are complex and accumulate as $n \to \infty$ near the vertical line $\textrm{Re}\, z = \frac{\nu \pi}{2}$. We prove this fact for the case $0 \leq \nu \leq 1/2$ from strong asymptotic formulas that we derive for the polynomials $P_n$ in the complex plane. Our main tool is the Riemann-Hilbert problem for orthogonal polynomials, suitably modified to cover the present situation, and the Deift-Zhou steepest descent method. A major part of the work is devoted to the construction of a local parametrix at the origin, for which we give an existence proof that only works for $\nu \leq 1/2$., Comment: 42 pages, 5 figures

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show how their result can be interpreted as a transformation of polynomial ensembles. We also show that the squared singular values of the product of M-1 complex Ginibre matrices with one truncated unitary matrix is a polynomial ensemble, and we derive a double integral representation for the correlation kernel associated with this ensemble. We use this to calculate the scaling limit at the hard edge, which turns out to be the same scaling limit as the one found by Kuijlaars and Zhang for the squared singular values of a product of M complex Ginibre matrices. Our final result is that these limiting kernels also appear as scaling limits for the biorthogonal ensembles of Borodin with parameter theta > 0, in case theta or 1/theta is an integer. This further supports the conjecture that these kernels have a universal character., Comment: 23 pages, 1 figure

We investigate the asymptotic behavior of a family of multiple orthogonal polynomials that is naturally linked with the normal matrix model with a monomial potential of arbitrary degree $d+1$. The polynomials that we investigate are multiple orthogonal with respect to a system of $d$ analytic weights defined on a symmetric $(d+1)$-star centered at the origin. In the first part we analyze in detail a vector equilibrium problem involving a system of $d$ interacting measures $(\mu_{1},\ldots,\mu_{d})$ supported on star-like sets in the plane. We show that in the subcritical regime, the first component $\mu_{1}^{*}$ of the solution to this problem is the asymptotic zero distribution of the multiple orthogonal polynomials. It also characterizes the domain where the eigenvalues in the normal matrix model accumulate, in the sense that the Schwarz function associated with the boundary of this domain can be expressed explicitly in terms of $\mu_{1}^{*}$. The second part of the paper is devoted to the asymptotic analysis of the multiple orthogonal polynomials. The asymptotic results are obtained again in the subcritical regime, and they follow from the Deift/Zhou steepest descent analysis of a Riemann-Hilbert problem of size $(d+1)\times (d+1)$. The vector equilibrium problem and the Riemann-Hilbert problem that we investigate are generalizations of those studied recently by Bleher-Kuijlaars in the case $d=2$., Comment: 65 pages, 10 figures, change in title, proof of Lemma 8.2 improved

We study the limiting zero distribution of orthogonal polynomials with respect to some particular exponential weights exp(-nV(z)) along contours in the complex plane. We are especially interested in the question under which circumstances the zeros of the orthogonal polynomials accumulate on a single analytic arc (one cut case), and in which cases they do not. In a family of cubic polynomial potentials V(z) = - iz^3/3 + iKz, we determine the precise values of K for which we have the one cut case. We also prove the one cut case for a monomial quintic V(z) = - iz^5/5 on a contour that is symmetric in the imaginary axis., Comment: 27 pages, 13 figures

Curves in the complex plane that satisfy the S-property were first introduced by Stahl and they were further studied by Gonchar and Rakhmanov in the 1980s. Rakhmanov recently showed the existence of curves with the S-property in a harmonic external field by means of a max-min variational problem in logarithmic potential theory. This is done in a fairly general setting, which however does not include the important special case of an external field given by the real part of a polynomial of degree greater than or equal to 2. In this paper we give a detailed proof of the existence of a curve with the S-property in the external field given by the real part of a polynomial V, within the collection of all curves that connect two or more pre-assigned directions at infinity in which the real part of V grows. Our method of proof is very much based on the works of Rakhmanov on the max-min variational problem and of Mart\'inez-Finkelshtein and Rakhmanov on critical measures., Comment: 33 pages, 5 figures. Revised version. To appear in Journal of Approximation Theory

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M=2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy-Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory., Comment: 30 pages, 1 figure. Revised version with the first three paragraphs completely rewritten, typos corrected, references updated. To appear in Communications in Mathematical Physics

The tacnode Riemann-Hilbert problem is a 4 x 4 matrix valued RH problem that appears in the description of the local behavior of two touching groups of non-intersecting Brownian motions. The same RH problem was also found by Duits and Geudens to describe a new critical regime in the two-matrix model. Delvaux gave integral representations for some of the entries of the 4 x 4 matrix. We complement this work by presenting integral representations for all of the entries. As a consequence we give an explicit formula for the Duits-Geudens critical kernel., Comment: 29 pages, 5 figures

We give a summary of the recent progress made by the authors and collaborators on the asymptotic analysis of the two matrix model with a quartic potential. The paper also contains a list of open problems., Comment: 17 pages, 1 figure; This is a contribution to the proceedings of the MSRI semester "Random matrix theory, interacting particle systems and integrable systems."