Construction and implementation of asymptotic expansions for Laguerre-type orthogonal polynomials

© 2017 The authors. Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval [0) with respect to a weight function of the form [EQUATION PRESENTED]. The classical Laguerre polynomials correspond to Q(x) = x. The computation of higher order terms of the asymptotic expansions of these polynomials for large degree becomes quite complicated, and a full description seems to be lacking in literature. However, this information is implicitly available in the work of Vanlessen (2007, Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory. Constr. Approx., 25, 125.175), based on a nonlinear steepest descent analysis of an associated Riemann.Hilbert problem. We will extend this work and show how to efficiently compute an arbitrary number of higher order terms in the asymptotic expansions of Laguerre and Laguerre-type polynomials. This effort is similar to the case of Jacobi and Jacobi-type polynomials in a previous article. We supply an implementation with explicit expansions in four different regions of the complex plane. These expansions can also be extended to Hermite-type weights of the form exp(-∑ mk =0 qkx 2k ) on (-) and to general nonpolynomial functions Q(x) using contour integrals. The expansions may be used, e.g., to compute Gauss.Laguerre quadrature rules with lower computational complexity than based on the recurrence relation and with improved accuracy for large degree. They are also of interest in random matrix theory.

Publication year:2018

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Authors from:Higher Education

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