Abstract
In this paper, we consider the orthogonal polynomials with respect to the weight where , and . By using the ladder operator approach, we obtain a pair of second-order nonlinear difference equations and a pair of differential–difference equations satisfied by the recurrence coefficients and . We also establish the relation between the associated Hankel determinant and the recurrence coefficients. From Dyson’s Coulomb fluid approach, we prove that the recurrence coefficients converge and the limits are derived explicitly when is fixed as .
Keywords:
orthogonal polynomials; Laguerre weight; exponential cubic weight; ladder operators; difference equations; Coulomb fluid MSC:
33C45; 42C05
1. Introduction
In this paper, we are concerned with the coefficients in the three-term recurrence relation for the orthogonal polynomials with respect to the weight
with parameters , and .
If , the weight (1) is the classical (scaled with N) Laguerre weight. If , it is an exponential cubic weight. Orthogonal polynomials associated with the exponential cubic weight have been well studied (see e.g., [1,2,3,4]), and have important applications in numerical analysis [5] and random matrix theory [6,7,8]. Furthermore, orthogonal polynomials and the Hankel determinant for the so-called semi-classical Laguerre weight have been studied in [9,10], which is also the motivation of the present paper.
Let be a sequence of monic polynomials, of degree n, orthogonal with respect to the weight (1); that is,
where and has the expansion
where , the sub-leading coefficient of , will play a significant role in the following discussions. Note that and also depend on the parameters and N.
One of the most important properties of the orthogonal polynomials is that they satisfy the three-term recurrence relation of the form
with the initial conditions
As an easy consequence, we have
Taking a telescopic sum of (4) and noting that , we obtain an important identity
It is known that (see, e.g., [11] (p. 17)) can be expressed as the determinant
and
where is the Hankel determinant for the weight (1) defined by
and is the jth moment given by the integral
We mention that the moment can be expressed in terms of the generalized hypergeometric functions after some calculations.
Furthermore, it is easy to see from (7) that the Hankel determinant can be expressed as the product of in the form
Obviously, the recurrence coefficients and the Hankel determinant are all dependent on the parameters and N in our problem. For more information about orthogonal polynomials, see [11,12,13].
The remainder of the paper is organized as follows. In Section 2, by using the ladder operator approach, we derive the discrete system for the recurrence coefficients and . We also obtain an important identity in the representation of the sub-leading coefficient in terms of the recurrence coefficients. In Section 3, we derive the differential–difference equations satisfied by the recurrence coefficients. We establish the relation between the Hankel determinant and the recurrence coefficients, and also obtain the differential–difference equations satisfied by . In Section 4, by making use of Dyson’s Coulomb fluid approach, we find that the large n limits of the recurrence coefficients exist in the sense that is fixed as . The expressions of the limits are also given explicitly. Finally, the conclusions and some remarks are outlined in Section 5.
2. Ladder Operators and Second-Order Difference Equations
The ladder operator approach has been applied to solve a series of problems about semi-classical orthogonal polynomials and the related Hankel determinants, especially the relationship to Painlevé equations; see, e.g., [14,15,16] and the references therein. Note that, in order to simplify the notations, the s-dependence of many quantities such as , , , and will not be displayed unless it is needed. Following the general set-up of Chen and Ismail [17,18], the lowering and raising operators for our orthogonal polynomials are
where the functions and are defined by
and .
The associated compatibility conditions for the functions and are
Here, (13) is obtained by the combination of (11) and (12), and is usually more useful compared to (12).
Using (14), we compute the functions and in the following lemma.
Lemma 1.
For our problem, the expressions of and are given by
where and are the auxiliary quantities
Proof.
Proposition 1.
The recurrence coefficients and the auxiliary quantities satisfy the relations as follows:
Proof.
Now we are ready to derive the main result of this section on the discrete system for the recurrence coefficients.
Theorem 1.
The recurrence coefficients and satisfy a pair of second-order nonlinear difference equations:
Proof.
Remark 1.
When , the results in the above theorem are reduced to
which are consistent with the recurrence coefficients of the classical monic Laguerre polynomials.
At the end of this section, we give an expression of the sub-leading coefficient , which will be very useful in the analysis of the next section.
Corollary 1.
The sub-leading coefficient can be expressed in terms of the recurrence coefficients as follows:
3. S Evolution and Differential-Difference Equations
Note that all the quantities discussed in this paper, such as the recurrence coefficients and , depend on the parameter s. We consider the s evolution in this section.
We start from taking a derivative with respect to s in the equation
which gives
By the three-term recurrence relation (3), we obtain the first term
and the second term
where we have used (23a) in the second step to simplify the result.
On the other hand, differentiating with respect to s in the equation
produces
The first term is
where we have used (27) to simplify the result in the second equality. The second term reads
To sum up, we have the following theorem.
Theorem 2.
The recurrence coefficients and satisfy the coupled differential–difference equations:
We also derive some results about the Hankel determinant as follows.
Theorem 3.
The logarithmic derivative of the Hankel determinant is expressed in terms of the recurrence coefficients as follows:
Proof.
From (8) and (31), we have
The proof is complete. □
Corollary 2.
The Hankel determinant satisfies the differential–difference equation
4. Asymptotics of the Recurrence Coefficients
Recall that, for our problem, the weight function is
and the potential is
where , and .
In random matrix theory [19,20,21], it is known that our Hankel determinant is equal to the partition function for the unitary random matrix ensemble associated with the weight (39) [11] (Corollary 2.1.3), i.e.,
where are the eigenvalues of Hermitian matrices from the ensemble with the joint probability density function
If we interpret as the positions of n charged particles, then the collection of particles can be approximated as a continuous fluid with an equilibrium density in the limit of large n according to Dyson’s Coulomb fluid approach [22]. Since our potential in (40) is convex for , the density is supported on an single interval denoted by ; see Chen and Ismail [23] and also [24] (p. 198).
Following [23], the equilibrium density is obtained by minimizing the free energy functional
subject to the normalization condition
Upon minimization, the density satisfies the integral equation
where A is the Lagrange multiplier for the constraint (41). Taking a derivative with respect to x in the above equation gives the singular integral equation
where P denotes the Cauchy principal value. From the theory of singular integral equations [25], the solution of (42) is given by
Substituting (40) into (43) and after some elaborate computations, we find
The normalization condition (41) then becomes
Motivated by the works [9,10], we consider the case that is fixed when . Equation (44) is actually a cubic equation for b,
which has a unique real solution given by
where
It was shown in Chen and Ismail [23] that, as ,
Hence, we have the following theorem.
Theorem 4.
Let be fixed when . Then, the limits of and as exist and are given by
where
Remark 2.
It is an interesting phenomenon that the limits of the recurrence coefficients in (45) and (46) are independent of the parameter λ.
Remark 3.
When , we find from (45) and (46) that
which coincides with the classical results for the Laguerre polynomials; see (26).
Remark 4.
We conjecture that and have the following large n asymptotic expansion
where and are given by the right hand sides of (45) and (46), respectively. Then, one can determine the expansion coefficients and recursively by using the discrete system for the recurrence coefficients in (23) following the procedure in [14,15,16]. However, the results are too complicated to write down here.
5. Conclusions
In this paper, we studied the monic polynomials orthogonal with respect to a semi-classical weight, which interpolates between the classical Laguerre weight and the exponential cubic weight. By making use of the ladder operator approach, we derived the discrete system for the recurrence coefficients and . Considering the s evolution, we obtained the coupled differential–difference equations satisfied by and . We also studied the relations between the associated Hankel determinant, the sub-leading coefficient of the monic orthogonal polynomials and the recurrence coefficients. Finally, we proved that the large n limits of the recurrence coefficients exist and are given when is fixed as . The large n asymptotic expansions of the recurrence coefficients, the sub-leading coefficient and the Hankel determinant in the sense that is fixed as can be considered based on the results in this paper; however, we found that the computations are very cumbersome.
Author Contributions
Methodology, C.M.; Software, P.F.; Validation, C.M.; Formal analysis, P.F.; Investigation, C.M. and P.F.; Resources, C.M.; Writing—original draft, P.F.; Writing—review & editing, C.M.; Supervision, C.M.; Funding acquisition, C.M. All authors have read and agreed to the published version of the manuscript.
Funding
This work was partially supported by the National Natural Science Foundation of China under grant number 12001212, by the Fundamental Research Funds for the Central Universities under grant number ZQN-902 and by the Scientific Research Funds of Huaqiao University under grant number 17BS402.
Data Availability Statement
Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.
Acknowledgments
The authors thank the reviewers for giving many useful comments, which improve the presentation of this paper.
Conflicts of Interest
The authors have no competing interest to declare that are relevant to the content of this article.
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