A Riemann-hilbert Problem for Skew-orthogonal Polynomials
نویسنده
چکیده
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 RiemannHilbert 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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