A Riemann-Hilbert problem for skew-orthogonal polynomials
V. U. Pierce
Abstract
We find a local (d+1) × (d+1) Riemann-Hilbert problem characterizing the skew-orthogonal polynomials associated to the partition function of the Gaussian Orthogonal Ensemble of random matrices with a potential function of degree d. Our Riemann-Hilbert problem is similar to a local d × d Riemann-Hilbert problem found by Kuijlaars and McLaughlin characterizing the bi-orthogonal polynomials. This gives more motivation for finding methods to compute asymptotics of high order Riemann-Hilbert problems, and brings us closer to finding asymptotics of the skew-orthogonal polynomials.
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