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JOURNALS // Symmetry, Integrability and Geometry: Methods and Applications // Archive

SIGMA, 2024 Volume 20, 076, 32 pp. (Mi sigma2078)

A Riemann–Hilbert Approach to Skew-Orthogonal Polynomials of Symplectic Type

Alex Little

Unité de Mathématiques Pures et Appliquées, ENS de Lyon, France

Abstract: We present a representation of skew-orthogonal polynomials of symplectic type ($\beta=4$) in terms of a matrix Riemann–Hilbert problem, for weights of the form ${\rm e}^{-V(z)}$ where $V$ is a polynomial of even degree and positive leading coefficient. This is done by representing skew-orthogonality as a kind of multiple-orthogonality. From this, we derive a ${\beta=4}$ analogue of the Christoffel–Darboux formula. Finally, our Riemann–Hilbert representation allows us to derive a Lax pair whose compatibility condition may be viewed as a ${\beta=4}$ analogue of the Toda lattice.

Keywords: Riemann–Hilbert problem, skew-orthogonal polynomials, random matrices.

MSC: 60B20, 33C45, 30E15, 30E25

Received: December 27, 2023; in final form August 6, 2024; Published online August 16, 2024

Language: English

DOI: 10.3842/SIGMA.2024.076


ArXiv: 2306.14107


© Steklov Math. Inst. of RAS, 2024