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Sbornik: Mathematics, 2022, Volume 213, Issue 11, Pages 1559–1581
DOI: https://doi.org/10.4213/sm9765e
(Mi sm9765)
 

This article is cited in 2 scientific papers (total in 2 papers)

A generalization of the discrete Rodrigues formula for Meixner polynomials

V. N. Sorokin

Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia
References:
Abstract: A generalization of Meixner polynomials leading to a new construction of Apéry approximations is put forward. The limiting distribution of the zeros of scaled polynomials is described in terms of algebraic functions. The resulting distribution is shown to be a solution of some vector equilibrium problem in the theory of logarithmic potential.
Bibliography: 21 titles.
Keywords: Meixner polynomials, discrete Rodrigues formula, Apéry approximations, saddle-point method, algebraic functions, equilibrium problem.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-283
Russian Science Foundation 19-71-30004
This research (with the exception of § 3.5) was carried out at the Moscow Center for Fundamental and Applied Mathematics with the financial support of the Ministry of Education and Science of the Russian Federation (agreement no. 075-15-2022-283). The results in § 3.5 were obtained with the financial support of the Russian Science Foundation under grant no. 19-71-30004, https://rscf.ru/en/project/19-71-30004/.
Received: 30.03.2022 and 19.07.2022
Russian version:
Matematicheskii Sbornik, 2022, Volume 213, Number 11, Pages 79–101
DOI: https://doi.org/10.4213/sm9765
Bibliographic databases:
Document Type: Article
MSC: 42C05
Language: English
Original paper language: Russian

§ 1. Introduction

1.1

Let the discrete probability measure $\mu(x)=\mu(x;c,\beta)$ with support on the set of nonnegative integers $\mathbb Z_+$ be defined by putting the masses

$$ \begin{equation*} \mu(\{x\})=(1-c)^\beta c^x \frac {\Gamma (x+\beta)}{\Gamma (x+1)\Gamma (\beta)} \end{equation*} \notag $$
at the points $x\in \mathbb Z_+$, where $\Gamma$ is the gamma function (the Euler integral of the second kind). The measure involves two parameters,
$$ \begin{equation*} \beta>0\quad\text{and} \quad 0<c<1. \end{equation*} \notag $$

We denote by $P_n(x)$ the Meixner polynomials (see [1] and also [2]), that is, the polynomials orthogonal with respect to $\mu$. In other words, $P_n$ is a nonzero polynomial of degree $\leqslant n$ satisfying the orthogonality relations

$$ \begin{equation*} \int{P_n(x)x^l\,d\mu(x)=0}, \qquad l=0,\dots, n-1, \end{equation*} \notag $$
which define $P_n$ uniquely (up to normalization). The degree of $P_n$ is $n$, all of its zeros are simple and lie on the interval $\Delta=[0,+\infty)$, on which they are separated by integer points by the Chebyshev-Markov-Stieltjes theorem; this means that each interval $[m,m+1]$, $m\in \mathbb Z_+$, contains at most one zero of $P_n$.

In what follows we consider only the case $\beta=1$. In this case

$$ \begin{equation} \mu(\{x\})=(1-c)c^x, \qquad x\in \mathbb Z_+, \end{equation} \tag{1.1} $$
is a geometric distribution.

Meixner obtained the following discrete analogue of Rodrigues’s formula:

$$ \begin{equation} P_n(x)c^x=\frac{1}{n!}\boldsymbol\Delta^n\{c^x(x+1)_n\}, \qquad n\in \mathbb Z_+; \end{equation} \tag{1.2} $$
here
$$ \begin{equation*} (x+1)_n=(x+1)\cdots(x+n) \end{equation*} \notag $$
is the Pochhammer symbol, and $\boldsymbol\Delta$ is the backward difference operator, that is,
$$ \begin{equation*} (\boldsymbol\Delta f)(x)=f(x)-f(x-1). \end{equation*} \notag $$
By formula (1.2) we fix a normalization of the polynomials, namely, $P_n(0)=1$.

Various generalizations of Meixner polynomials related to Hermite-Padé approximations (see [11], [12]) were studied in [3]–[10]. General problems of convergence of sequences of discrete measures and their potentials were considered in the recent paper [13]. Apart from Hermite-Padé approximations, Diophantine approximation theory also uses extensively other constructions related, for example, to generalizations of Rodrigues’s formula. In this paper we study the polynomials defined by the formula

$$ \begin{equation} A_n(x)c^x=\frac{1}{n!}\boldsymbol\Delta^n\{c^x(x+1)_nQ_n(x)\}, \end{equation} \tag{1.3} $$
where
$$ \begin{equation} Q_n(x)c^x=\frac{1}{n!\,n!}\boldsymbol\Delta^n\{c^x((x+1)_n)^2\}, \qquad n\in \mathbb Z_+. \end{equation} \tag{1.4} $$
The polynomial $A_n(x)$ has degree $3n$ and is normalized by the condition $A_n(0)=1$. In § 3 we describe fully the asymptotic behaviour of these polynomials as $n\to \infty$. We also formulate there the main results of the paper.

For us, the main impetus for introducing the polynomials $A_n$ stems from their relations to Diophantine approximation theory. Namely, these polynomials are a new example of special functions providing the Apéry approximations to $\zeta(3)$, the value of the Riemann zeta function at $3$ (for more details, see § 1.3).

The polynomials $Q_n$ are also related to Diophantine approximations. In [3] we obtained, inter alia, weak asymptotics of these polynomials. Below, in § 2, we quote from [3] to provide basic formulae for the asymptotic behaviour of the polynomials $Q_n$ in the form required in the proof of our main results.

1.2

Let discuss the concept of weak asymptotics using the example of the Meixner polynomials. The masses (1.1) decay exponentially as $x\to\infty$, and so, following Rakhmanov [14], we scale by

$$ \begin{equation} P^\ast_n(x)=C_nP_n(nx), \qquad n\in \mathbb Z_+, \end{equation} \tag{1.5} $$
where $C_n$ is the normalizing constant such that the leading coefficient of the polynomial $P^\ast_n$ is $1$. The limit
$$ \begin{equation} V(x)=\lim_{n\to\infty}\biggl({-\frac{1}{n}}\biggr)\log|P^\ast_n(x)| \end{equation} \tag{1.6} $$
is known as the weak asymptotics of the sequence $\{P^\ast_n\}^\infty_{n=0}$. The function $V(x)$ is defined for those $x\in \mathbb {C}$ for which this limit exists.

We denote the set of zeros of the polynomial $P^\ast_n$ by $\mathfrak {Z}(P^\ast_n)$. Consider the measures

$$ \begin{equation} \lambda_n=\frac{1}{n}\sum_{\xi\in\mathfrak {Z}(P^\ast_n)}\delta_\xi, \end{equation} \tag{1.7} $$
where $\delta_\xi$ is the Dirac function (the unit measure concentrated at the point $\xi$). So $\lambda_n$ is the normalized measure counting the zeros of the polynomial $P^\ast_n$.

In [3] the author of this paper showed that the measures (1.7) converge in the weak${}^\ast$ topology of the dual space (pointwise convergence of functionals), that is,

$$ \begin{equation*} \lambda_n\xrightarrow{\ast}\lambda, \qquad n\to\infty. \end{equation*} \notag $$
The support $\mathsf{S}(\lambda)$ of the finite positive Borel measure $\lambda$ lies in the interval $\Delta$, and its total variation $\|\lambda\|$ is $1$. The measure $\lambda$ is called the limit measure of the zero distribution of the polynomials $P^\ast_n$. It was also shown in [3] that the limit (1.6) exists outside the support of this measure. Note also that
$$ \begin{equation*} V(x)=V^\lambda(x), \qquad x\in \mathbb {C}\setminus\mathsf{S}(\lambda), \end{equation*} \notag $$
where $V^\lambda$ is the logarithmic potential of $\lambda$ (see [15]), that is, the following (finite or infinite) Lebesgue integral
$$ \begin{equation*} V^\lambda(x)=\int \log\frac{1}{|x-t|}\,d\lambda(t), \qquad x\in \mathbb {C}. \end{equation*} \notag $$

The measure $\lambda$ is a solution of the following equilibrium problem in the theory of logarithmic potential (see [16]).

Problem 1. Find a finite positive Borel measure $\lambda$ such that:

1) the support of this measure lies in the interval $\Delta$, $\mathsf{S}(\lambda) \subset \Delta;$

2) the total variation of the measure is $1$, $\|\lambda\|=1$;

3) the constraint

$$ \begin{equation} \lambda \leqslant \chi \end{equation} \tag{1.8} $$
holds, where $\chi$ is the classical Lebesgue measure on $\Delta$;

4) the equilibrium conditions

$$ \begin{equation*} W=2V^\lambda+\Phi \begin{cases} \leqslant w &\text{on } \mathsf{S}(\lambda), \\ \geqslant w &\text{on } \Delta \setminus \mathsf{Z}(\lambda) \end{cases} \end{equation*} \notag $$
are met, where $w$ is some equilibrium constant, and
$$ \begin{equation*} \mathsf{Z}(\lambda)=\mathsf{S}(\lambda)\setminus\mathsf{S}(\chi-\lambda) \end{equation*} \notag $$
is the saturation zone of the measure $\lambda$, that is, the subset of the support on which constraint (1.8) is attained; here $\Phi$ is the external field,
$$ \begin{equation} \Phi(x)=\operatorname{Re} x\cdot \log\frac{1}{c}, \qquad x\in \mathbb {C}. \end{equation} \tag{1.9} $$

The external field (1.9) appears after the scaling (1.5) due to the exponential decay of the measure $\mu$ at infinity. The constraint also appears after scaling in view of the theorem on the separation of zeros. Inequality (1.8) means that the signed measure $\chi-\lambda$, which is the difference of two measures, is also a positive measure. Rakhmanov [17] was the first to consider equilibria with constraints.

We set

$$ \begin{equation*} x_-=\frac{1-\sqrt c}{1+\sqrt c }\quad\text{and} \quad x_+=\frac{1+\sqrt c}{1-\sqrt c}. \end{equation*} \notag $$
The measure $\lambda$ is supported on $[0,x_+]$ its saturation zone is $[0,x_-]$.

1.3

We conclude this section by noting the following interesting fact on the relation of the polynomials $A_n$ to Diophantine approximation theory, or, more precisely, to one of its directions dealing with the arithmetical properties of values of the Riemann-Euler zeta-function. Recall that

$$ \begin{equation*} \zeta(s)=\sum_{n=1}^{\infty}\frac{1}{n^s}=\prod_p \frac{1}{1-1/{p^s}}, \qquad \operatorname{Re}s>1, \end{equation*} \notag $$
where the product is taken over all prime numbers.

The polynomials $A_n$ depend analytically on the parameter $c$; more precisely, they are polynomials of $q=1/c$. Setting $c=1$ and

$$ \begin{equation*} \mathring{A}_n = A_n|_{c=1} \end{equation*} \notag $$
results in strong degeneracy: the degree of the polynomial $\mathring{A}_n$ is $n$. Consider the numbers
$$ \begin{equation} a_n=\mathring{A}_n(n), \qquad n\in \mathbb Z_+. \end{equation} \tag{1.10} $$
These numbers are the denominators of the Apéry Diophantine approximations to $\zeta(3)$ (see [18]). The numbers (1.10) satisfy the three-term recurrence relation
$$ \begin{equation*} (n+1)^3a_{n+1}-(2n+1)(17n^2+17n+5)a_n+n^3a_{n-1}=0, \end{equation*} \notag $$
where $n=1, 2, 3, \dots$, with the initial conditions $a_0=1$ and $a_1=5$. This result is a direct consequence of (1.3) and (1.4).

Prévost (see [19]) found the Apéry approximations to $\xi(2)$ by using the Touchard polynomials (see [20]), which coincide with the polynomials

$$ \begin{equation*} \mathring{Q}_n = Q_n|_{c=1} \end{equation*} \notag $$
of degree $n$ that are orthogonal with respect to a certain linear functional $\mathfrak{S}$:
$$ \begin{equation*} \mathfrak{S}\{\mathring{Q}_n(x)x^l\}=0, \qquad l=0, \dots, n-1, \quad n\in \mathbb Z_+. \end{equation*} \notag $$
The power moments of this functional are the Bernoulli numbers,
$$ \begin{equation*} \mathfrak{S}\{x^n\}=B_n, \qquad n\in \mathbb Z_+. \end{equation*} \notag $$
Recall that the Bernoulli numbers are defined by the following generating function (the Planck distribution):
$$ \begin{equation*} \frac{z}{e^z-1}=\sum_{n=0}^{\infty}\frac{B_n}{n!}z^n, \qquad |z|<2\pi. \end{equation*} \notag $$

The Apéry approximations to $\zeta(3)$ were obtained by Prévost by considering the polynomials orthogonal with respect to the functional

$$ \begin{equation*} \mathfrak{S}'\{\varphi(x)\}=-\mathfrak{S}\{\varphi'(x)\}, \qquad \varphi(x)\in \mathbb C[x]; \end{equation*} \notag $$
these polynomials are related to the Wilson polynomials [21]. The above polynomials $\mathring{A}_n$ are different, so that they provide a new tool for constructing the Apéry approximations.

§ 2. Asymptotics of the polynomials $Q_n$

2.1

The polynomials $Q_n$, as defined by the discrete Rodrigues formula (1.4), were studied by this author in [3]. These are polynomials of degree $2n$ normalized by $Q_n(0)=1$ and satisfying the orthogonality conditions

$$ \begin{equation*} \int{Q_n(x)x^l\,d\mu(x)=0}\quad\text{and} \quad \int{Q'_n(x)x^l\,d\mu(x)=0}, \end{equation*} \notag $$
where $l=0, \dots, n-1$, $n\in\mathbb Z_+$.

Consider the following scaling:

$$ \begin{equation*} Q^\ast_n(x)=C^\ast_nQ_n(nx), \qquad n\in\mathbb Z_+, \end{equation*} \notag $$
where $C^\ast_n$ is the normalizing constant such that the leading coefficient of the polynomial $Q^\ast_n$ is $1$. We let
$$ \begin{equation} V_\ast(x)=\lim_{n\to\infty}\biggl({-\frac{1}{n}}\biggr)\log|Q^\ast_n(x)| \end{equation} \tag{2.1} $$
denote the corresponding weak asymptotics.

We set

$$ \begin{equation} \lambda^Q_n=\frac{1}{n}\sum_{\xi\in\mathfrak {Z}(Q^\ast_n)}\delta_\xi. \end{equation} \tag{2.2} $$
Then $\lambda^Q_n$ is the normalized measure counting the zeros of $Q^\ast_n$. It was shown in [3] that the sequence of measures (2.2) has a weak${}^\ast$ limit,
$$ \begin{equation*} \lambda^Q_n\xrightarrow{\ast}\lambda_\ast, \end{equation*} \notag $$
where $\lambda_\ast$ is a finite Borel positive measure (on the complex plane) with compact support $\mathsf{S}(\lambda_\ast)$ and total variation 2 ($\|\lambda_\ast\|=2)$. This is the limit measure of the zero distribution of the polynomials $Q^\ast_n$. We also have
$$ \begin{equation*} V_\ast(x)=V^{\lambda_\ast}(x), \qquad x \in \mathbb {C}\setminus\mathsf{S}(\lambda_\ast). \end{equation*} \notag $$
The measure $\lambda_\ast$ is a solution of a certain vector Angelesco-type equilibrium problem (see [12]) with external field and a constraint.

Before we can formulate this problem, we introduce some notation. We fix two (arbitrary for now) complex conjugate points $\zeta_+$ and $\zeta_-$, and a point ${x_\ast>0}$. Assume that $\zeta_+$ ($\zeta_-$) lies in the open upper (lower, respectively) half-plane: ${\zeta_\pm\!\in\!\mathbb {C}_\pm}$. We connect $\zeta_+$ and $x_\ast$ by an (arbitrary for now) analytic Jordan arc $\gamma_+$ lying in the open upper half-plane (except the endpoint $x_\ast)$. Next we connect $\zeta_-$ and $x_\ast$ by a similar arc $\gamma_-$, which is symmetric to $\gamma_+$ with respect to the real axis. We set

$$ \begin{equation*} \gamma=\gamma_+\cup\gamma_-. \end{equation*} \notag $$

The class of all such curves $\gamma$ is denoted by $\gimel$. The set

$$ \begin{equation*} \gamma_\ast=\gamma\cup[0,x_\ast] \end{equation*} \notag $$
will be referred to as a beetle.

Problem 2. Find a curve $\Gamma \in \gimel$ and two finite Borel (in $\mathbb {C}$) positive measures $\lambda_\Delta$ and $\lambda_\Gamma$ such that:

1) the support of $\lambda_\Delta$ lies in the interval $\Delta=[0,+\infty)$: $\mathsf{S}(\lambda_\Delta)\subset \Delta$, and the support of $\lambda_\Gamma$ is the beetle $\Gamma_\ast$: $\mathsf{S}(\lambda_\Gamma)=\Gamma_\ast;$

2) the total variation of each measure is $1$,

$$ \begin{equation*} \|\lambda_\Delta\|=\|\lambda_\Gamma\|=1; \end{equation*} \notag $$

3) the constraint

$$ \begin{equation} \lambda_\ast|_\Delta\leqslant2\chi, \qquad \lambda_\ast=\lambda_\Delta+\lambda_\Gamma \end{equation} \tag{2.3} $$
holds, where $\chi$ is the classical Lebesgue measure on $\Delta$;

4) the following equilibrium conditions are met:

  • $(\Delta)$ for some equilibrium constant $w_\Delta$,
    $$ \begin{equation*} W_\Delta=2V^{\lambda_\Delta}+V^{\lambda_\Gamma}+\Phi \begin{cases} \leqslant w_\Delta &\text{on } \mathsf{S}(\lambda_\Delta), \\ \geqslant w_\Delta &\text{on } \Delta_\ast =[x_\ast, \infty), \end{cases} \end{equation*} \notag $$
  • $(\Gamma)$ for some equilibrium constant $w_\Gamma$,
    $$ \begin{equation*} W_\Gamma=V^{\lambda_\Delta}+2V^{\lambda_\Gamma}+\Phi \begin{cases} \leqslant w_\Gamma &\text{on } \Gamma_\ast, \\ \geqslant w_\Gamma &\text{on } \Gamma_\ast\setminus \mathsf{Z}(\lambda_\ast), \end{cases} \end{equation*} \notag $$
    where
    $$ \begin{equation*} \mathsf{Z}(\lambda_\ast)=[0,x_\ast]\setminus\mathsf{S}(2\chi-\lambda_\ast|_\Delta) \end{equation*} \notag $$
    is the saturation zone of the measures $\lambda_\ast$, that is, the subset of $ [0,x_\ast]$ on which the constraint (2.3) is attained; $\Phi$ is the external field (1.9);

5) the curve $\Gamma$ is extremal, that is, it has the $S$-property (symmetry property), namely,

$$ \begin{equation*} \frac{\partial {W}_\Gamma}{\partial\vec{n}_+}=\frac{\partial {W}_\Gamma}{\partial\vec{n}_-} \quad \text{on } \Gamma, \end{equation*} \notag $$
where $\vec{n}_\pm$ are the unit normal vectors to the two sides of the cut $\Gamma$.

2.2

The following scheme of the proof of the above result has been taken from [3].

Rewriting the discrete Rodrigues formula (1.4) using Cauchy’s formula, scaling, and changing the variable we obtain

$$ \begin{equation*} \begin{aligned} \, &Q_n(nx)c^{nx} \\ &\qquad =\frac{1}{n!}\,\frac{1}{n^n}\,\frac{1}{2\pi i}\int_{l_\ast} {c^{nt}\biggl(\frac{\Gamma(nt+n+1)}{\Gamma(nt+1)}\biggr)^2\frac{dt}{(t-x)(t-x+1/n)\cdots(t-x+n/n)}}, \end{aligned} \end{equation*} \notag $$
where the closed contour $l_\ast$ separates the poles of the Cauchy kernel (namely, $x$, $x-1/n, \dots, x-n/n$) from those of the gamma function $\Gamma (nt+n+1)$ (namely, the points $-1-m/n$, $m \in \mathbb Z_+$). In place of the limit (2.1) it is more convenient to consider the limit
$$ \begin{equation*} V_Q(x)=\lim_{n\to\infty}\frac{1}{n} \log |Q_n(nx)|. \end{equation*} \notag $$
We have
$$ \begin{equation} V_Q(x)+\operatorname{Re} x \log c=\lim_{n\to\infty}\frac{1}{n} \log \biggl|\int_{l_\ast}\exp\{n{S}(t;x)\}\,dt\biggr|, \end{equation} \tag{2.4} $$
where
$$ \begin{equation} \begin{aligned} \, \notag S(t;x) &=t\log c +2\bigl((t+1)\log(t+1)-t\log t\bigr) \\ &\qquad +\bigl((t-x)\log(t-x)-(t-x+1)\log(t-x+1)\bigr). \end{aligned} \end{equation} \tag{2.5} $$
The asymptotics of the integral in (2.4) will be examined using the saddle-point method. The critical points of the function (2.5) can be found from the equation
$$ \begin{equation*} \frac{\partial{S}}{\partial t}=\log\frac{c(t+1)^2(t-x)}{t^2(t-x+1)}=0, \end{equation*} \notag $$
which is equivalent to the cubic equation
$$ \begin{equation} (1-c)t^3+((1-2c)-(1-c)x)t^2-c(1-2x)t+cx=0. \end{equation} \tag{2.6} $$
The discriminant of (2.6) is
$$ \begin{equation} 4(1-c)^2x^4-12(1-c^2)x^3+4(3-5c+3c^2)x^2-4(1-c^2)x+c. \end{equation} \tag{2.7} $$
For any $c \in (0,1)$ the polynomial (2.7) has two complex conjugate zeros $\zeta_\pm\in\mathbb {C}_\pm$ and two positive zeros $a$ and $b$, $0<a<b$. These zeros are second-order branch points of the algebraic function $t(x)$. To identify its single-valued branches we draw cuts as follows: we connect the points $a$ and $b$ by the closed interval $\mathsf{E}$, and connect the points $\zeta_+$ and $\zeta_-$ by an arbitrary (for now) curve in the class $\gimel$. We let $t_0(x)$ denote the branch such that
$$ \begin{equation*} t_0(x)\thicksim x, \qquad x\to\infty. \end{equation*} \notag $$
The main contribution to the asymptotics (at least, in some neighbourhood of the point at infinity) comes from this critical point $t_0$. Let
$$ \begin{equation*} {S}_0(x)={S}(t_0(x);x) \end{equation*} \notag $$
denote the corresponding critical value.

Consider the function

$$ \begin{equation*} h(x)=\frac{d}{dx}(-x\log c+{S}_0(x)). \end{equation*} \notag $$
Differentiating, we obtain
$$ \begin{equation} h(x)=\log \theta_0(x), \end{equation} \tag{2.8} $$
where
$$ \begin{equation*} \theta_0(x)=\frac{t_0(x)-x+1}{c(t_0(x)-x)}. \end{equation*} \notag $$
Eliminating the variable $t_0$, which satisfies equation (2.6), we obtain the following cubic equation for $\theta=\theta_0(x)$:
$$ \begin{equation} \begin{aligned} \, \notag &c^2x^2\theta^3+(-c^2+2c(1-c)x-c(2+c)x^2)\theta^2 \\ &\qquad\qquad +(1-2(1-c)x+(1+2c)x^2)\theta-x^2=0. \end{aligned} \end{equation} \tag{2.9} $$
The discriminant of this equation is the polynomial (2.7). Its zeros are second-order branch points of the algebraic function $\theta(x)$, and there are no other branch points. The branch $\theta_0(x)$ behaves at infinity as follows:
$$ \begin{equation*} \theta_0(x)=1+\frac{2}{x}+O\biggl(\frac{1}{x^2}\biggr), \qquad x\to\infty. \end{equation*} \notag $$
In (2.8) the principal branch of the logarithm is taken. The other two branches behave at the point at infinity as follows:
$$ \begin{equation*} \theta_\pm(x)=\frac{1}{c}\biggl(1-\frac{1}{x}-\frac{a_\pm}{x^2}\biggr) +O\biggl(\frac{1}{x^3}\biggr), \qquad x\to\infty, \end{equation*} \notag $$
where
$$ \begin{equation*} a_+=\frac{\sqrt c}{1-\sqrt c}, \qquad a_-=-\frac{\sqrt c}{1+\sqrt c}. \end{equation*} \notag $$

The function $h(x)$ is the Markov function of some measure $\lambda_\ast$:

$$ \begin{equation*} h(x)=\int \frac{d\lambda_\ast(t)}{x-t}, \qquad x \in \mathbb {\overline C} \setminus \mathsf{S}(\lambda_\ast). \end{equation*} \notag $$
The support of $\lambda_\ast$ is the set ${\Gamma_\ast \cup \mathsf{E}}$. In general, this is a complex measure, which can be recovered from $h$ using the Sokhotski-Plemelj formulae. The measure $\lambda_\ast$ is positive if the curve $\Gamma$ is extremal. We have
$$ \begin{equation*} \lambda_\ast=\lambda_\Delta+\lambda_\Gamma, \end{equation*} \notag $$
where the measures $\lambda_\Delta$ and $\lambda_\Gamma$ have the following Markov functions:
$$ \begin{equation*} -\log(c\theta_\pm(x)) \begin{cases} x \in \mathbb {\overline C} \setminus \mathsf{E}, \\ x \in \mathbb {\overline C} \setminus \Gamma_\ast. \end{cases} \end{equation*} \notag $$
A detailed analysis of equation (2.9) leads to Problem 2 of equilibrium.

Let us summarize the above findings. We have

$$ \begin{equation*} \mathsf{S}(\lambda_\Delta)=\mathsf{E}, \qquad\mathsf{S}(\lambda_\Gamma)=\Gamma_\ast\quad\text{and} \quad \mathsf{Z}=[0,x_\ast]. \end{equation*} \notag $$
The point $x_\ast$ satisfies some transcendental equation. The interval $\mathsf{E}$ and the beetle $\Gamma_\ast$ can either be disjoint or intersect depending on the value of the parameter $c$ (Figures 1 and 2).

We introduce the following more convenient notation for single-valued branches of the algebraic function $\theta$ near the point at infinity:

$$ \begin{equation*} \theta_\ast=\theta_0, \qquad \theta_\Delta=\theta_+, \qquad \theta_\Gamma=\theta_-. \end{equation*} \notag $$

The Riemann surface $\mathfrak{K}$ of this function is schematically shown in Figures 3 and 4 (in the cases when the compact sets $\mathsf{E}$ and $\Gamma_\ast$ are disjoint or intersect, respectively). This surface has genus $0$.

Lifted to its Riemann surface, $\theta$ becomes a meromorphic function

$$ \begin{equation*} \theta\colon \mathfrak{K}\to \mathbb{\overline C} \end{equation*} \notag $$
with the following divisor. The function $\theta$ has a second-order zero at the point $x=0$ on the sheet $\mathfrak{K}_\ast$, namely
$$ \begin{equation*} \theta_\ast(x)\thicksim x^2, \qquad x\to 0. \end{equation*} \notag $$

The function $\theta$ has a second-order pole at the point $x=0$ on the sheet $\mathfrak{K}_\Gamma$, namely

$$ \begin{equation*} \theta_\Gamma(x)\thicksim\frac{1}{x^2}, \qquad x\to 0, \end{equation*} \notag $$
and there are no other poles. The normalization condition is as follows: $ \theta=1$ at the point $x=\infty$ on $\mathfrak{K}_\ast$. Figure 5 shows the cross-section of the graph of $\theta(x)$ by the real plane $(\operatorname{Re}x, \operatorname{Re}\theta)$ in the case when the compact sets $\mathsf{E}$ and $\Gamma_\ast$ are disjoint (the changes necessary in the other case are clear).

As $c\to 0$, the closed interval $\mathsf{E}$, the beetle $\Gamma_\ast$ and the saturation zone alike shrink to the interval $[0,1]$. As $c\to 1$, the closed interval $\mathsf{E}$ goes off to infinity, and the beetle $\Gamma_\ast$ shrinks to the interval $[-i/2,+i/2]$ of the imaginary axis, while the saturation zone disappears.

§ 3. Asymptotics of the polynomials $A_n$

3.1

Recall that the polynomials $A_n$ are defined by the discrete Rodrigues formula (1.3). Consider the scaling

$$ \begin{equation*} A^\ast_n(x)=\widetilde C_nA_n(nx), \qquad n\in \mathbb {Z_+}, \end{equation*} \notag $$
where $\widetilde C_n$ is the normalizing constant such that the leading coefficient of the polynomial $A^\ast_n$ is $1$. We are interested in the weak asymptotics of the sequence $\{A^\ast_n\}^\infty_{n=0}$, that is, we need to find the limit
$$ \begin{equation} \widetilde V(x)=\lim _{n\to\infty}\biggl(-\frac{1}{n}\biggr)\log|A^\ast_n(x)|. \end{equation} \tag{3.1} $$
Let
$$ \begin{equation*} \lambda^A_n=\frac{1}{n}\sum_{\xi\in\mathfrak{Z}(A^\ast_n)}\delta_\xi \end{equation*} \notag $$
be the normalized measure counting the zeros of $A^\ast_n$. We show that there exists a limit measure of the zero distribution of these polynomials, that is, we show that the limit
$$ \begin{equation*} \lambda^A_n\xrightarrow{\ast}\lambda_\star, \qquad n\to\infty \end{equation*} \notag $$
exits. Here $\lambda_\star$ is a finite Borel positive measure (on the complex plane) with compact support $\mathsf{S}(\lambda_\star)$ and total variation 3 ($\|\lambda_\star\|=3)$. This measure is a solution of the vector equilibrium problem of the theory of logarithmic potential.

Problem 3. Find a curve $\Gamma\in \gimel$ and four finite Borel positive measures $\lambda_\Delta$, $\lambda_\Gamma$, $\lambda_\alpha$ and $\lambda_\beta$ (in $\mathbb {C}$) such that:

1) the support of $\lambda_\Delta$ lies in the interval $\Delta=[0,\infty)$: $\mathsf{S}(\lambda_\Delta)\subset \Delta$, the support of the measure $\lambda_\Gamma$ is the beetle $\Gamma_\ast$: $\mathsf{S}(\lambda_\Gamma)=\Gamma_\ast$, the supports of the measures $\lambda_\alpha$ and $\lambda_\beta$ lie in the interval $\mathsf{F}=(-\infty,0]$: $\mathsf{S}(\lambda_\alpha)\subset \mathsf{F}$ and $\mathsf{S}(\lambda_\beta)\subset \mathsf{F}$;

2) the total variation of $\lambda_\Delta$ is 2, $\|\lambda_\Delta\|=2$, and the total variations of $\lambda_\Gamma$, $\lambda_\alpha$ and $\lambda_\beta$ are equal to $1$,

$$ \begin{equation*} \|\lambda_\Gamma\|=\|\lambda_\alpha\|=\|\lambda_\beta\|=1; \end{equation*} \notag $$

3) the following constraints are satisfied:

$$ \begin{equation*} \lambda_\star|_\Delta\leqslant\chi_c\quad\text{and} \quad \lambda_\star=\lambda_\Delta+\lambda_\Gamma, \end{equation*} \notag $$
where $\chi_c$ is a measure on $\Delta$ with density
$$ \begin{equation} \chi'_c= \begin{cases} 1 &\text{on } [0,1), \\ 2 &\text{on } [1,+\infty], \end{cases} \end{equation} \tag{3.2} $$
and also
$$ \begin{equation*} \lambda_\alpha\leqslant\chi_{\mathsf{F}}\quad\text{and} \quad \lambda_\beta\leqslant\chi_{\mathsf{F}}, \end{equation*} \notag $$
where $\chi_{\mathsf{F}}$ is the classical Lebesgue measure on the interval $\mathsf{F}$;

4) the following equilibrium conditions are satisfied:

    • $(\Delta)$ for some equilibrium constant $w_\Delta$,
      $$ \begin{equation*} W_\Delta=2V^{\lambda_\Delta}+V^{\lambda_\Gamma}-V^{\lambda_\alpha}+\Phi \begin{cases} \leqslant w_\Delta &\text{on } \mathsf{S}(\lambda_\Delta), \\ \geqslant w_\Delta &\text{on } \Delta \setminus \mathsf{Z}, \end{cases} \end{equation*} \notag $$
      where
      $$ \begin{equation*} \mathsf{Z}=\mathsf{S}(\lambda_\star|_\Delta)\setminus \mathsf{S}(\chi_c-\lambda_\star|_\Delta) \end{equation*} \notag $$
      is the saturation zone of the measure $\lambda_\star|_\Delta,$
    • $(\Gamma)$ for some equilibrium constant $w_\Gamma$,
      $$ \begin{equation*} W_\Gamma=V^{\lambda_\Delta}+2V^{\lambda_\Gamma}-V^{\lambda_\beta}+\Phi + V^{\chi_0} \begin{cases} \leqslant w_\Gamma &\text{on } \Gamma_\ast, \\ \geqslant w_\Gamma &\text{on } \Gamma_\ast \setminus \mathsf{Z}, \end{cases} \end{equation*} \notag $$
      where $V^{\chi_0}$ is the logarithmic potential of $\chi_0$, the classical Lebesgue measure on the interval $[0,1]$,
    • $(\alpha)$ for some equilibrium constant $w_\alpha$,
      $$ \begin{equation*} W_\alpha=2V^{\lambda_\alpha}-V^{\lambda_\Delta} \begin{cases} \leqslant w_\alpha &\text{on } \mathsf{S}(\lambda_\alpha), \\ \geqslant w_\alpha &\text{on } \mathsf{F}\setminus \mathsf{Z_\alpha}, \end{cases} \end{equation*} \notag $$
      where
      $$ \begin{equation*} \mathsf{Z_\alpha}=\mathsf{S}(\lambda_\alpha)\setminus\mathsf{S}(\chi_ \mathsf{F}-\lambda_\alpha) \end{equation*} \notag $$
      is the saturation zone of the measure $\lambda_\alpha$,
    • $(\beta)$ for some equilibrium constant $w_\beta$,
      $$ \begin{equation*} W_\beta=2V^{\lambda_\beta}- V^{\lambda_\Gamma}- V^{\chi_0} \begin{cases} \leqslant w_\beta &\text{on } \mathsf{S}(\lambda_\beta), \\ \geqslant w_\beta &\text{on } \mathsf{F}\setminus \mathsf{Z_\beta}, \end{cases} \end{equation*} \notag $$
      where
      $$ \begin{equation*} \mathsf{Z_\beta}=\mathsf{S}(\lambda_\beta)\setminus\mathsf{S}(\chi_ \mathsf{F}-\lambda_\beta) \end{equation*} \notag $$
      is the saturation zone of the measure $\lambda_\beta$; here $\Phi$ is the external field:
      $$ \begin{equation*} \Phi(x)=\operatorname{Re} x\cdot \log\frac{1}{c}, \qquad x\in \mathbb {C}; \end{equation*} \notag $$

5) the curve $\Gamma$ is extremal, that is, it has the $S$-property (symmetry property), namely

$$ \begin{equation*} \frac{\partial W_\Gamma}{\partial\vec{n}_+}=\frac{\partial W_\Gamma}{\partial\vec{n}_-} \quad\text{on } \Gamma, \end{equation*} \notag $$
where $\vec{n}_\pm$ are the unit normal vectors to opposite sides of the cut $\Gamma$.

The main result of the present paper is as follows.

Theorem. There exists a limit measure $\lambda_\star$ of the zero distribution of the polynomials $A^\ast_n$. This measure is a solution of Problem 3. Moreover,

$$ \begin{equation*} \widetilde V(x)=V^{\lambda_\star}(x), \qquad x \in \mathbb{C}\setminus \mathsf{S}(\lambda_\star). \end{equation*} \notag $$

The proof of this theorem is presented in the rest of § 3.

3.2

Rewriting the discrete Rodrigues formula (1.3) using the Cauchy formula, scaling and changing the variable we have

$$ \begin{equation*} A_n(nz)c^{nz}=\frac{1}{n^n}\,\frac{1}{2\pi i}\int_{l_\ast} {c^{nx}\frac{\Gamma(nx+n+1)}{\Gamma(nx+1)}\,\frac{Q_n(nx)\,dx}{(x-z)(x-z+1/n)\cdots(x-z+n/n)}}, \end{equation*} \notag $$
where the integration contour is the same as in (2.4). Here, in place of the limit (3.1) it is more convenient to introduce the limit
$$ \begin{equation*} V_A(z)=\lim_{n\to\infty}\frac{1}{n}\log|A_n(nz)|. \end{equation*} \notag $$
Hence we have
$$ \begin{equation} V_A(z)+\operatorname{Re} z \log c=\lim_{n\to\infty}\frac{1}{n} \log \biggl|\int_{l_\ast}\exp\bigl\{n\Sigma(x;z)\bigr\}\,dx\biggr|, \end{equation} \tag{3.3} $$
where
$$ \begin{equation*} \begin{aligned} \, \Sigma(x;z) &=\bigl((x+1)\log(x+1)-x\log x\bigr)+{S}_0(x) \\ &\qquad+\bigl((x-z)\log(x-z)-(x-z+1)\log(x-z+1)\bigr). \end{aligned} \end{equation*} \notag $$

It should be noted that, although in our results we always present (and are interested in) weak asymptotics for polynomials, the saddle-point method delivers strong asymptotics in the actual fact. Of course, in the derivation of (3.3) we plug the strong asymptotics of the polynomials $Q_n$ under the integral sign. Moreover, the strong asymptotics hold uniformly on compact sets, and so, applying the saddle-point method to the residual term we obtain the same asymptotic formula for it as for the principal term, but with a factor of the form $O(1/\sqrt{n})$.

To find the asymptotics of the integral in (3.3) we use the saddle-point method. The critical points of the function $\Sigma$ can be found from the equation

$$ \begin{equation} \frac{\partial \Sigma}{\partial x}=\log\frac{(x+1)(x-z)}{x(x-z+1)}+{S}'_0(x)=0. \end{equation} \tag{3.4} $$
We have
$$ \begin{equation*} {S}'_0(x)=\frac{\partial {S}} {\partial x}\Big|_{t=t_0(x)}=\log\frac{t-x+1}{t-x}, \end{equation*} \notag $$
where $t=t_0(x)$. So (3.4) is equivalent to the equation
$$ \begin{equation*} \frac{(x+1)(x-z)(t-x+1)}{x(x-z+1)(t-x)}=1. \end{equation*} \notag $$
Eliminating the variable $t$, which satisfies equation (2.6), we arrive at an algebraic equation for the critical points:
$$ \begin{equation} \begin{aligned} \, \notag &(1-c)x^5+(1-c)(3-z)x^4+(3(1-c)+(3c-4)z)x^3 \\ &\qquad\qquad +((1-c)+(3c-5)z+2z^2)x^2+z((c-2)+3z)x+z^2(1-z)=0. \end{aligned} \end{equation} \tag{3.5} $$
We consider the branch $x_\star(z)$ of the algebraic function $x(z)$ at infinity such that
$$ \begin{equation*} x_\star(z) \thicksim z, \qquad z\to\infty. \end{equation*} \notag $$
The main contribution to the asymptotics near the point at infinity comes from this critical point. We let
$$ \begin{equation*} \Sigma_{\star}(z)=\Sigma(x_\star(z);z) \end{equation*} \notag $$
denote the corresponding critical value.

We set

$$ \begin{equation} h_\star(z)=-\frac{d}{dz}\{\Phi(z)+\Sigma_\star(z)\}=\log\frac{1}{c}+ \frac{\partial \Sigma}{\partial z}\Big|_{x=x_\star(z)}=\log\phi(z), \end{equation} \tag{3.6} $$
where
$$ \begin{equation*} \phi(z)=\frac{x-z+1}{c(x-z)}, \qquad x=x_\star(z). \end{equation*} \notag $$
Eliminating the variable $x$, which satisfies (3.5), we arrive at the following algebraic equation:
$$ \begin{equation} \begin{aligned} \, \notag &c^4z^4\phi^5+c^3z(-c+(2-3c)z+(4-3c)z^2-(4+c)z^3)\phi^4 \\ \notag &\qquad +c^2((1-c)+2(2-c)z+3cz^2-4(3-2c)z^3+2(3+2c)z^4)\phi^3 \\ \notag &\qquad +cz((3c-4)+3(c-2)z+6(2-c)z^2-2(2+3c)z^3)\phi^2 \\ &\qquad +z^2((4-3c)-4z+(1+4c)z^2)\phi+z^3(1-z)=0. \end{aligned} \end{equation} \tag{3.7} $$

3.3

We consider (3.7) and the algebraic function $\phi(z)$ defined by this equation.

Let us examine the behaviour of $\phi$ at infinity. In a neighbourhood of the point at infinity that is cut along the negative part of the real line, the multivalued function $\phi$ splits into five single-valued branches such that, as $z\to \infty$,

$$ \begin{equation*} \begin{gathered} \, \phi_\star(z)=1+\frac{3}{z}+O\biggl(\frac{1}{z^2}\biggr), \\ \phi^+_\pm(z)=\frac{1}{c}\biggl(1-\frac{1}{z}\biggl(1+\frac{a_\pm}{\sqrt z}\biggr)\biggr)+O\biggl(\frac{1}{z^2}\biggr), \\ \phi^-_\pm(z)=\frac{1}{c}\biggl(1-\frac{1}{z}\biggl(1-\frac{a_\pm}{\sqrt z}\biggr)\biggr)+O\biggl(\frac{1}{z^2}\biggr), \end{gathered} \end{equation*} \notag $$
where
$$ \begin{equation*} a_\pm=\frac{1}{\sqrt{(1\mp\sqrt c)}}; \end{equation*} \notag $$
here we choose the branch of the square root $\sqrt z$ that is positive for $z>0$. We also note that the branch $\phi_\star$ corresponds to the critical point $x_\star$. Near the origin these three branches behave as
$$ \begin{equation*} \phi(z)\thicksim \delta_{(j)}z, \qquad z \to 0, \quad j=1, 2, 3, \end{equation*} \notag $$
where $\delta_{(1)}$, $\delta_{(2)}$ and $\delta_{(3)}$ are the roots of the cubic equation
$$ \begin{equation*} c^2(1-c)\delta^3-c(4-3c)\delta^2+(4-3c)\delta+1=0. \end{equation*} \notag $$
For all $c \in (0,1)$ this equation has one negative and two positive roots,
$$ \begin{equation*} -\infty<\delta_{(1)}<0<\delta_{(2)}<\delta_{(3)}<+\infty. \end{equation*} \notag $$
One branch goes off to infinity as
$$ \begin{equation*} \phi(z)\thicksim\frac{1-c}{c^2}\,\frac{1}{z}, \qquad z\to 0, \end{equation*} \notag $$
and the other as
$$ \begin{equation*} \phi(z)\thicksim\frac{1}{z^3}, \qquad z\to 0. \end{equation*} \notag $$
At the point $z=1$ one of the branches has a first-order zero.

The discriminant of equation (3.7) is

$$ \begin{equation*} \begin{aligned} \, Q(z;c) &=c(c-1)(32-27c)-4(32-127c+117c^2-27c^3)z \\ &\qquad -2(416-800c+453c^2-81c^3)z^2-4(152-123c+9c^2-27c^3)z^3 \\ &\qquad +(2320-3032c+813c^2+27c^3)z^4-32(1-c)(44+27c)z^5 \\ &\qquad+256(1-c)^2z^6. \end{aligned} \end{equation*} \notag $$
For all $c \in (0,1)$ the discriminant has two negative zeros, two positive zeros and two complex conjugate ones, which we denote by
$$ \begin{equation*} -\infty < \beta<\alpha<0<a<b<+\infty\quad\text{and} \quad \zeta_\pm \in \mathbb {C}_\pm. \end{equation*} \notag $$
At each zero of the discriminant the function $\phi$ has a second-order branch point and three regular points. At the point at infinity $\phi$ has two second-order branch points and a regular point corresponding to the branch $\phi_\star$. This function has no other branch points. By the Riemann-Hurwitz formula the genus of the Riemann surface $\mathfrak {R}$ of $\phi$ is zero. Consequently, $\mathfrak {R}$ is a sphere. To identify single-valued branches we draw cuts as follows: we connect the points $a$ and $b$ by the closed interval $\mathsf{E}$, and connect the points $\zeta_+$ and $\zeta_-$ by an (arbitrary for now) curve $\Gamma$ in the class $\gimel$. We also draw the cuts $(-\infty,\beta]$ and $(-\infty,\alpha]$. This singles out the following branches:
$$ \begin{equation*} \begin{aligned} \, \phi_\star \quad&\text{on the sheet } \mathfrak {R}_\star= \overline {\mathbb{C}}\setminus(\mathsf{E}\cup\Gamma), \\ \phi_\Delta=\phi^+_- \quad&\text{on the sheet } \mathfrak {R}_\Delta=\mathbb{C}\setminus(\mathsf{E}\cup(-\infty,\alpha]), \\ \phi_\Gamma=\phi^+_+ \quad&\text{on the sheet } \mathfrak {R}_\Gamma=\mathbb{C}\setminus(\Gamma\cup(-\infty,\beta]), \\ \phi_\alpha=\phi^-_- \quad&\text{on the sheet } \mathfrak {R}_\alpha=\mathbb{C}\setminus(-\infty,\alpha], \\ \phi_\beta=\phi^-_+ \quad&\text{on the sheet } \mathfrak {R}_\beta=\mathbb{C}\setminus(-\infty,\beta]. \end{aligned} \end{equation*} \notag $$
Here and in what follows we consider the case when $x_\ast<a$ (the arguments in the other case are similar; see § 2.2).

The Riemann surface $\mathfrak{R}$ is shown schematically in Figure 6. If $\phi$ is lifted to its Riemann surface, then the meromorphic function

$$ \begin{equation*} \phi\colon \mathfrak{R}\to \overline {\mathbb{C}} \end{equation*} \notag $$
is uniquely defined by its divisor and the normalization condition. This function has a first-order zero at the point $z=1$ on the sheet $\mathfrak{R}_\Gamma$ and three first-order zeros at the point $z=0$ on the sheets $\mathfrak{R}_\star$, $\mathfrak{R}_\alpha$ and $\mathfrak{R}_\beta$, there being no other zeros. The function $\phi$ has a first-order pole at the point $z=0$ on the sheet $\mathfrak{R}_\Delta$ and a third-order pole at the point $z=0$ on the sheet $\mathfrak{R}_\Gamma$, there being no other poles. The normalization condition is as follows: $\phi=1$ at the point $z=\infty$ on $\mathfrak{R}_\star$. The cross-section of the graph of $\phi$ by the real plane is shown in Figure 7.

3.4

We present a solution to Problem 3. If $\nu$ is a finite Borel complex (in general) measure (in $\mathbb{C}$) with support $\mathsf{S}(\nu)$, then we let

$$ \begin{equation*} \mathsf{h}_\nu(z)=\int\frac{d\nu(t)}{z-t}, \qquad z\in \mathbb{C}\setminus \mathsf{S}(\nu), \end{equation*} \notag $$
denote its Markov function.

The function $\phi_\alpha$ is holomorphic in the domain $\mathfrak{R}_\alpha$. We set

$$ \begin{equation*} h_\alpha=-\log(c\phi_\alpha); \end{equation*} \notag $$
here we take the principal branch of the logarithm for $z\to +\infty$. The function $h_\alpha$ is holomorphic in the domain $\mathbb{C}\setminus \mathsf{F}$ and is the Markov function of some positive measure $\lambda_\alpha$, that is,
$$ \begin{equation} h_\alpha=\mathsf{h}_{\lambda_\alpha}. \end{equation} \tag{3.8} $$
The support of this measure is the interval $\mathsf{F}$, and its total variation $\|\lambda_\alpha\|$ is $1$. If ${z\in [\alpha,0]}$, then $\operatorname{Im}h_\alpha(z)=\mp\pi i$ (on the upper and lower edges of this interval, respectively). Therefore, the measure $\lambda_\alpha$ is distributed uniformly with density $1$ on the interval $[\alpha,0]$. This closed interval is the saturation zone $\mathsf{Z}_\alpha$ of $\lambda_\alpha$.

The function $\phi_\beta$ is holomorphic in the domain $\mathfrak {R}_\beta$. We set

$$ \begin{equation*} h_\beta=-\log(c\phi_\beta)\quad\text{and} \quad h_\beta(\infty)=0. \end{equation*} \notag $$
The function $h_\beta$ is holomorphic in the domain $\mathbb {C}\setminus\mathsf{F}$. We also have
$$ \begin{equation} h_\beta=\mathsf{h}_{\lambda_\beta}, \end{equation} \tag{3.9} $$
where $\lambda_\beta$ is a positive measure with support $\mathsf{F}$, total variation 1 ($\|\lambda_\beta\|=1)$ and saturation zone $\mathsf{Z_\beta}=[\beta,0]$.

The function $\phi_\Delta$ is meromorphic in the domain $\mathfrak {R}_\Delta$. We set

$$ \begin{equation*} h_\Delta=-\log(c\phi_\Delta), \qquad h_\Delta(\infty)=0. \end{equation*} \notag $$
The function $h_\Delta$ is holomorphic in the domain $\mathbb {C}\setminus(\mathsf{E}\cup\mathsf{F})$. We also have
$$ \begin{equation} h_\Delta=\mathsf{h}_{\lambda_\Delta}-\mathsf{h}_{\lambda_\alpha}. \end{equation} \tag{3.10} $$
(The measure $\lambda_\alpha$ was defined above.) The support of the positive measure $\lambda_\Delta$ is the closed interval $\mathsf{E}$, and its total variation $\|\lambda_\Delta\|$ is $2$.

The function $\phi_\Gamma$ is meromorphic in the domain $\mathfrak {R}_\Gamma$. We set

$$ \begin{equation*} h_\Gamma(z)=-\log\biggl(c\phi_\Gamma(z)\frac{z}{z-1}\biggr),\qquad h_\Gamma(\infty)=0. \end{equation*} \notag $$
The function $h_\Gamma$ is holomorphic in the domain $\mathbb {C}\setminus(\Gamma_\ast\cup\mathsf{F})$. We also have
$$ \begin{equation} h_\Gamma=\mathsf{h}_{\lambda_\Gamma}-\mathsf{h}_{\lambda_\beta}. \end{equation} \tag{3.11} $$
(The measure $\lambda_\beta$ was defined above.) The measure $\lambda_\Gamma$ has support on the beetle $\Gamma_\ast$; its total variation $\|\lambda_\Gamma\|$ is $1$. On $\Gamma$ this measure is in general complex. We draw a curve $\Gamma$ on which the measure $\lambda_\Gamma$ is positive.

The function $\phi_\star$ is holomorphic in the domain $\mathfrak {R}_\star$. As in (3.6), we set $h_\star=\log \phi_\star$. The function $h_\star$ is holomorphic in the domain $\mathbb {C}\setminus(\mathsf{E}\cup\Gamma_\ast)$. We also have

$$ \begin{equation} h_\star=\mathsf{h}_{\lambda_\star}\quad\text{and} \quad \lambda_\star=\lambda_\Delta+\lambda_\Gamma. \end{equation} \tag{3.12} $$
Next, $\operatorname{Im} h_\star=\mp\pi i$ on the upper and lower sides of the interval $[0,x_\ast]$, respectively. Therefore, on this interval the measure $\lambda_\star$ is uniformly distributed with density $1$. The saturation zone $\mathsf{Z}$ of $\lambda_\star|_\Delta$ is the interval $[0,x_\ast]$. (Recall that we carry out the proof in the case when $x_\ast<a$.)

According to the saddle-point method, outside the compact set $\mathsf {E} \cup \Gamma_\ast$ the polynomials $A^\ast_n$ have geometric asymptotics, and this compact set is the limit set for the zeros of these polynomials. This is just the condition for the positivity of $\lambda_\Gamma$.

From (3.8)(3.12) it follows that

$$ \begin{equation} \begin{gathered} \, \mathsf{h}_{\lambda_\alpha}=h_\alpha, \qquad \mathsf{h}_{\lambda_\beta}=h_\beta, \\ \mathsf{h}_{\lambda_\Delta}=h_\Delta+h_\alpha, \qquad \mathsf{h}_{\lambda_\Gamma}=h_\Gamma+h_\beta\quad\text{and} \quad \mathsf{h}_{\lambda_\star}=h_\star. \end{gathered} \end{equation} \tag{3.13} $$
We let $\mathcal {W}_J$, where $J=\alpha, \beta, \Delta, \Gamma$, denote the complexification of the harmonic (outside the relevant cuts) function $W_J$. From (3.13) we obtain
$$ \begin{equation*} \mathcal {W}'_\alpha\,{=}\,\log \frac{\phi_\alpha}{\phi_\Delta}, \qquad\mathcal {W}'_\beta=\log \frac{\phi_\beta}{\phi_\Gamma}, \qquad\mathcal {W}'_\Delta=\log \frac{\phi_\Delta}{\phi_\star}\quad\text{and} \quad \mathcal {W}'_\Gamma=\log \frac{\phi_\Gamma}{\phi_\star}; \end{equation*} \notag $$
here we take the principal branch of the logarithm at infinity. The generalized potentials $W_J$ are continuous in the whole complex plane and piecewise differentiable on the real axis.

We have

$$ \begin{equation*} W'_\alpha=\log\biggl|\frac{\phi_\alpha}{\phi_\Delta}\biggr| \begin{cases} =0 &\text{on } (-\infty,\alpha), \\ <0 &\text{on } (\alpha,0). \end{cases} \end{equation*} \notag $$
Therefore, for some constant $w_\alpha$ we have
$$ \begin{equation*} W_\alpha \begin{cases} =w_\alpha &\text{on } (-\infty,\alpha], \\ \leqslant w_\alpha &\text{on } [\alpha,0], \end{cases} \end{equation*} \notag $$
which proves the equilibrium condition ($\alpha$).

Next, we have

$$ \begin{equation*} W'_\beta=\log\biggl|\frac{\phi_\beta}{\phi_\Gamma}\biggr| \begin{cases} =0 &\text{on } (-\infty,\beta), \\ <0 &\text{on } (\beta,0). \end{cases} \end{equation*} \notag $$
Therefore, for some constant $w_\beta$,
$$ \begin{equation*} W_\beta \begin{cases} = w_\beta &\text{on } (-\infty,\beta], \\ \leqslant w_\beta &\text{on } [\beta,0], \end{cases} \end{equation*} \notag $$
which proves the equilibrium condition ($\beta$) .

Further, we have

$$ \begin{equation*} W'_\Delta=\log\biggl|\frac{\phi_\Delta}{\phi_\star}\biggr| \begin{cases} <0 &\text{on } (x_\ast, a), \\ =0 &\text{on } (a,b), \\ >0 &\text{on } (b,+\infty). \end{cases} \end{equation*} \notag $$
Therefore, for some constant $w_\Delta$,
$$ \begin{equation*} W_\Delta \begin{cases} \geqslant w_\Delta&\text{on } [x_\ast,a], \\ = w_\Delta &\text{on } [a,b], \\ \geqslant w_\Delta &\text{on } [b,+\infty), \end{cases} \end{equation*} \notag $$
which proves the equilibrium condition ($\Delta$).

Next, we have

$$ \begin{equation*} W'_\Gamma=\log\biggl|\frac{\phi_\Gamma}{\phi_\star}\biggr| >0 \quad \text{on } (0,x_\ast). \end{equation*} \notag $$
Therefore,
$$ \begin{equation*} W_\Gamma \leqslant w_\Gamma \quad \text{on } [0,x_\ast], \end{equation*} \notag $$
where $w_\Gamma=W_\Gamma(x_\ast)$. It remains to verify the equilibrium condition on the curve $\Gamma$. Let $\tau$ be the unit tangent vector to $\Gamma$ (represented by a complex number). The derivative of the generalized potential $W_\Gamma$ with respect to the natural parameter on this curve is
$$ \begin{equation*} \dot W_\Gamma=\operatorname{Re}\biggl\{\tau \log\frac{\phi_\Gamma}{\phi_\star}\biggr\}=\operatorname{Re}\{\tau ((\mathsf{h}_{\lambda_\Gamma})_+-(\mathsf{h}_{\lambda_\Gamma})_-)\}; \end{equation*} \notag $$
here the values of the Markov function $\mathsf{h}_{\lambda_\Gamma}$ are taken on the opposite sides of the cut $\Gamma$. This function can be expressed as a Cauchy-type integral:
$$ \begin{equation*} \mathsf{h}_{\lambda_\Gamma}(z)=\int_{\Gamma} \frac{\omega(\zeta)\,d\zeta}{z-\zeta}+\widetilde h(z); \end{equation*} \notag $$
here $\omega$ is some complex function on $\Gamma$, and the function $\widetilde h$ is holomorphic on the set $\mathring\Gamma_+ \cup \mathring\Gamma_-$. Hence by the Sokhotski-Plemelj formulae
$$ \begin{equation*} \dot W_\Gamma=\operatorname{Re}\{2\pi i \omega \tau\}, \end{equation*} \notag $$
where $ \omega \tau$ is the density of a positive measure. Therefore, $\dot W_\Gamma=0$ on $\mathring\Gamma_+ \cup \mathring\Gamma_-$, and thus $W_\Gamma=w_\Gamma$ on $\Gamma$. This proves the equilibrium condition ($\Gamma$). The equilibrium condition on $\Gamma$ is equivalent to the $S$-property of this curve.

This proves the theorem.

3.5

In this concluding subsection we consider the limit cases. Let $c\downarrow0$. This is the case of a strong external field. We have

$$ \begin{equation*} a\downarrow0, \qquad b\downarrow2\quad\text{and}\quad \zeta_\pm\to2. \end{equation*} \notag $$
The interval $\mathsf{E}$ and the beetle $\Gamma_\ast$ shrink to the interval $[0,2]$. In the limit, equation (3.7) degenerates to
$$ \begin{equation*} (2-z)^2\mathring\phi+z(1-z)=0, \end{equation*} \notag $$
where $\mathring\phi=\phi|_{c=0}$. The function $\mathring\phi$ has simple zeros at $z=0$ and $z=1$, and a second-order pole at $z=2$, there being no other zeros and poles. At infinity
$$ \begin{equation*} \mathring\phi(z)=1+\frac{3}{z}+O\biggl(\frac{1}{z^2}\biggr). \end{equation*} \notag $$

We set

$$ \begin{equation*} \mathring h =\log\mathring\phi, \qquad \mathring h(\infty)=0. \end{equation*} \notag $$
The function $\mathring h$ is holomorphic in the domain $\overline{\mathbb{C}}\setminus[0,2]$. We also have
$$ \begin{equation*} \mathring h=\mathsf{h}_{\mathring\lambda}, \end{equation*} \notag $$
where $\mathring\lambda=\chi_c$ is a positive measure with density (3.2) on the interval $[0,2]$. There are no equilibrium conditions, and the limit measure coincides with its constraint.

Let $c\uparrow1$. This is the case of a weak external field. We have

$$ \begin{equation*} a\uparrow +\infty, \qquad b\uparrow +\infty, \qquad \beta\downarrow\beta^\circ\quad\text{and} \quad \zeta_\pm\to\zeta_\pm^\circ, \end{equation*} \notag $$
where $\beta^\circ$ and $\zeta_\pm^\circ$ are the zeros of the cubic polynomial
$$ \begin{equation*} 32z^3-11z^2+6z+5, \end{equation*} \notag $$
namely, $\beta^\circ\approx-0.35$ and $\zeta_\pm^\circ\approx 0.35 \pm 0.56i$. The interval $\mathsf{E}$ goes off to infinity. The beetle $\Gamma_\ast$ approaches some limiting beetle $\Gamma^{\circ}_\ast$.

In the limit (3.7) turns to the cubic equation

$$ \begin{equation*} z^3\varphi^3-(3z^3-z^2+z+1)\varphi^2+z(3z^2-2z+1)\varphi+z^2(1-z)=0, \end{equation*} \notag $$
where $\varphi=\phi|_{c=1}$. The roots of this equation behave as follows at infinity:
$$ \begin{equation*} \begin{gathered} \, \varphi_0(z)=1+\frac{1}{z}+O\biggl(\frac{1}{z^2}\biggr), \\ \varphi_\pm(z)=1-\frac{1}{z}\biggl(1\pm\frac{1}{\sqrt{2z}}\biggr)+O\biggl(\frac{1}{z^2}\biggr); \end{gathered} \end{equation*} \notag $$
here $\sqrt{2z}>0 $ as $z\to+\infty$.

For the function $\varphi$ the points $\zeta^\circ_\pm$, $\beta^\circ$ and $\infty$ are second-order branch points, there being no other branch points. The Riemann surface of $\varphi$, which is glued of the three sheets

$$ \begin{equation*} \begin{gathered} \, \mathfrak{N}_\circ=\mathbb{\overline C}\setminus\Gamma^\circ, \\ \mathfrak{N}_+=\mathbb{C}\setminus(\Gamma^\circ\cup(-\infty,\beta^\circ]) \end{gathered} \end{equation*} \notag $$
and
$$ \begin{equation*} \mathfrak{N}_-=\mathbb{C}\setminus(-\infty,\beta^\circ], \end{equation*} \notag $$
is of genus $0$. The branch $\varphi_J$ is meromorphic on the sheet $\mathfrak{N}_J$, where $J=0,\pm$. The function $\varphi$ (as lifted to $\mathfrak{N}$) has a simple zero at the point $z=1$ on the sheet $\mathfrak{N}_+$ and two simple zeros at the point $z=0$ on the sheets $\mathfrak{N}_-$ and $\mathfrak{N}_0$. Note also that
$$ \begin{equation*} \varphi_-(z)\thicksim\frac{1}{\upsilon}z, \qquad z\to 0, \end{equation*} \notag $$
and
$$ \begin{equation*} \varphi_0(z)\thicksim\upsilon z, \qquad z\to 0, \end{equation*} \notag $$
where $\upsilon=(\sqrt 5 -1)/2$ is the golden section. The function $\varphi$ has a third-order pole at the point $z=0$ on the sheet $\mathfrak{N}_+$, namely,
$$ \begin{equation*} \varphi_+(z)\thicksim\frac{1}{z^3}, \qquad z\to 0. \end{equation*} \notag $$
This function, which has no other zeros and poles, is normalized by the condition $\varphi=1$ at the point $z=\infty$ on the sheet $\mathfrak{N}_0$. The graph of the function $\varphi$ on the real axis is shown in Figure 8.

We set

$$ \begin{equation*} h_-=-\log\varphi_-\quad\text{and} \quad h_-(\infty)=0. \end{equation*} \notag $$
This function is holomorphic in the domain $\mathbb{C}\setminus\mathsf{F}$. Moreover,
$$ \begin{equation*} h_-=\mathsf{h}_{\lambda_-}, \end{equation*} \notag $$
where $\lambda_-$ is a positive measure with support $\mathsf{F}$, total variation 1 ($\|\lambda_-\|=1)$ and saturation zone $[\beta^\circ,0]$.

We set

$$ \begin{equation*} h_0=\log\varphi_0\quad\text{and} \quad h_0(\infty)=0. \end{equation*} \notag $$
This function is holomorphic in the domain $\overline{\mathbb{C}}\setminus\Gamma^\circ_\ast$. We also have
$$ \begin{equation*} h_0=\mathsf{h}_{\lambda_0}, \end{equation*} \notag $$
where $\lambda_0$ is the positive unit measure with support $\Gamma^\circ_\ast$.

We set

$$ \begin{equation*} h_+(z)=-\log\biggl(\varphi_+(z)\frac{z}{z-1}\biggr), \qquad h_+(\infty)=0. \end{equation*} \notag $$
The function $h_+$ is holomorphic in the domain $\mathbb{C}\setminus(\Gamma^\circ_\ast\cup\mathsf{F})$. We also have
$$ \begin{equation*} h_+=\mathsf{h}_{\lambda_0}-\mathsf{h}_{\lambda_-}. \end{equation*} \notag $$
The following equilibrium conditions are satisfied for some constants $w_0$ and $w_-$ under the constraints $\lambda_-\leqslant \chi_{\mathsf{F}}$ and $\lambda_0\leqslant\chi_c$:
$$ \begin{equation*} \begin{gathered} \, W_0=2V^{\lambda_0}-V^{\lambda_-}+V^{\chi_0} \begin{cases} = w_0 &\text{on } \Gamma^\circ, \\ \leqslant w_0 &\text{on } [0,x_\ast], \end{cases} \\ W_-=-V^{\lambda_0}+2V^{\lambda_-}-V^{\lambda_{\chi_0}} \begin{cases} = w_- &\text{on } (-\infty,\beta^\circ], \\ \leqslant w_- &\text{on } [\beta^\circ,0]. \end{cases} \end{gathered} \end{equation*} \notag $$


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Citation: V. N. Sorokin, “A generalization of the discrete Rodrigues formula for Meixner polynomials”, Mat. Sb., 213:11 (2022), 79–101; Sb. Math., 213:11 (2022), 1559–1581
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