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# Layering transitions of the spin -1/2 Ising model in a transverse magnetic field

## 1 Introduction

Several authors have studied the wetting of spin$`1/2`$ Ising model in a transverse magnetic field. Much attention has been paid to the properties of layered structures consisting of alternating magnetic materials. The most commonly studied magnetic multilayers are those of ferromagnetic transition metal such as Co or Ni. Many experiments have shown that the magnetization enhancement exists in multilayered films consisting of magnetic layers. It was found that ferromagnetic coupling can exist between magnetic layers. From the theoretical point of view, great interest has been paid to spin wave excitations as well as critical phenomena. The study of thin films is partly motivated by the development of new growth and characterization techniques, but perhaps more so by the discovery of many exciting new properties, some quite unanticipated. These include, more recently, the discovery of enormous values of magnetoresistance in magnetic multilayers far exceeding those found in single layer films and the discovery of oscillatory interlayer coupling in transition metal multilayers. These experimental studies have motivated much theoritical work. However these developments are to a large extent powered by $`<<`$ materials engineering $`>>`$ and the ability to control and understand the growth of thin layers only a few atoms thick. Multilayer films adsorbed on attractive substrates may exibit a variety of possible phase transitions, as has been reviewed by Pandit et al., and Ebner et al.
This paper is organized as follows. Section 2 describes the model and the method. In section 3 we present results and discussions.

## 2 Model and method

We consider N coupled ferromagnetic square layers in a transverse and longitudinal magnetic fields. The Hamiltonian of the system is given by

$$H=\underset{<i,j>}{}J_{ij}S_i^zS_j^z\underset{i}{}(\mathrm{\Omega }S_i^x+H_iS_i^z)$$
(1)
where, $`S_i^\alpha ,(\alpha =x,z)`$ are the Pauli matrices, $`\mathrm{\Omega }`$ is the transverse magnetic field in the x direction and $`H_i`$ is the magnetic field in the z direction, defined by:

$$H_i=\{\begin{array}{ccc}H+H_{s1}\hfill & \text{for}\hfill & i=1\hfill \\ H\hfill & \text{for}\hfill & 1<i<N\hfill \\ H+H_{s2}\hfill & \text{for}\hfill & i=N\hfill \end{array}$$
(2)
The surface magnetic field $`H_{s1}`$ is applied on the first layer $`(i=1)`$, the last layer $`(i=N)`$ is under a surface magnetic field $`H_{s2}`$ and H is the bulk magnetic field.
We introduce the effective field

$$H_0^{eff}=\underset{i}{}H_0^i=\underset{i}{}(k_iS_i^z+\mathrm{\Omega }S_i^x)$$
(3)
where

$$k_i=\underset{j}{}J_{ij}S_j^z+H_i,$$
(4)
and using the Pauli matrices one can write :

$$H_0^i=\left(\begin{array}{cc}k_i& \mathrm{\Omega }\\ \mathrm{\Omega }& k_i\end{array}\right)$$
(5)
The eigen values of the Hamiltonian $`H_i^0`$ are given by :

$$\lambda _i^\pm =\pm \sqrt{k_i^2+\mathrm{\Omega }^2}.$$
(6)
The magnetization per site can be written as

$$m_i=\frac{TrS_i^z\mathrm{exp}(\beta H_0^{eff})}{Tr\mathrm{exp}(\beta H_0^{eff})}=[\frac{(k_i+\lambda _i^+)^2\mathrm{\Omega }^2}{(k_i+\lambda _i^+)^2+\mathrm{\Omega }^2}]\mathrm{tanh}(\beta \sqrt{k_i^2+\mathrm{\Omega }^2}).$$
(7)
## 3 Results and discussion

### 3.1 Ground state in the absence of the transverse magnetic field

We focus our interest on a system corresponding to the case $`J_{//}=J_{}=J`$. The ground states, in absence of the transverse magnetic field, of the system are plotted in Figs. 1a, 1b. Indeed, the Fig. 1a illustrates the ground state of the system with a surface magnetic field $`H_{s1}/J`$, applied on the first layer, whereas the last layer is under a surface magnetic field $`H_{s2}/J=H_{s1}/J`$. The start point is a situation where all spins are down, $`O^N`$. For $`H_{s1}/J1`$, we have three transitions namely; the first transition, $`O^N1O^{N1}`$, arises for $`H/J=1H_{s1}/J`$ , the second transition, $`1O^{N1}1^{N1}O`$, occurs for $`H/J=0`$, while the last transition $`1^{N1}O1^N`$, occurs for $`H/J=1+H_{s1}/J`$. Thus, for $`H_{s1}/J1`$, we have only one transition, $`O^N1^N`$. The notation $`1^pO^{Np}`$ is a situation where p layers are spin-up while N-p layers are spin-down. The Fig. 1b shows that the transitions arise for values of $`H_{s1}/J`$ above a critical value, $`H_{s1}^c/J=N/(N1)`$. Indeed, for $`H_{s1}/J<H_{s1}^c/J`$, we find only one transition, $`O^N1^N`$. While for $`H_{s1}/J>H_{s1}^c/J`$, the first transition, $`O^N1O^{N1}`$, exists for $`H/J=1H_{s1}/J`$, and the last transition, $`1^{N1}O1^N`$, can be seen for $`H/J=1/(N1)`$.

### 3.2 Phase diagrams

The system we are considering is formed with N ferromagnetic layers of a spin$`1/2`$ Ising model with free bound conditions. In order to examine only the effect of the transverse magnetic field, $`\mathrm{\Omega }/J`$, on the wetting and layering transitions, we fixe the temperature, T/J, at a value less than the wetting temperature, $`T_w/J`$. However, by increasing $`\mathrm{\Omega }/J`$ we show the existence of a critical value, $`\mathrm{\Omega }_w/J`$, above which a sequence of layering transitions occurs. This is called the wetting transverse magnetic field, which depends on the value of the temperature and the surface magnetic field, $`H_{s1}/J`$. On the other hand, when $`T/J>T_w/J`$, the layering transitions exist in absence of the transverse magnetic field, this means that the temperature effect is sufficient to produce layering transitions.
Fig. 2a shows the existence of a wetting temperature, $`T_w/J`$, above which the layering transitions occurs, while for $`T/JT_w/J`$ there is only one layer transition. The phase diagram, which is displayed in Fig. 2b, shows that the layer transitions are found for $`\mathrm{\Omega }/J>\mathrm{\Omega }_w/J`$ with increasing transverse magnetic field and fixed temperature. The wetting transverse magnetic field $`\mathrm{\Omega }_w/J`$, decreases when increasing temperatures, and it increases when decreasing surface magnetic field values, and vice versa . Thus, the first and last layer transitions occcur in the absence of the transverse magnetic field, but only in the presence of the bulk magnetic field (Fig 2c). The other layering transitions arise for increasing transverse magnetic field. It is also interesting to examine the case corresponding to $`H_{s2}/J=0`$. The phase diagrams in the plane $`(H/J,\mathrm{\Omega }/J)`$ are plotted in figures 3a, 3b. The Fig. 3a is related to the situation: $`H_{s1}/J<H_{s1}^c/J`$ while the Fig. 3b corresponds to $`H_{s1}/J>H_{s1}^c/J`$. From Fig. 3a, we find that the layering transitions exist only for values of the transverse magnetic field greater than a critical value, which depends of the temperature and surface magnetic field. Fig. 3b shows that the first layering transition arises although the absence of the transverse magnetic field, but only for increasing bulk magnetic field. The other layer transitions occur when increasing the transverse magnetic field, at fixed values of the temperature and surface magnetic field. Furthermore, the phase diagram in $`(T/J,\mathrm{\Omega }/J)`$ plane is presented in Fig. 4. However, the wetting transverse magnetic field,$`\mathrm{\Omega }_w/J`$, decreases with increasing temperature and/or decreasing surface magnetic field, and the wetting temperature, $`T_w/J`$, decreases with increasing transverse magnetic field and/or decreasing surface magnetic field.
In conclusion, we have studied the effect of the transverse magnetic field on the layering and wetting transitions of a spin$`1/2`$ Ising model in a longitudinal magnetic field. However, we have shown that the layering and wetting transitions appear above a critical transvere field, $`\mathrm{\Omega }_w/J`$, which is a function of the temperature and surface magnetic field.

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Figure Captions
Figure 1.: Phase diagrams for $`T=0`$ and $`\mathrm{\Omega }=0`$ in the $`(H/J,H_{s1}/J)`$ plane (N=20 layers)
a) $`H_{s2}/J=H_{s1}/J`$
b) $`H_{s2}/J=0`$

Figure 2.: Phase diagrams for $`H_{s2}/J=H_{s1}/J`$ and $`N=20`$.
a)$`H_{s1}/J=0.8`$,$`\mathrm{\Omega }/J=0`$ in the $`(H/J,T/J)`$ plane.
b)$`H_{s1}/J=0.8`$,$`T/J=2.0`$ in the $`(H/J,\mathrm{\Omega }/J)`$ plane.
c)$`H_{s1}/J=1.2`$,$`T/J=2.0`$ in the $`(H/J,\mathrm{\Omega }/J)`$ plane.

Figure 3.: Phase diagrams for $`H_{s2}/J=0`$, $`T/J=2.0`$ and $`N=20`$ in the $`(H/J,\mathrm{\Omega }/J)`$ plane.
a)$`H_{s1}/J=0.9`$
b)$`H_{s1}/J=1.6`$

Figure 4.: Phase diagram in $`(T/J,\mathrm{\Omega }/J)`$ plane, for both cases: $`(H_{s1}/J=0.8,H_{s2}/J=H_{s1}/J)`$ and $`(H_{s1}/J=0.9,H_{s2}/J=0.)`$, and $`N=20`$.


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# 1 Introduction

## 1 Introduction

### 1.1 Generalized Laguerre polynomials

The classical Laguerre polynomials $`L_n^{(\alpha )}`$ are orthogonal on the interval $`[0,\mathrm{})`$ with respect to the weight $`x^\alpha e^x`$, that is

$$_0^{\mathrm{}}L_n^{(\alpha )}(x)L_m^{(\alpha )}(x)x^\alpha e^x𝑑t=0,\text{ if }nm.$$
(1.1)
The integral in (1.1) converges only if $`\alpha >1`$. The Laguerre polynomials are given by the explicit formula

$$L_n^{(\alpha )}(x)=\underset{k=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n+\alpha }{nk}\right)\frac{(x)^k}{k!}$$
(1.2)
and by the Rodrigues formula

$$L_n^{(\alpha )}(x)=\frac{1}{n!}x^\alpha e^x\left(\frac{d}{dx}\right)^n\left[x^{\alpha +n}e^x\right],$$
(1.3)
see e.g. . Both (1.2) and (1.3) make sense for arbitrary $`\alpha `$ (even complex) and they define the generalized non-classical Laguerre polynomials. The recurrence relation

$$xL_n^{(\alpha )}(x)=(n+1)L_{n+1}^{(\alpha )}(x)(2n+\alpha +1)L_n^{(\alpha )}(x)+(n+\alpha )L_{n1}^{(\alpha )}(x),$$
(1.4)
with $`L_0^{(\alpha )}1`$, $`L_1^{(\alpha )}0`$, and the second order differential equation

$$xy^{\prime \prime }(x)+(\alpha +1x)y^{}(x)+ny(x)=0,y(x)=L_n^{(\alpha )}(x),$$
(1.5)
continue to hold for arbitrary $`\alpha `$. We consider in this paper only real and negative $`\alpha `$, although extensions to complex $`\alpha `$ are possible.

### 1.2 Relations to other polynomials

Laguerre polynomials with negative parameters appear in the literature in a number of forms. First we note the special cases $`\alpha =n`$ and $`\alpha =n1`$, where we have

$$L_n^{(n)}(z)=\frac{(1)^n}{n!}z^n,$$
(1.6)
and

$$L_n^{(n1)}(z)=(1)^n\underset{k=0}{\overset{n}{}}\frac{z^k}{k!},$$
(1.7)
respectively. Thus for $`\alpha =n1`$, the generalized Laguerre polynomial agrees (up to a sign if $`n`$ is odd) with the partial sum of the exponential series. More generally, we have that for $`\alpha =nm`$ with $`n,m`$, the generalized Laguerre polynomials appear as the numerator and denominator polynomials in the rational Padé approximant for the exponential function. To be precise, if

$$p_{n,m}(x)=(1)^n\left(\genfrac{}{}{0pt}{}{n+m}{n}\right)^1L_n^{(nm1)}(x)$$
(1.8)
and

$$q_{n,m}(x)=(1)^m\left(\genfrac{}{}{0pt}{}{n+m}{m}\right)^1L_m^{(nm1)}(x)$$
(1.9)
then $`p_{n,m}(0)=q_{n,m}(0)=1`$, and

$$p_{n,m}(x)q_{n,m}(x)e^x=O\left(x^{n+m+1}\right)\text{ as }x0,$$
(1.10)
see e.g. , .

Laguerre polynomials with negative parameters are also related to the so-called generalized Bessel polynomials

$$y_n(z;a)=\underset{k=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{k}\right)(n+a1)_k\left(\frac{z}{2}\right)^k,$$
(1.11)
since

$$y_n(z;a)=(1)^nn!\left(\frac{z}{2}\right)^nL_n^{(2na+1)}\left(\frac{2}{z}\right).$$
(1.12)
The usual Bessel polynomials correspond to $`a=2`$ in (1.11). See Grosswald  for a comprehensive account of these polynomials.

### 1.3 Earlier work on asymptotics

For $`\alpha >1`$, the Laguerre polynomials satisfy the orthogonality (1.1) on the positive real axis, and therefore they have only positive real zeros. This property is lost for $`\alpha <1`$. Indeed, the generalized Laguerre polynomials may have many non-real zeros. In Figure 1 we have plotted the zeros of $`L_{40}^{(40A)}(40z)`$ for a number of values of $`A>0`$. Similar plots are shown in the paper .

In Figure 1 we see that the zeros cluster along certain curves in the complex plane. Martínez et al.  identified these curves as trajectories of a quadratic differential, depending on a parameter $`A`$. For $`A>1`$, the curve is a simple arc, which as $`A`$ decreases to $`1`$ closes itself to form for $`A=1`$ the well-known Szegő curve , . For $`0<A<1`$, the curve consists of a closed loop together with an interval on the positive real axis.

A number of rigorous results on the asymptotic behavior of the zeros of generalized Laguerre polynomials $`L_n^{(\alpha _n)}(nx)`$ such that

$$\underset{n\mathrm{}}{lim}\frac{\alpha _n}{n}=A$$
(1.13)
are known from the literature. The first result is due to Szegő  who studied the partial sum of the exponential series, that is $`\alpha _n=n1`$ see (1.7). Szegő showed that the normalized zeros tend to the curve which now bears his name. Olver  considered the zeros of Hankel functions, which includes the Bessel polynomials as a special case. In terms of the generalized Laguerre polynomials, this is the case $`\alpha _n=2n1`$. Saff and Varga  studied the zeros and poles of Padé approximants to the exponential function, see (1.8)–(1.9). Their main result says that for integers $`\alpha _n<n`$ such that (1.13) holds, all zeros of $`L_n^{(\alpha _n)}(nx)`$ tend to a well-defined curve as $`n\mathrm{}`$. The curve depends on $`A1`$ only, and coincides with the curve described in . Saff and Varga also obtained the weak limit of the zero counting measures. The proofs in  can be extended without any difficulty to non-integer $`\alpha _n<n`$.

Stated in terms of generalized Bessel polynomials (1.11)–(1.12) asymptotic results on zeros are due to De Bruin et al. , Carpenter , and Wong and Zhang . These papers deal with the limit (1.13) with $`A=2`$. The latter paper also presents uniform asymptotic expansions of the generalized Bessel polynomials. In very recent work, Dunster  establishes uniform asymptotic expansions in the complex plane for the case of general $`A`$, with the exception of $`A=0`$ and $`A=1`$. The results on zeros in  are restricted to the case $`A>1`$.

### 1.4 Asymptotics from Riemann–Hilbert problems

Most papers cited above use some form of the steepest descent technique for integrals, see especially  and . Martínez et al.  use an orthogonality relation in the complex plane satisfied by generalized Laguerre polynomials. The approach of Dunster  starts from the differential equation (1.5) and is based on techniques developed by Olver .

In this paper we derive asymptotics of generalized Laguerre polynomials using the nonlinear steepest descent / stationary phase method for Riemann–Hilbert problems introduced by Deift and Zhou in , and further developed in  and . In later developments, the method was applied successfully to problems in random matrix theory , , and in orthogonal polynomials , , , , and combinatorics . For review of some of these developments, and a pedagogic introduction to some of the material of random matrix theory, orthogonal polynomials, and Riemann–Hilbert problems, see .

The Riemann–Hilbert approach to the asymptotics of generalized Laguerre polynomials starts from the observation that these polynomials satisfy orthogonality relations in the complex plane. The orthogonality is on a contour $`\mathrm{\Sigma }`$ going around the positive real axis, but otherwise being quite arbitrary. The orthogonality property allows the formulation of a Riemann–Hilbert problem, due to Fokas, Its, and Kitaev , whose solution is given in terms of $`L_n^{(\alpha )}`$. The Riemann–Hilbert problem is analyzed in the large $`n`$ limit with the steepest descent method as done in  and  for orthogonal polynomials on the real line.

A novel feature for the problem at hand is that the arbitrary contour $`\mathrm{\Sigma }`$ has to be chosen in a correct way in order to arrive at a Riemann–Hilbert problem which is amenable to subsequent asymptotic analysis. The correct contour was described in . It is a curve with the S-property of Stahl  and Gonchar and Rakhmanov . The structure of the curve depends on the value of $`A`$ as already explained before. In this paper we analyze the case of an open contour, that is, the case $`A>1`$. In subsequent work we consider the case of a closed loop plus an interval ($`0<A<1`$) and the case of a single closed contour ($`A=1`$). We note that the steepest descent / stationary phase method for Riemann–Hilbert problems was augmented to handle cases in which the contour selection involves determining a set of nontrivial curves in the plane in , by Kamvissis, McLaughlin, and Miller, in the context of the semi-classical limit of the focusing nonlinear Schrödinger equation.

We emphasize that the main interest in the present paper lies in the method we use and not in the results obtained for the Laguerre polynomials. In particular, we do not improve upon the asymptotic expansions of Dunster . The steepest descent method for Riemann–Hilbert problems is a very powerful new method, and its use in the study of classical special functions is new. In future work we consider generalized Laguerre polynomials for the cases $`0<A<1`$ and $`A=1`$, and the Riemann–Hilbert approach will lead to new results for these cases.

## 2 Complex orthogonality and the formulation of the Riemann–Hilbert problem

### 2.1 Orthogonality

For $`\alpha <1`$, the generalized Laguerre polynomial $`L_n^{(\alpha )}`$ is not orthogonal on the positive real axis, but instead satisfies a non-hermitian orthogonality in the complex plane.

Let $``$ be the collection of all simple Jordan curves $`\mathrm{\Sigma }`$ in $`[0,\mathrm{})`$ that are symmetric with respect to the real axis, and such that there is $`M>0`$ such that for all $`xM`$, there is $`y(x)>0`$, such that the intersection of $`\mathrm{\Sigma }`$ with $`\mathrm{Re}z=x`$ consists of the two points $`x\pm iy(x)`$, and $`lim_x\mathrm{}y(x)=L`$ exists and is finite (possibly $`0`$). Any curve $`\mathrm{\Sigma }`$ divides the complex plane into two domains, $`\mathrm{\Omega }_+`$ and $`\mathrm{\Omega }_{}`$, where $`\mathrm{\Omega }_{}`$ contains the positive real axis. We choose the orientation of $`\mathrm{\Sigma }`$ such that $`\mathrm{\Omega }_+`$ is on the $`+`$-side (i.e., on the left) while traversing $`\mathrm{\Sigma }`$ and $`\mathrm{\Omega }_{}`$ is on the $``$-side. So $`\mathrm{\Sigma }`$ is oriented clockwise as in Figure 2.

In what follows we define $`x^\alpha `$ with a branch cut along the positive real axis. Thus $`x^\alpha =|x|^\alpha e^{i\alpha \mathrm{arg}x}`$ with $`\mathrm{arg}x[0,2\pi )`$.

###### Lemma 2.1

Let $`\mathrm{\Sigma }`$, $`n`$, and $`\alpha `$. Then

$$_\mathrm{\Sigma }L_n^{(\alpha )}(x)x^kx^\alpha e^x𝑑x=0,\text{for }k=0,1,\mathrm{},n1.$$
(2.1)
If in addition $`\alpha +n+1`$, then

$$_\mathrm{\Sigma }L_n^{(\alpha )}(x)x^kx^\alpha e^x𝑑x0,\text{for }k=n.$$
(2.2)
* The orthogonality (2.1) follows from the Rodrigues formula (1.3) by repeated integration by parts. In the same way, we also get

$$_\mathrm{\Sigma }L_n^{(\alpha )}(x)x^nx^\alpha e^x𝑑x=\frac{1}{n!}_\mathrm{\Sigma }\left(\frac{d}{dx}\right)^n\left(x^{\alpha +n}e^x\right)x^n𝑑x=(1)^n_\mathrm{\Sigma }x^{\alpha +n}e^x𝑑x$$

For $`\alpha +n>1`$, we deform $`\mathrm{\Sigma }`$ to the positive real axis to obtain

$`{\displaystyle _\mathrm{\Sigma }}L_n^{(\alpha )}(x)x^nx^\alpha e^x𝑑x`$ $`=`$ $`(1)^n\left(1e^{2\pi i\alpha }\right){\displaystyle _0^{\mathrm{}}}x^{\alpha +n}e^x𝑑x`$ (2.3)
$`=`$ $`(1)^{n+1}2ie^{\pi i\alpha }\mathrm{sin}(\pi \alpha )\mathrm{\Gamma }(\alpha +n+1),`$
where $`\mathrm{\Gamma }`$ denotes the Gamma function. By analytic continuation the integral in (2.2) is equal to (2.3) for every $`\alpha `$, and (2.2) follows. $`\mathrm{}`$

The formula (2.1) expresses orthogonality with respect to the complex measure $`x^\alpha e^xdx`$ on $`\mathrm{\Sigma }`$.

### 2.2 Riemann–Hilbert problem

Let $`\alpha `$. We consider the monic polynomials

$$P_n(z)=\frac{(1)^nn!}{n^n}L_n^{(\alpha )}(nz),n=0,1,\mathrm{},$$
(2.4)
Introducing a change of variables $`x=nz`$ in (2.1) and (2.2), we see that

$$_\mathrm{\Sigma }P_n(z)z^kz^\alpha e^{nz}𝑑z\{\begin{array}{cc}=0,\hfill & \text{ for }k=0,1,\mathrm{},n1,\hfill \\ 0,\hfill & \text{ for }k=n,\hfill \end{array}$$
(2.5)
for every contour $`\mathrm{\Sigma }`$, provided that $`\alpha +n+1`$.

The polynomial $`P_n`$ is characterized through a Riemann–Hilbert problem due to Fokas, Its, and Kitaev .

#### Riemann–Hilbert problem for $`Y`$:

Let $`\mathrm{\Sigma }`$ be a contour from the class $``$, that divides the complex plane into two parts $`\mathrm{\Omega }_+`$ and $`\mathrm{\Omega }_{}`$, as above. The problem is to determine a $`2\times 2`$ matrix valued function $`Y:\mathrm{\Sigma }^{2\times 2}`$ such that the following hold.

1. $`Y(z)`$ is analytic for $`z\mathrm{\Sigma }`$,
2. $`Y(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }`$, denoted by $`Y_+(z)`$ and $`Y_{}(z)`$, where $`Y_+(z)`$ and $`Y_{}(z)`$ denote the limiting values of $`Y(z^{})`$ as $`z^{}`$ approaches $`z\mathrm{\Sigma }`$ from $`\mathrm{\Omega }_+`$ and $`\mathrm{\Omega }_{}`$, respectively, and

$$Y_+(z)=Y_{}(z)\left(\begin{array}{cc}1& z^\alpha e^{nz}\\ 0& 1\end{array}\right),\text{ for }z\mathrm{\Sigma },$$
(2.6)
3. $`Y(z)`$ has the following behavior as $`z\mathrm{}`$:

$$Y(z)=\left(I+O\left(\frac{1}{z}\right)\right)\left(\begin{array}{cc}z^n& 0\\ 0& z^n\end{array}\right)\text{ as }z\mathrm{},z\mathrm{\Sigma }.$$
(2.7)

###### Proposition 2.2

Let $`\alpha `$ with $`\alpha +n`$. Then the unique solution of the Riemann–Hilbert problem for $`Y`$ is given by

$$Y(z)=\left(\begin{array}{ccc}P_n(z)& \frac{1}{2\pi i}\underset{\mathrm{\Sigma }}{}\frac{P_n(\zeta )\zeta ^\alpha e^{n\zeta }}{\zeta z}𝑑\zeta & \\ Q_{n1}(z)& \frac{1}{2\pi i}\underset{\mathrm{\Sigma }}{}\frac{Q_{n1}(\zeta )\zeta ^\alpha e^{n\zeta }}{\zeta z}𝑑\zeta & \end{array}\right)$$
(2.8)
where $`P_n(z)`$ is the monic generalized Laguerre polynomial (2.4) and

$$Q_{n1}(z)=\frac{(1)^{n+1}n^{n+\alpha }\pi e^{\pi i\alpha }}{\mathrm{sin}(\pi \alpha )\mathrm{\Gamma }(\alpha +n)}L_{n1}^{(\alpha )}(nz).$$
(2.9)
* The proof is as in \[6, Section 3.2\]. Here we will only give the proof for the second row, since that is where the condition on $`\alpha `$ plays a role.

From (2.6) it follows that $`Y_{21}`$ is an entire function, which by (2.7) satisfies $`Y_{21}(z)=O(z^{n1})`$ as $`z\mathrm{}`$. Therefore $`Y_{21}(z)=Q_{n1}(z)`$ for some polynomial $`Q_{n1}`$ of degree at most $`n1`$. The (2,2) entry of the condition (2.6) is $`(Y_{22})_+(z)=(Y_{22})_{}(z)+Q_{n1}(z)z^\alpha e^{nz}`$, which by the Sokhotskii-Plemelj formula yields

$$Y_{22}(z)=\frac{1}{2\pi i}_\mathrm{\Sigma }\frac{Q_{n1}(\zeta )\zeta ^\alpha e^{n\zeta }}{\zeta z}𝑑\zeta .$$
(2.10)
From the (2,2) entry of (2.7) it follows that $`Y_{22}(z)=z^n+O(z^{n1})`$ as $`z\mathrm{}`$. Because of (2.10) this gives the conditions

$$_\mathrm{\Sigma }Q_{n1}(\zeta )\zeta ^\alpha e^{n\zeta }\zeta ^k𝑑\zeta =0\text{for }k=0,\mathrm{},n2,$$
(2.11)
and

$$_\mathrm{\Sigma }Q_{n1}(\zeta )\zeta ^\alpha e^{n\zeta }\zeta ^{n1}𝑑\zeta =2\pi i.$$
(2.12)
The orthogonality conditions (2.11) are satisfied if $`Q_{n1}(z)=d_nL_{n1}^{(\alpha )}(nz)`$, and the constant $`d_n`$ must be chosen so that (2.12) holds as well. Because of Lemma 2.1 this can be done if $`\alpha +n`$, and the result is given by (2.9). $`\mathrm{}`$

## 3 Selection of the right contour

### 3.1 The right contour $`\mathrm{\Sigma }`$

In Section 3–6, we assume $`n`$ and $`\alpha <n`$ are fixed. We write $`A=\alpha /n`$, so that $`A>1`$. \[Later, when we let $`n\mathrm{}`$, $`\alpha `$ and $`A`$, as well as other notions introduced in these sections, will depend on $`n`$.\]

A major step in the analysis of the Riemann–Hilbert problem for $`Y`$ is the selection of the right contour. In order that the subsequent analysis works, the contour cannot be arbitrary but has to chosen in a precise way. The contour depends on $`A`$. We define

$$\beta =2A+2i\sqrt{A1}$$
(3.1)
Martinez et al.  showed that the values of $`z`$ for which

$$\frac{1}{2\pi i}_{\overline{\beta }}^z\frac{(s\beta )^{1/2}(s\overline{\beta })^{1/2}}{s}𝑑s\text{ is real},$$

where the branch of the square roots is chosen so that they are analytic and single valued on the path of integration from $`\overline{\beta }`$ to $`z`$, form a system of curves as shown in Figure 3 for a number of values of $`A`$. In geometric function theory these curves are known as trajectories of the quadratic differential $`\frac{(s\beta )(s\overline{\beta })}{s^2}d^2s`$, see .

We see four smooth (in fact analytic) curves. Two curves are connecting $`\overline{\beta }`$ with $`\beta `$, one of them crosses the negative real axis, and the other one crosses the positive real axis.

###### Definition 3.1

We define $`\mathrm{\Gamma }`$ as the trajectory of the quadratic differential $`\frac{(s\beta )(s\overline{\beta })}{s^2}d^2s`$ from $`\overline{\beta }`$ to $`\beta `$ which crosses the negative real axis. $`\mathrm{\Gamma }`$ is oriented from $`\overline{\beta }`$ to $`\beta `$.

We put

$$R(z)=(z\beta )^{1/2}(z\overline{\beta })^{1/2},z\mathrm{\Gamma },$$
(3.2)
where the branch is chosen which is defined and analytic on $`\mathrm{\Gamma }`$, and which is such that $`R(z)z`$ as $`z\mathrm{}`$. For $`s\mathrm{\Gamma }`$, we use $`R_+(s)`$ and $`R_{}(s)`$ to denote the limits from the $`+`$-sides and $``$-sides, respectively. As usual, the $`+`$-side of an oriented curve lies to the left, and the $``$-side lies to the right, if one traverses the curve.

Then by definition of $`\mathrm{\Gamma }`$, we have

$$\frac{1}{2\pi i}_{\overline{\beta }}^z\frac{R_+(s)}{s}𝑑s\text{ is real for every }z\mathrm{\Gamma },$$
(3.3)
with integration along the $`+`$-side of $`\mathrm{\Gamma }`$.

It is also of interest to know where $`\frac{1}{2\pi i}_{\overline{\beta }}^z\frac{R(s)}{s}𝑑s`$ or $`\frac{1}{2\pi i}_\beta ^z\frac{R(s)}{s}𝑑s`$ is purely imaginary. These are the dotted curves shown in Figure 4. The dotted curves are analytic extensions of the solid ones.

We can now state which contour $`\mathrm{\Sigma }`$ to choose.

###### Definition 3.2

We let $`\mathrm{\Sigma }`$ be the contour in $``$ consisting of $`\mathrm{\Gamma }`$ together with the two dotted curves that form the analytic extension of $`\mathrm{\Gamma }`$.

We denote the part of $`\mathrm{\Sigma }\mathrm{\Gamma }`$ in the lower half-plane by $`\mathrm{\Sigma }_1`$ and its mirror image in the upper half-plane by $`\mathrm{\Sigma }_2`$.

So we have a disjoint union $`\mathrm{\Sigma }=\mathrm{\Gamma }\mathrm{\Sigma }_1\mathrm{\Sigma }_2`$. Figure 5 shows the curve $`\mathrm{\Sigma }`$ for two values of $`A`$, together with the zeros of the corresponding Laguerre polynomial $`L_{40}^{(40A)}(40x)`$ of degree $`40`$. The figure shows that the zeros are close to $`\mathrm{\Gamma }`$, and that they are in the domain $`\mathrm{\Omega }_{}`$. These findings will be confirmed by our final result, Corollary 7.2 below.

###### Remark 3.3

We have chosen $`\mathrm{\Sigma }_2`$ so that $`_\beta ^z\frac{R(s)}{s}𝑑s`$ is real and positive on $`\mathrm{\Sigma }_2`$. This is not essential. What is important for the subsequent analysis is that it has positive real part on $`\mathrm{\Sigma }_2`$. This means that we have the freedom to deform $`\mathrm{\Sigma }_2`$, as long as we take care that the real part of $`_\beta ^z\frac{R(s)}{s}𝑑s`$ is positve on $`\mathrm{\Sigma }_2`$. However, it will be convenient to do this deformation only away from $`\beta `$, so that in a neighborhood of $`\beta `$, we have $`\mathrm{\Sigma }_2`$ exactly as we defined it.

Similar remarks apply to $`_{\overline{\beta }}^z\frac{R(s)}{s}𝑑s`$ and $`\mathrm{\Sigma }_1`$.

### 3.2 A probability measure on $`\mathrm{\Gamma }`$

The following proposition gives one of the crucial properties of $`\mathrm{\Gamma }`$.

###### Proposition 3.4

The (complex) measure $`\frac{1}{2\pi i}\frac{R_+(s)}{s}ds`$ is a probability measure on $`\mathrm{\Gamma }`$.

* We show first that

$$\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{R_+(s)}{s}𝑑s=1.$$
(3.4)
Let $`I=_\mathrm{\Gamma }\frac{R_+(s)}{s}𝑑s`$. Since $`R_{}(s)=R_+(s)`$ for $`s\mathrm{\Gamma }`$, we have

$$2I=_\mathrm{\Gamma }\left(\frac{R_+(s)}{s}\frac{R_{}(s)}{s}\right)𝑑s=_\gamma \frac{R(s)}{s}𝑑s,$$

where $`\gamma `$ is a closed contour encircling the curve $`\mathrm{\Gamma }`$ once in the clockwise direction and not encircling $`z=0`$.

After contour deformation, we pick up residues at $`z=0`$ and at $`z=\mathrm{}`$, namely

$$2I=2\pi i\underset{z=0}{Res}\frac{R(z)}{z}2\pi i\underset{z=\mathrm{}}{Res}\frac{R(z)}{z}.$$
(3.5)
The residue at $`z=0`$ is

$$\underset{z=0}{Res}\frac{R(z)}{z}=R(0)=|\beta |=\sqrt{(2A)^2+4(A1)}=A$$
(3.6)
and the residue at $`z=\mathrm{}`$ is the coefficient of $`z^1`$ in the Laurent expansion of $`R(z)/z`$

$`{\displaystyle \frac{R(z)}{z}}`$ $`=`$ $`(1\beta /z)^{1/2}(1\overline{\beta }/z)^{1/2}`$
$`=`$ $`\left(1{\displaystyle \frac{\beta }{2z}}+O(z^2)\right)\left(1{\displaystyle \frac{\overline{\beta }}{2z}}+O(z^2)\right)`$
$`=`$ $`1{\displaystyle \frac{\beta +\overline{\beta }}{2z}}+O(z^2).`$
Thus

$$\underset{z=\mathrm{}}{Res}\frac{R(z)}{z}=\frac{\beta +\overline{\beta }}{2}=\mathrm{Re}\beta =(2A).$$
(3.7)
Hence by (3.5)–(3.7) we have $`2I=2\pi i(A+(2A))=4\pi i`$, so that (3.4) follows.

Having (3.4) we can now prove the proposition. Let $`tz(t)`$ for $`t[0,t_0]`$, be the arc length parametrization of $`\mathrm{\Gamma }`$ starting at $`\overline{\beta }`$. Thus $`z(0)=\overline{\beta }`$ and $`z(t_0)=\beta `$. Then we have for $`z=z(t)`$ with $`t(0,t_0)`$,

$$\frac{1}{2\pi i}_{\overline{\beta }}^z\frac{R_+(s)}{s}𝑑s=\frac{1}{2\pi i}_0^t\frac{R_+(z(\tau ))}{z(\tau )}z^{}(\tau )𝑑\tau ,$$
(3.8)
and this is real for every $`t`$ by construction of $`\mathrm{\Gamma }`$. It has the value $`0`$ for $`t=0`$ and the value $`1`$ for $`t=t_0`$ (due to (3.4)). The derivative of (3.8) with respect to $`t`$ is $`\frac{1}{2\pi i}\frac{R_+(z(t))}{z(t)}z^{}(t)`$ which is not zero for $`t(0,t_0)`$. Thus (3.8) can only increase from $`0`$ to $`1`$ as $`t`$ increases from $`0`$ to $`t_0`$. Hence $`\frac{1}{2\pi i}\frac{R_+(s)}{s}ds`$ is a positive measure on $`\mathrm{\Gamma }`$. It is a probability measure because of (3.4). $`\mathrm{}`$

### 3.3 Auxiliary functions

With the measure $`d\mu (s)=\frac{1}{2\pi i}\frac{R_+(s)}{s}ds`$ on $`\mathrm{\Gamma }`$ we define the so-called $`g`$-function as follows.

###### Definition 3.5

The $`g`$-function is the complex logarithmic potential of $`\mu `$, that is,

$$g(z)=_\mathrm{\Gamma }\mathrm{log}(zs)𝑑\mu (s),z(\mathrm{\Gamma }\mathrm{\Sigma }_1),$$
(3.9)
where for each $`s`$ we view $`\mathrm{log}(zs)`$ as an analytic function of the variable $`z`$, with branch cut emanating from $`z=s`$. The cut is taken along $`\mathrm{\Gamma }\mathrm{\Sigma }_1`$.

We need two more functions.

###### Definition 3.6

The $`\varphi `$-function is defined as

$$\varphi (z)=\frac{1}{2}_\beta ^z\frac{R(s)}{s}𝑑s,z(\mathrm{\Gamma }\mathrm{\Sigma }_1[0,\mathrm{})),$$
(3.10)
where the path of integration from $`\beta `$ to $`z`$ lies entirely in $`(\mathrm{\Gamma }\mathrm{\Sigma }_1[0,\mathrm{}))`$, except for the initial point $`\beta `$.

The $`\stackrel{~}{\varphi }`$-function is defined as

$$\stackrel{~}{\varphi }(z)=\frac{1}{2}_{\overline{\beta }}^z\frac{R(s)}{s}𝑑s,z(\mathrm{\Gamma }\mathrm{\Sigma }_2[0,\mathrm{})),$$
(3.11)
where the path of integration from $`\overline{\beta }`$ to $`z`$ lies entirely in $`(\mathrm{\Gamma }\mathrm{\Sigma }_2[0,\mathrm{}))`$, except for the initial point $`\overline{\beta }`$.

It is immediate from (3.3) that $`\stackrel{~}{\varphi }_+(z)`$ is purely imaginary for $`z\mathrm{\Gamma }`$. By Proposition 3.4 its imaginary part increases from $`0`$ to $`\pi `$ as $`z`$ traverses the curve $`\mathrm{\Gamma }`$ from $`\overline{\beta }`$ to $`\beta `$. In particular we have $`\stackrel{~}{\varphi }_+(\beta )=\pi i`$. Similarly $`\stackrel{~}{\varphi }_{}(\beta )=\pi i`$. Thus we have

$$\stackrel{~}{\varphi }(z)=\{\begin{array}{cc}\varphi (z)+\pi i\hfill & \text{for }z\mathrm{\Omega }_+,\hfill \\ \varphi (z)\pi i\hfill & \text{for }z\mathrm{\Omega }_{}.\hfill \end{array}$$
(3.12)
###### Proposition 3.7

There is a constant $`\mathrm{}`$ such that

$$g(z)=\frac{1}{2}\left(A\mathrm{log}z+z+\mathrm{}\right)\varphi (z),z(\mathrm{\Gamma }\mathrm{\Sigma }_1[0,\mathrm{})),$$
(3.13)
where $`\mathrm{log}z`$ is defined with a branch cut along $`[0,\mathrm{})`$.

* We note that

$$g^{}(z)=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{1}{zs}\frac{R_+(s)}{s}𝑑s=\frac{1}{2}\frac{1}{2\pi i}_\gamma \frac{1}{zs}\frac{R(s)}{s}𝑑s$$

where $`\gamma `$ is a closed contour in $`\mathrm{\Gamma }`$, that encircles $`\mathrm{\Gamma }`$ once in the clockwise direction, but does not encircle $`z`$ and $`0`$. Then exactly as in the proof of Proposition 3.4, we deform the contour, and now pick up residues at $`z`$, $`0`$ and $`\mathrm{}`$. We find for $`z\mathrm{\Gamma }`$,

$`g^{}(z)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\underset{s=z}{Res}\left({\displaystyle \frac{1}{zs}}{\displaystyle \frac{R(s)}{s}}\right)+\underset{s=0}{Res}\left({\displaystyle \frac{1}{zs}}{\displaystyle \frac{R(s)}{s}}\right)\underset{s=\mathrm{}}{Res}\left({\displaystyle \frac{1}{zs}}{\displaystyle \frac{R(s)}{s}}\right)\right]`$ (3.14)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{R(z)}{z}}+{\displaystyle \frac{R(0)}{z}}+1\right]`$
$`=`$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{R(z)}{z}}+{\displaystyle \frac{A}{z}}+1\right].`$
Let $`z(\mathrm{\Gamma }\mathrm{\Sigma }_1[0,\mathrm{}))`$. Integrating (3.14) from $`\beta `$ to $`z`$ along a curve in $`(\mathrm{\Gamma }\mathrm{\Sigma }_1[0,\mathrm{})`$, we find

$$g(z)=g(\beta )+\frac{1}{2}(A\mathrm{log}z+z)\frac{1}{2}(A\mathrm{log}\beta +\beta )\varphi (z).$$
(3.15)
Thus (3.13) holds with $`\mathrm{}=2g(\beta )(A\mathrm{log}\beta +\beta )`$. $`\mathrm{}`$

### 3.4 Jump properties of $`g`$

From Proposition 3.7 we obtain the following jump relations for $`g`$ across the contour $`\mathrm{\Sigma }`$. These jumps are crucial for the subsequent analysis.

###### Proposition 3.8

1. We have

$$g_+(z)g_{}(z)=2\pi i\text{for }z\mathrm{\Sigma }_1,$$
(3.16)
and

$$g_+(z)g_{}(z)=\varphi _+(z)+\varphi _{}(z)=2\varphi _+(z)=2\varphi _{}(z)\text{for }z\mathrm{\Gamma }.$$
(3.17)
2. We have, with the same constant $`\mathrm{}`$ as in Proposition 3.7,

$$g_+(z)+g_{}(z)=A\mathrm{log}z+z+\mathrm{}\text{ for }z\mathrm{\Gamma },$$
(3.18)
$$g_+(z)+g_{}(z)=A\mathrm{log}z+z+\mathrm{}2\stackrel{~}{\varphi }(z)\text{ for }z\mathrm{\Sigma }_1,$$
(3.19)
and

$$g_+(z)+g_{}(z)=A\mathrm{log}z+z+\mathrm{}2\varphi (z)\text{ for }z\mathrm{\Sigma }_2.$$
(3.20)

* In (3.13) we let $`z`$ approach $`\mathrm{\Sigma }`$, from the $`+`$\- and $``$-sides, respectively, to obtain

$$g_\pm (z)=\frac{1}{2}(A\mathrm{log}z+z)+\frac{1}{2}\mathrm{}\varphi _\pm (z),\text{for }z\mathrm{\Sigma }.$$
(3.21)
Since $`\varphi `$ changes sign across $`\mathrm{\Gamma }`$, (3.17) and (3.18) immediately follow from (3.21). For $`z\mathrm{\Sigma }_1`$, we have by (3.12) and (3.21)

$`g_+(z)g_{}(z)`$ $`=`$ $`\varphi _+(z)+\varphi _{}(z)=(\stackrel{~}{\varphi }_+(z)\pi i)+(\stackrel{~}{\varphi }_{}(z)+\pi i)`$
$`=`$ $`2\pi i\stackrel{~}{\varphi }_+(z)+\stackrel{~}{\varphi }_{}(z),`$
which is (3.16) as $`\stackrel{~}{\varphi }`$ is analytic across $`\mathrm{\Sigma }_1`$. In addition, we have

$`g_+(z)+g_{}(z)`$ $`=`$ $`A\mathrm{log}z+z+\mathrm{}\varphi _+(z)\varphi _{}(z)`$
$`=`$ $`A\mathrm{log}z+z+\mathrm{}\stackrel{~}{\varphi }_+(z)\stackrel{~}{\varphi }_{}(z)\text{ for }z\mathrm{\Sigma }_1.`$
which yields (3.19). Similarly, (3.20) follows. $`\mathrm{}`$

## 4 First two transformations: $`YUT`$

### 4.1 First transformation $`YU`$

With the $`g`$-function and the constant $`\mathrm{}`$ from Proposition 3.7, we perform the first transformation of the Riemann–Hilbert problem.

###### Definition 4.1

We define for $`z\mathrm{\Sigma }`$,

$$U(z)=e^{n(\mathrm{}/2)\sigma _3}Y(z)e^{ng(z)\sigma _3}e^{n(\mathrm{}/2)\sigma _3}.$$
(4.1)
Here, and in what follows, $`\sigma _3`$ denotes the Pauli matrix $`\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$, so that for example $`e^{ng(z)\sigma _3}=\left(\begin{array}{cc}e^{ng(z)}& 0\\ 0& e^{ng(z)}\end{array}\right)`$.

From the Riemann–Hilbert problem for $`Y`$ it follows by a straightforward calculation that $`U`$ is the unique solution of the following Riemann–Hilbert problem.

#### Riemann–Hilbert problem for $`U`$:

The problem is to determine a $`2\times 2`$ matrix valued function $`U:\mathrm{\Sigma }^{2\times 2}`$ such that

1. $`U(z)`$ is analytic for $`z\mathrm{\Sigma }`$,
2. $`U(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }`$, denoted by $`U_+(z)`$ and $`U_{}(z)`$, and

$$U_+(z)=U_{}(z)\left(\begin{array}{cc}e^{n(g_+(z)g_{}(z))}& z^{An}e^{nz}e^{n(g_+(z)+g_{}(z)\mathrm{})}\\ 0& e^{n(g_+(z)g_{}(z))}\end{array}\right)$$
(4.2)
for $`z\mathrm{\Sigma }`$,
3. $`U(z)`$ behaves like the identity at infinity:

$$U(z)=I+O\left(\frac{1}{z}\right)\text{ as }z\mathrm{},z\mathrm{\Sigma }.$$
(4.3)

The jump relation (4.2) for $`U`$ has a different form on the three parts $`\mathrm{\Gamma }`$, $`\mathrm{\Sigma }_1`$ and $`\mathrm{\Sigma }_2`$. On $`\mathrm{\Gamma }`$ we have that $`g_+g_{}=2\varphi _+=2\varphi _{}`$ by (3.17), and $`g_++g_{}=A\mathrm{log}z+z+\mathrm{}`$ by (3.18) so that

$$U_+(z)=U_{}(z)\left(\begin{array}{cc}e^{2n\varphi _+(z)}& 1\\ 0& e^{2n\varphi _{}(z)}\end{array}\right)\text{for }z\mathrm{\Gamma }.$$
(4.4)
On $`\mathrm{\Sigma }_1`$ we use (3.16) and (3.19) to obtain

$$U_+(z)=U_{}(z)\left(\begin{array}{cc}1& e^{2n\stackrel{~}{\varphi }(z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_1,$$
(4.5)
and similarly it follows that

$$U_+(z)=U_{}(z)\left(\begin{array}{cc}1& e^{2n\varphi (z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_2.$$
(4.6)
The transformation $`YU`$ has the effect of normalizing the Riemann–Hilbert problem at infinity. In addition, by the construction of $`\mathrm{\Sigma }`$, we have that $`\varphi `$ is real and positive on $`\mathrm{\Sigma }_2`$, and $`\stackrel{~}{\varphi }`$ is real and positive on $`\mathrm{\Sigma }_1`$. So the jump matrices for $`U`$ in (4.5) and (4.6) are close to the identity if $`n`$ is large. Since $`\varphi `$ has purely imaginary boundary values on both sides of $`\mathrm{\Gamma }`$, the jump matrix for $`U`$ on $`\mathrm{\Gamma }`$ in (4.4) has oscillatory diagonal entries.

### 4.2 Second transformation $`UT`$

The jump matrix for $`U`$ on $`\mathrm{\Gamma }`$, see (4.4), factors as

$$\left(\begin{array}{cc}e^{2n\varphi _+(z)}& 1\\ 0& e^{2n\varphi _{}(z)}\end{array}\right)=\left(\begin{array}{cc}1& 0\\ e^{2n\varphi _{}(z)}& 1\end{array}\right)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi _+(z)}& 1\end{array}\right).$$
(4.7)
Observe that the first matrix in the right-hand side of (4.7) can be analytically continued to the $``$-side of the contour $`\mathrm{\Gamma }`$, and in doing so, the (1,2) entry becomes exponentially decaying in $`n`$. Similarly, the third matrix in the right-hand side of (4.7) can be analytically continued to the $`+`$-side of the contour $`\mathrm{\Gamma }`$, and in doing so, the (1,2) entry also becomes exponentially decaying in $`n`$. We are thus led to introduce the following “contour augmentation” step, as part of the steepest descent / stationary phase method for Riemann–Hilbert problems developed by Deift and Zhou. The oriented contour $`\mathrm{\Sigma }^T`$ consists of $`\mathrm{\Sigma }`$ plus two simple curves $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_4`$ from $`\overline{\beta }`$ to $`\beta `$, contained in $`\mathrm{\Omega }_+`$ and $`\mathrm{\Omega }_{}`$, respectively, as shown in Figure 6. We choose $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_4`$ such that $`\mathrm{Re}\varphi (z)<0`$ on $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_4`$.

It is possible to choose such curves. Indeed, $`\varphi `$ is positive on $`\mathrm{\Sigma }_2`$, and its real part vanishes on $`\mathrm{\Gamma }`$ and on the other solid lines shown in Figure 4. So $`\mathrm{Re}\varphi >0`$ in the full region on the right. In the two other regions, bounded by the solid lines, we then have that $`\mathrm{Re}\varphi <0`$. Note that $`\mathrm{Re}\varphi `$ does not change sign across $`\mathrm{\Gamma }`$.

Note that by (3.12) we also have $`\mathrm{Re}\stackrel{~}{\varphi }(z)<0`$ on $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_4`$.

Then $`\mathrm{\Sigma }^T`$ has four connected components, denoted by $`\mathrm{\Omega }_1`$, $`\mathrm{\Omega }_2`$, $`\mathrm{\Omega }_3`$, and $`\mathrm{\Omega }_4`$ as indicated in Figure 6.

###### Definition 4.2

We define $`T:\mathrm{\Sigma }^T^{2\times 2}`$ by

$$T(z)=U(z)\text{ for }z\mathrm{\Omega }_1\mathrm{\Omega }_4,$$
(4.8)
$$T(z)=U(z)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi (z)}& 1\end{array}\right)\text{ for }z\mathrm{\Omega }_2,$$
(4.9)
$$T(z)=U(z)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi (z)}& 1\end{array}\right)\text{ for }z\mathrm{\Omega }_3,$$
(4.10)
Then from the Riemann–Hilbert problem for $`U`$ and the factorization (4.7) we obtain that $`T`$ is the unique solution of the following Riemann–Hilbert problem.

#### Riemann–Hilbert problem for $`T`$:

The problem is to determine a $`2\times 2`$ matrix valued function $`T:\mathrm{\Sigma }^T^{2\times 2}`$ such that the following hold:

1. $`T(z)`$ is analytic for $`z\mathrm{\Sigma }^T`$,
2. $`T(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }^T`$, denoted by $`T_+(z)`$ and $`T_{}(z)`$, and

$$T_+(z)=T_{}(z)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\text{ for }z\mathrm{\Gamma },$$
(4.11)
$$T_+(z)=T_{}(z)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi (z)}& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_3\mathrm{\Sigma }_4,$$
(4.12)
$$T_+(z)=T_{}(z)\left(\begin{array}{cc}1& e^{2n\stackrel{~}{\varphi }(z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_1,$$
(4.13)
and

$$T_+(z)=T_{}(z)\left(\begin{array}{cc}1& e^{2n\varphi (z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_2,$$
(4.14)
3. $`T(z)`$ behaves like the identity at infinity:

$$T(z)=I+O\left(\frac{1}{z}\right)\text{ as }z\mathrm{},z\mathrm{\Sigma }^T.$$
(4.15)

## 5 Construction of the parametrix for $`T`$

### 5.1 Parametrix away from $`\beta `$ and $`\overline{\beta }`$

As remarked following (4.7), the jump matrices appearing in (4.12) for $`z\mathrm{\Sigma }_3\mathrm{\Sigma }_4`$ are exponentially close to the identity matrix away from $`\beta `$ and $`\overline{\beta }`$. Similarly, the jump matrices appearing in (4.13) and (4.14) are also exponentially close to the identity matrix away from $`\beta `$ and $`\overline{\beta }`$. This hints that these portions of the contour on which the Riemann–Hilbert problem for $`T`$ is posed should be somehow negligible. Thus we expect that the leading order asymptotics is determined by the solution $`N`$ of the following model Riemann–Hilbert problem:

#### Riemann–Hilbert problem for $`N`$:

The problem is to determine $`N:\mathrm{\Gamma }^{2\times 2}`$ such that the following hold.

1. $`N(z)`$ is analytic for $`z\mathrm{\Gamma }`$,
2. $`N(z)`$ possesses continuous boundary values for $`z\mathrm{\Gamma }\{\beta ,\overline{\beta }\}`$, denoted by $`N_+(z)`$ and $`N_{}(z)`$, and

$$N_+(z)=N_{}(z)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\text{ for }z\mathrm{\Gamma }\{\beta ,\overline{\beta }\},$$
(5.1)
3. $`N(z)=I+O\left(\frac{1}{z}\right)`$ for $`z\mathrm{}`$.

This Riemann–Hilbert problem for $`N`$ is solved explicitly by, see \[10, p.1520\] or \[6, p.200\],

$$N(z)=\left(\begin{array}{cc}\frac{a(z)+a(z)^1}{2}& \frac{a(z)a(z)^1}{2i}\\ \frac{a(z)a(z)^1}{2i}& \frac{a(z)+a(z)^1}{2}\end{array}\right),$$
(5.2)
where

$$a(z)=\frac{(z\beta )^{1/4}}{(z\overline{\beta })^{1/4}}.$$
(5.3)
The branches of the roots in (5.3) are chosen such that $`a(z)`$ is analytic on $`\mathrm{\Gamma }`$ and $`\underset{z\mathrm{}}{lim}a(z)=1`$.

###### Remark 5.1

The solution (5.2) is not the only solution to the Riemann–Hilbert problem for $`N`$. It is the unique solution that satisfies, in addition to (a), (b), and (c), the condition

1. Near the endpoints $`\beta `$ and $`\overline{\beta }`$, we have

$$N(z)=O(|z\beta |^{1/4})\text{ as }z\beta ,$$

$$N(z)=O(|z\overline{\beta }|^{1/4})\text{ as }z\overline{\beta },$$

with the $`O`$-term being taken entry-wise.

###### Remark 5.2

For explicit calculations, it is useful to have an alternative expression for $`N`$. For $`z=x`$ real, it is clear from (5.3) that $`a(x)`$ has modulus one. If $`\mathrm{arg}(a(x))=\theta (x)`$, then (5.2) shows

$$N(x)=\left(\begin{array}{cc}\hfill \mathrm{cos}\theta (x)& \mathrm{sin}\theta (x)\\ \hfill \mathrm{sin}\theta (x)& \mathrm{cos}\theta (x)\end{array}\right).$$

Since $`\mathrm{tan}(2\theta (x))=\frac{2\sqrt{A1}}{x2+A}`$, we then find

$$N(z)=\left(\begin{array}{cc}\hfill \mathrm{cos}(\frac{1}{2}\mathrm{arctan}(\frac{2\sqrt{A1}}{z2+A}))& \mathrm{sin}(\frac{1}{2}\mathrm{arctan}(\frac{2\sqrt{A1}}{z2+A}))\\ \hfill \mathrm{sin}(\frac{1}{2}\mathrm{arctan}(\frac{2\sqrt{A1}}{z2+A}))& \mathrm{cos}(\frac{1}{2}\mathrm{arctan}(\frac{2\sqrt{A1}}{z2+A}))\end{array}\right)$$
(5.4)
first for $`z=x`$ real, but then also for arbitrary $`z\mathrm{\Gamma }`$ by analytic continuation. We have to take the appropriate branch of the multivalued $`\mathrm{arctan}`$ function in (5.4). Using trigonometric identities, one may then check that (5.4) reduces to

$$N(z)=\left(\begin{array}{cc}\hfill \left(\frac{1+R^{}(z)}{2}\right)^{1/2}& \left(\frac{1R^{}(z)}{2}\right)^{1/2}\\ \hfill \left(\frac{1R^{}(z)}{2}\right)^{1/2}& \left(\frac{1+R^{}(z)}{2}\right)^{1/2}\end{array}\right)\text{ for }z\mathrm{\Gamma },$$
(5.5)
where as usual we have $`R(z)=(z\beta )^{1/2}(z\overline{\beta })^{1/2}`$. We can also verify directly that (5.5) solves the Riemann–Hilbert problem for $`N`$.

### 5.2 Parametrix near $`\beta `$

The next step is a local analysis around the points $`\beta `$ and $`\overline{\beta }`$. We need to construct a local parametrix $`P`$ in a neighborhood $`U_\delta =\{z|z\beta |<\delta \}`$ of $`\beta `$ such that

* $`P`$ satisfies the jumps for $`T`$ exactly in $`U_\delta `$,
* $`P`$ matches $`N`$ on the boundary of $`U_\delta `$ up to order $`1/n`$.

See Figure 7 for the contours $`\mathrm{\Sigma }^TU_\delta `$.

More precisely, we have

#### Riemann–Hilbert problem for $`P`$:

The problem is to determine, for a given $`\delta >0`$ sufficiently small, a $`2\times 2`$ matrix valued function $`P:\overline{U}_\delta \mathrm{\Sigma }^T^{2\times 2}`$ such that

1. $`P(z)`$ is analytic for $`zU_\delta \mathrm{\Sigma }^T`$, and continuous on $`\overline{U}_\delta \mathrm{\Sigma }^T`$,
2. $`P(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }^TU_\delta `$, denoted by $`P_+(z)`$ and $`P_{}(z)`$, and

$$P_+(z)=P_{}(z)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\text{ for }z\mathrm{\Gamma }U_\delta ,$$
(5.6)
$$P_+(z)=P_{}(z)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi (z)}& 1\end{array}\right)\text{ for }z(\mathrm{\Sigma }_3\mathrm{\Sigma }_4)U_\delta ,$$
(5.7)
and

$$P_+(z)=P_{}(z)\left(\begin{array}{cc}1& e^{2n\varphi (z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_2U_\delta ,$$
(5.8)
3. There exists a constant $`C>0`$ such that for every $`zU_\delta \mathrm{\Sigma }^T`$,

$$P(z)N^1(z)I\frac{C}{n},$$
(5.9)
where $``$ is any matrix norm.

The construction of $`P`$ follows along the same lines as given by Deift et al. . From its definition (3.10) it is easy to see that the $`\varphi `$-function has a convergent expansion

$$\varphi (z)=(z\beta )^{3/2}\underset{k=0}{\overset{\mathrm{}}{}}c_k(z\beta )^k,c_00,$$
(5.10)
in a neighborhood of $`\beta `$. The factor $`(z\beta )^{3/2}`$ is defined with a cut along $`\mathrm{\Gamma }\mathrm{\Sigma }_1`$. Then

$$f(z)=\left[\frac{3}{2}\varphi (z)\right]^{2/3}$$
(5.11)
is defined and analytic in a neighborhood of $`\beta `$. We choose the $`2/3`$-root with a cut along $`\mathrm{\Gamma }`$ and such that $`f(z)>0`$ for $`z\mathrm{\Sigma }_2`$. Recall $`\varphi >0`$ on $`\mathrm{\Sigma }_2`$.

Then $`f(\beta )=0`$ and $`f^{}(\beta )0`$. Therefore we can and do choose $`\delta `$ so small that $`\zeta =f(z)`$ is a one-to-one mapping from $`U_\delta `$ onto a convex neighborhood $`f(U_\delta )`$ of $`\zeta =0`$. Under the mapping $`\zeta =f(z)`$, we then have that $`\mathrm{\Sigma }_2U_\delta `$ corresponds to $`(0,\mathrm{})f(U_\delta )`$ and that $`\mathrm{\Gamma }U_\delta `$ corresponds to $`(\mathrm{},0]f(U_\delta )`$.

Now we specify how to choose $`\mathrm{\Sigma }^T`$ near $`\beta `$. For an arbitrary, but fixed $`\sigma (\pi /3,\pi )`$, we choose $`\mathrm{\Sigma }_3`$ and $`\mathrm{\Sigma }_4`$ such that $`f`$ maps $`\mathrm{\Sigma }_3U_\delta `$ and $`\mathrm{\Sigma }_4U_\delta `$ onto $`\{\zeta f(U_\delta )\mathrm{arg}\zeta =\sigma \}`$ and $`\{\zeta f(U_\delta )\mathrm{arg}\zeta =\sigma \}`$, respectively.

###### Proposition 5.3

The Riemann–Hilbert problem for $`P`$ is solved by

$$P(z)=E(z)\mathrm{\Psi }^\sigma (n^{2/3}f(z))e^{n\varphi (z)\sigma _3}$$
(5.12)
where

$$E(z)=\sqrt{\pi }e^{\frac{\pi i}{6}}\left(\begin{array}{cc}1& 1\\ i& i\end{array}\right)\left(\frac{n^{1/6}f(z)^{1/4}}{a(z)}\right)^{\sigma _3}$$
(5.13)
and $`\mathrm{\Psi }^\sigma `$ is an explicit matrix valued function built out of the Airy function $`\mathrm{Ai}`$ and its derivative $`\mathrm{Ai}^{}`$ as follows

$$\mathrm{\Psi }^\sigma (\zeta )=\{\begin{array}{cc}\left(\begin{array}{cc}\mathrm{Ai}(\zeta )& \mathrm{Ai}(\omega ^2\zeta )\\ \mathrm{Ai}^{}(\zeta )& \omega ^2\mathrm{Ai}^{}(\omega ^2\zeta )\end{array}\right)e^{\frac{\pi i}{6}\sigma _3}\hfill & \text{for }0<\mathrm{arg}\zeta <\sigma ,\hfill \\ \left(\begin{array}{cc}\mathrm{Ai}(\zeta )& \mathrm{Ai}(\omega ^2\zeta )\\ \mathrm{Ai}^{}(\zeta )& \omega ^2\mathrm{Ai}^{}(\omega ^2\zeta )\end{array}\right)e^{\frac{\pi i}{6}\sigma _3}\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right)\hfill & \text{for }\sigma <\mathrm{arg}\zeta <\pi ,\hfill \\ \left(\begin{array}{cc}\mathrm{Ai}(\zeta )& \omega ^2\mathrm{Ai}(\omega \zeta )\\ \mathrm{Ai}^{}(\zeta )& \mathrm{Ai}^{}(\omega \zeta )\end{array}\right)e^{\frac{\pi i}{6}\sigma _3}\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right)\hfill & \text{for }\pi <\mathrm{arg}\zeta <\sigma ,\hfill \\ \left(\begin{array}{cc}\mathrm{Ai}(\zeta )& \omega ^2\mathrm{Ai}(\omega \zeta )\\ \mathrm{Ai}^{}(\zeta )& \mathrm{Ai}^{}(\omega \zeta )\end{array}\right)e^{\frac{\pi i}{6}\sigma _3}\hfill & \text{for }\sigma <\mathrm{arg}\zeta <0,\hfill \end{array}$$
(5.14)
with $`\omega =e^{2\pi i/3}`$.

* The proof is similar to \[10, p.1523–1525\]. $`\mathrm{}`$

###### Remark 5.4

An analysis of the proof in  shows that the constant $`C`$ in (5.9) can be taken uniformly for $`\sigma `$ in a compact subset $`K_\sigma `$ of $`(\pi /3,\pi )`$, for $`A`$ in a compact subset $`K_A`$ of $`(1,\mathrm{})`$, and for $`\delta `$ uniformly in some interval $`(\delta _0,\delta _1)`$ depending on $`K_\sigma `$ and $`K_A`$.

A similar remark applies to the parametrix $`\stackrel{~}{P}`$ to be constructed below.

### 5.3 Parametrix near $`\overline{\beta }`$

A similar construction yields a parametrix $`\stackrel{~}{P}`$ in a neighborhood $`\stackrel{~}{U}_\delta =\{z|z\overline{\beta }|<\delta \}`$ that satisfies the following Riemann–Hilbert problem.

#### Riemann–Hilbert problem for $`\stackrel{~}{P}`$:

The problem is to determine, for a given $`\delta >0`$ sufficiently small, a $`2\times 2`$ matrix valued function $`\stackrel{~}{P}:\overline{\stackrel{~}{U}}_\delta \mathrm{\Sigma }^T^{2\times 2}`$ such that

1. $`\stackrel{~}{P}(z)`$ is analytic for $`zU_\delta \mathrm{\Sigma }^T`$, and continuous on $`\overline{\stackrel{~}{U}}_\delta \mathrm{\Sigma }^T`$,
2. $`\stackrel{~}{P}(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }^T\stackrel{~}{U}_\delta `$, denoted by $`\stackrel{~}{P}_+(z)`$ and $`\stackrel{~}{P}_{}(z)`$, and

$$\stackrel{~}{P}_+(z)=\stackrel{~}{P}_{}(z)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\text{ for }z\mathrm{\Gamma }\stackrel{~}{U}_\delta ,$$
(5.15)
$$\stackrel{~}{P}_+(z)=\stackrel{~}{P}_{}(z)\left(\begin{array}{cc}1& 0\\ e^{2n\stackrel{~}{\varphi }(z)}& 1\end{array}\right)\text{ for }z(\mathrm{\Sigma }_3\mathrm{\Sigma }_4)\stackrel{~}{U}_\delta ,$$
(5.16)
and

$$\stackrel{~}{P}_+(z)=\stackrel{~}{P}_{}(z)\left(\begin{array}{cc}1& e^{2n\stackrel{~}{\varphi }(z)}\\ 0& 1\end{array}\right)\text{ for }z\mathrm{\Sigma }_1\stackrel{~}{U}_\delta .$$
(5.17)
Recall that the $`\stackrel{~}{\varphi }`$-function is defined in (3.11).
3. There exists a constant $`C>0`$ such that for every $`z\stackrel{~}{U}_\delta \mathrm{\Sigma }^T`$,

$$\stackrel{~}{P}(z)N^1(z)I\frac{C}{n}.$$
(5.18)

There is a one-to-one analytic mapping $`\zeta =\stackrel{~}{f}(z)`$ such that

$$\frac{2}{3}(\stackrel{~}{f}(z))^{3/2}=\stackrel{~}{\varphi }(z).$$
(5.19)
Then $`\stackrel{~}{f}`$ maps $`\stackrel{~}{U}_\delta `$ onto a convex neighborhood of $`\zeta =0`$.

###### Proposition 5.5

The Riemann–Hilbert problem for $`\stackrel{~}{P}`$ is solved by

$$\stackrel{~}{P}(z)=\stackrel{~}{E}(z)\stackrel{~}{\mathrm{\Psi }}^\sigma (n^{2/3}\stackrel{~}{f}(z))e^{n\stackrel{~}{\varphi }(z)\sigma _3}$$
(5.20)
with

$$\stackrel{~}{E}(z)=\sqrt{\pi }e^{\pi i/6}\left(\begin{array}{cc}1& 1\\ i& i\end{array}\right)\left(n^{1/6}(\stackrel{~}{f}(z))^{1/4}a(z)\right)^{\sigma _3},$$
(5.21)
and

$$\stackrel{~}{\mathrm{\Psi }}^\sigma (\zeta )=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\mathrm{\Psi }^\sigma (\zeta )\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
(5.22)
* This follows as in \[10, p.1527\]. $`\mathrm{}`$

###### Remark 5.6

As in  there is a full asymptotic expansion of $`PN^1`$ and $`\stackrel{~}{P}N^1`$ in inverse powers of $`n`$. This expansion leads to uniform asymptotic expansions for the generalized Laguerre polynomials. In the present paper we will compute asymptotics for the polynomials to first order, but we will not carry out the further computations to determine the coefficients of a complete asymptotic expansion.

## 6 Final transformation $`TS`$

Using $`N`$, $`P`$, and $`\stackrel{~}{P}`$, we define for every $`n`$,

$$S(z)=T(z)N(z)^1\text{for }z(\mathrm{\Sigma }^T\overline{U}_\delta \overline{\stackrel{~}{U}}_\delta ),$$
(6.1)
$$S(z)=T(z)P(z)^1\text{for }zU_\delta \mathrm{\Sigma }^T,$$
(6.2)
$$S(z)=T(z)\stackrel{~}{P}(z)^1\text{for }z\stackrel{~}{U}_\delta \mathrm{\Sigma }^T.$$
(6.3)
Then $`S`$ is defined and analytic on $`\left(\mathrm{\Sigma }^TU_\delta \stackrel{~}{U}_\delta \right)`$. However it follows from the construction that $`S`$ has no jumps on $`\mathrm{\Gamma }`$ and on $`\mathrm{\Sigma }^T(U_\delta \stackrel{~}{U}_\delta )`$. Therefore $`S`$ has an analytic continuation to $`\mathrm{\Sigma }^S`$ (also denoted by $`S`$), where $`\mathrm{\Sigma }^S`$ is the contour indicated in Figure 8 for $`A=1.01`$.

Formally, the contours $`\mathrm{\Sigma }_j^S`$ are given by $`\mathrm{\Sigma }_j^S=\mathrm{\Sigma }_j(\overline{U}_\delta \overline{\stackrel{~}{U}}_\delta )`$ for $`j=1,2,3,4`$, and the domains $`\mathrm{\Omega }_j^S`$ are given by $`\mathrm{\Omega }_1^S=\mathrm{\Omega }_1(\overline{U}_\delta \overline{\stackrel{~}{U}}_\delta )`$, $`\mathrm{\Omega }_2^S=(\mathrm{\Omega }_2\mathrm{\Gamma }\mathrm{\Omega }_3)(\overline{U}_\delta \overline{\stackrel{~}{U}}_\delta )`$, and $`\mathrm{\Omega }_3^S=\mathrm{\Omega }_4(\overline{U}_\delta \overline{\stackrel{~}{U}}_\delta )`$.

Then $`S`$ satisfies the following Riemann–Hilbert problem.

#### Riemann–Hilbert problem for $`S`$:

The problem is to determine $`S:\mathrm{\Sigma }^S^{2\times 2}`$ such that the following hold.

1. $`S(z)`$ is analytic for $`z\mathrm{\Sigma }^S`$,
2. $`S(z)`$ possesses continuous boundary values for $`z\mathrm{\Sigma }^S`$, denoted by $`S_+(z)`$ and $`S_{}(z)`$, and

$$S_+(z)=S_{}(z)P(z)N(z)^1\text{for }zU_\delta ,$$
(6.4)
$$S_+(z)=S_{}(z)\stackrel{~}{P}(z)N(z)^1\text{for }z\stackrel{~}{U}_\delta ,$$
(6.5)
$$S_+(z)=S_{}(z)N(z)\left(\begin{array}{cc}1& 0\\ e^{2n\varphi (z)}& 1\end{array}\right)N(z)^1\text{for }z\mathrm{\Sigma }_3^S\mathrm{\Sigma }_4^S,$$
(6.6)
$$S_+(z)=S_{}(z)N(z)\left(\begin{array}{cc}1& e^{2n\stackrel{~}{\varphi }(z)}\\ 0& 1\end{array}\right)N(z)^1\text{for }z\mathrm{\Sigma }_1^S,$$
(6.7)
$$S_+(z)=S_{}(z)N(z)\left(\begin{array}{cc}1& e^{2n\varphi (z)}\\ 0& 1\end{array}\right)N(z)^1\text{for }z\mathrm{\Sigma }_2^S,$$
(6.8)
3. $`S(z)=I+O\left(\frac{1}{z}\right)`$ for $`z\mathrm{}`$.

The jump matrices for $`S`$ are close to the identity matrix if $`n`$ is large. Indeed, by (5.9) and (5.18) we have

$$P(z)N^1(z)I\frac{C}{n}\text{for }zU_\delta ,$$

and

$$\stackrel{~}{P}(z)N^1(z)I\frac{C}{n}\text{for }z\stackrel{~}{U}_\delta ,$$

with a constant $`C`$ that is independent of $`z`$. The constant can also be chosen independently of the value of $`A`$ for $`A`$ in a compact subset of $`(1,\mathrm{})`$, see Remark 5.4.

The jump matrices in (6.6)–(6.8) are exponentially close to the identity matrix.

## 7 Asymptotic for polynomials $`L_n^{(\alpha _n)}(nz)`$

### 7.1 Asymptotics for $`S`$

In Sections 3–6 the values of $`n`$ and $`\alpha `$ were assumed to be fixed. In order to study the asymptotics, we now let $`\alpha =\alpha _n`$ depend on $`n`$ and we write $`A_n=\frac{\alpha _n}{n}`$. We assume that $`A_n>1`$ for every $`n`$, and

$$\underset{n\mathrm{}}{lim}\frac{\alpha _n}{n}=\underset{n\mathrm{}}{lim}A_n=A>1.$$
(7.1)
Because of the $`n`$-dependence of $`A_n`$, all of the notions and results introduced in Sections 3–6 are $`n`$-dependent. For example, we have that the curves $`\mathrm{\Gamma }`$, $`\mathrm{\Sigma }`$, $`\mathrm{\Sigma }^T`$, and $`\mathrm{\Sigma }^S`$ are all varying with $`n`$, and so we denote them by $`\mathrm{\Gamma }_n`$, $`\mathrm{\Sigma }_n`$, $`\mathrm{\Sigma }_n^T`$, and $`\mathrm{\Sigma }_n^S`$. Likewise, we have that the functions $`R`$, $`g`$, $`\varphi `$, and $`\stackrel{~}{\varphi }`$, as well as all matrix-valued functions are $`n`$-dependent, and we also use a subscript $`n`$ to denote their dependence on $`n`$. If now we use $`\mathrm{\Gamma }`$, $`\mathrm{\Sigma }`$, $`R`$, $`g`$, etc., without subscript $`n`$, then this refers to the limiting case. Due to (7.1) we have that the curves $`\mathrm{\Gamma }_n`$ tend to the limiting curve $`\mathrm{\Gamma }`$, etc.

At the end of the previous section, we observed that the jump matrix for $`S_n`$ is $`I+O(1/n)`$ uniformly on $`\mathrm{\Sigma }_n^S`$ as $`n\mathrm{}`$. In addition, the jump matrix converges to the identity matrix as $`z\mathrm{}`$ along the unbounded components of $`\mathrm{\Sigma }_n^S`$ sufficiently fast, so that the jump matrix is also close to $`I`$ in the $`L^2`$-sense. Since the contours $`\mathrm{\Sigma }_n^S`$ are only slightly varying with $`n`$, we may follow arguments as those given in  and , to conclude that

$$S_n(z)=I+O\left(\frac{1}{n}\right)\text{ as }n\mathrm{}$$
(7.2)
uniformly for $`z\mathrm{\Sigma }_n^S`$. Briefly, the Riemann–Hilbert problem for $`S_n`$ is equivalent to a system of singular integral equations. This system is of the form $`\gamma (\zeta )F(\gamma )(\zeta )=g(\zeta )`$, where $`\gamma `$ is a matrix valued function defined on the contour $`\mathrm{\Sigma }_n^S`$, and where the singular integral operator $`F(\gamma )(\zeta )`$ has operator norm $`O(\frac{1}{n})`$. The system of singular integral equations can therefore be solved by Neumann series in powers of $`\frac{1}{n}`$, and this leads to a series expansion for the solution of the Riemann–Hilbert problem.

Using more precise information on the jump matrix for $`S_n`$ as indicated in Remark 5.6, and with additional assumptions on the limit (7.1), one is able to obtain a full asymptotic expansion for $`S_n(z)`$ in powers of $`1/n`$. This in return would give a full asymptotic expansion for the generalized Laguerre polynomials.

### 7.2 Strong asymptotics for generalized Laguerre polynomials

Unraveling the steps $`Y_nU_nT_nS_n`$ and using (7.2), we obtain strong asymptotics for $`Y_n`$ in all regions of the complex plane. In particular we are interested in the (1,1) entry of $`Y_n`$, since this is the monic generalized Laguerre polynomial.

###### Theorem 7.1

Suppose for each $`n`$, we have a parameter $`\alpha _n<n`$ such that (7.1) holds where $`A_n=\frac{\alpha _n}{n}`$. Then we have the following asymptotic results for the generalized Laguerre polynomials $`L_n^{(\alpha _n)}(nz)`$ as $`n\mathrm{}`$.

1. (asymptotics away from $`\mathrm{\Gamma }`$)
Uniformly for $`z`$ in compact subsets of $`\mathrm{\Gamma }`$, we have as $`n\mathrm{}`$,

$$L_n^{(\alpha _n)}(nz)=\frac{(n)^n}{n!}e^{ng_n(z)}\left(\frac{1+R_n^{}(z)}{2}\right)^{1/2}\left(1+O\left(\frac{1}{n}\right)\right).$$
(7.3)
2. (asymptotics on $`+`$-side of $`\mathrm{\Gamma }_n`$, away from endpoints)
Uniformly for $`z`$ on the $`+`$-side of $`\mathrm{\Gamma }_n`$ away from $`\beta `$ and $`\overline{\beta }`$, we have as $`n\mathrm{}`$,

$`L_n^{(\alpha _n)}(nz)`$ $`=`$ $`{\displaystyle \frac{(n)^n}{n!}}e^{ng_n(z)}\left({\displaystyle \frac{1+R_n^{}(z)}{2}}\right)^{1/2}`$ (7.4)
$`\times \left[1\left({\displaystyle \frac{1R_n^{}(z)}{1+R_n^{}(z)}}\right)^{1/2}e^{2n\varphi _n(z)}+O\left({\displaystyle \frac{1}{n}}\right)\right].`$
3. (asymptotics on $``$-side of $`\mathrm{\Gamma }_n`$, away from endpoints)
Uniformly for $`z`$ on the $``$-side of $`\mathrm{\Gamma }_n`$ away from $`\beta `$ and $`\overline{\beta }`$, we have as $`n\mathrm{}`$,

$`L_n^{(\alpha _n)}(nz)`$ $`=`$ $`{\displaystyle \frac{(n)^n}{n!}}e^{ng_n(z)}\left({\displaystyle \frac{1+R_n^{}(z)}{2}}\right)^{1/2}`$ (7.5)
$`\times \left[1+\left({\displaystyle \frac{1R_n^{}(z)}{1+R_n^{}(z)}}\right)^{1/2}e^{2n\varphi _n(z)}+O\left({\displaystyle \frac{1}{n}}\right)\right].`$
4. (asymptotics near $`\beta `$)
Uniformly for $`z`$ in a (small) neighborhood of $`\beta `$, we have as $`n\mathrm{}`$,

$`L_n^{(\alpha _n)}(nz)={\displaystyle \frac{(n)^n}{n!}}\mathrm{exp}\left({\displaystyle \frac{n}{2}}(A_n\mathrm{log}z+z+\mathrm{})\right)\sqrt{\pi }`$ (7.6)
$`\times [\left({\displaystyle \frac{z\overline{\beta }_n}{z\beta _n}}\right)^{1/4}\left(n^{2/3}f_n(z)\right)^{1/4}\mathrm{Ai}(n^{2/3}f_n(z))(1+O\left({\displaystyle \frac{1}{n}}\right))`$
$`\left({\displaystyle \frac{z\beta _n}{z\overline{\beta }_n}}\right)^{1/4}\left(n^{2/3}f_n(z)\right)^{1/4}\mathrm{Ai}^{}(n^{2/3}f_n(z))(1+O\left({\displaystyle \frac{1}{n}}\right))].`$

* (a) Let $`K`$ be a compact subset of $`\mathrm{\Gamma }`$. Then, for $`n`$ large enough, say $`nn_0`$, we have $`K\mathrm{\Gamma }_n`$. Let $`nn_0`$. While choosing the contours $`(\mathrm{\Sigma }_3)_n`$ and $`(\mathrm{\Sigma }_4)_n`$ in Section 4, we then take care that $`(\mathrm{\Omega }_2)_n`$ and $`(\mathrm{\Omega }_3)_n`$ do not meet the compact $`K`$, see Figure 6. We also choose $`\delta `$ so that the disks of radius $`\delta `$ around $`\beta _n`$ and $`\overline{\beta }_n`$ are disjoint from $`K`$. Then $`K(\mathrm{\Omega }_1^S)_n(\mathrm{\Omega }_3^S)_n`$, see Figure 8. For $`zK`$, we then have by (4.1), (4.8), and (6.1)

$`Y_n(z)`$ $`=`$ $`e^{n(\mathrm{}_n/2)\sigma _3}U_n(z)e^{ng_n(z)\sigma _3}e^{n(\mathrm{}_n/2)\sigma _3}`$ (7.7)
$`=`$ $`e^{n(\mathrm{}_n/2)\sigma _3}T_n(z)e^{ng_n(z)\sigma _3}e^{n(\mathrm{}_n/2)\sigma _3}`$
$`=`$ $`e^{n(\mathrm{}_n/2)\sigma _3}S_n(z)N_n(z)e^{ng_n(z)\sigma _3}e^{n(\mathrm{}_n/2)\sigma _3}.`$
Using (2.8), (5.5), and (7.2), and the fact that $`|(N_n)_{11}(z)|`$ is bounded away from zero on $`K`$, we obtain (7.3) from (7.7).

(b) For $`z(\mathrm{\Omega }_2)_n((U_\delta )_n(\stackrel{~}{U}_\delta )_n)`$, we have by (4.1) and (4.9)

$$(Y_n)_{11}(z)=(U_n)_{11}(z)e^{ng_n(z)}=\left[(T_n)_{11}(z)+(T_n)_{12}(z)e^{2n\varphi _n(z)}\right]e^{ng_n(z)}$$
(7.8)
Since $`T_n=S_nN_n`$ by (6.1), $`S_n=I+O(1/n)`$, and the entries of $`N_n`$ are uniformly bounded away from zero in the region under consideration, we then get

$$(Y_n)_{11}(z)=\left[(N_n)_{11}(z)+(N_n)_{12}(z)e^{2n\varphi _n(z)}+O(1/n)\right]e^{ng_n(z)},$$
(7.9)
uniformly for $`z(\mathrm{\Omega }_2)_n((U_\delta )_n(\stackrel{~}{U}_\delta )_n)`$. This proves (7.4).

(c) This is proved similarly as part (b). The only difference is that for $`z(\mathrm{\Omega }_3)_n((U_\delta )_n(\stackrel{~}{U}_\delta )_n)`$ we use (4.10) instead of (4.9). This leads to

$$(Y_n)_{11}(z)=\left[(T_n)_{11}(z)(T_n)_{12}(z)e^{2n\varphi _n(z)}\right]e^{ng_n(z)}$$

instead of (7.8). The rest of the proof is the same.

(d) The proof is as in \[10, p.1539\]. Let $`U_ϵ`$ be an $`ϵ`$-neighborhood of $`\beta `$ with $`ϵ<\delta `$. Then $`U_ϵ(U_\delta )_n`$ for all large enough $`n`$, say $`nn_1`$. Let $`zU_ϵ`$ and $`nn_1`$. For $`z(\mathrm{\Omega }_1)_n`$, we find by (4.1), (4.8), and (6.2) that

$`(Y_n)_{11}(z)`$ $`=`$ $`(U_n)_{11}(z)e^{ng_n(z)}=(T_n)_{11}(z)e^{ng_n(z)}`$ (7.10)
$`=`$ $`\left[(S_n)_{11}(z)(P_n)_{11}(z)+(S_n)_{12}(z)(P_n)_{21}(z)\right]e^{ng_n(z)}.`$
By Proposition 5.3 we have

$$P_n(z)=E_n(z)\mathrm{\Psi }^\sigma (\zeta )e^{n\varphi _n(z)\sigma _3}$$

where $`\zeta =n^{2/3}f_n(z)`$. For $`z(\mathrm{\Omega }_1)_n`$, we have that $`\zeta `$ belongs to the sector $`0<\mathrm{arg}\zeta <\sigma `$, so that the first formula for $`\mathrm{\Psi }^\sigma (\zeta )`$ in (5.14) applies. It follows that

$$\left(\begin{array}{c}(P_n)_{11}(z)\\ (P_n)_{12}(z)\end{array}\right)=E_n(z)\left(\begin{array}{c}\mathrm{Ai}(\zeta )\\ \mathrm{Ai}^{}(\zeta )\end{array}\right)e^{\frac{\pi i}{6}}e^{n\varphi _n(z)}.$$
(7.11)
Using the definition (5.13) of $`E_n(z)`$, we obtain from (7.11)

$$\left(\begin{array}{c}(P_n)_{11}(z)\\ (P_n)_{12}(z)\end{array}\right)=\sqrt{\pi }\left(\begin{array}{cc}1& 1\\ i& i\end{array}\right)\left(\frac{\zeta ^{1/4}}{a_n(z)}\right)\left(\begin{array}{c}\mathrm{Ai}(\zeta )\\ \mathrm{Ai}^{}(\zeta )\end{array}\right)e^{n\varphi _n(z)}.$$

Then

$`(S_n)_{11}(z)(P_n)_{11}(z)+(S_n)_{12}(z)(P_n)_{21}(z)`$ (7.15)
$`=\sqrt{\pi }\left(\begin{array}{cc}1+O(\frac{1}{n})& 1+O(\frac{1}{n})\end{array}\right)\left(\begin{array}{c}\frac{\zeta ^{1/4}}{a_n(z)}\mathrm{Ai}(\zeta )\\ \frac{a_n(z)}{\zeta ^{1/4}}\mathrm{Ai}^{}(\zeta )\end{array}\right)e^{n\varphi _n(z)}.`$
Combining (7.10) and (7.15) with $`\zeta =n^{2/3}f_n(z)`$, we obtain an expression for $`(Y_n)_{11}(z)`$, which leads to (7.6) in view of (2.4) and (3.13).

Next, for $`z`$ in the other regions $`(\mathrm{\Omega }_j)_n`$, $`j=2,3,4`$, similar calculations lead to the same expression for $`(Y_{11})_n(z)`$. Hence (7.6) holds uniformly for $`zU_ϵ`$.

This completes the proof of Theorem 7.1. $`\mathrm{}`$

###### Remark 7.2

Since $`\alpha _n`$ is real, we have $`L_n^{(\alpha _n)}(n\overline{z})=\overline{L_n^{(\alpha _n)}(nz)}`$, and so (7.6) also describes the asymptotic behavior near $`\overline{\beta }`$.

### 7.3 Asymptotics for zeros

From Theorem 7.1 we deduce the following results concerning the zeros of the generalized Laguerre polynomials $`L_n^{(\alpha _n)}(nz)`$.

###### Corollary 7.3

Suppose we are in the same situation as in Theorem 7.1.

1. (All zeros tend to $`\mathrm{\Gamma }`$) For every neighborhood $`\mathrm{\Omega }`$ of $`\mathrm{\Gamma }`$, there is $`n_0`$ such that for every $`nn_0`$, all zeros of $`L_n^{(\alpha _n)}(nz)`$ are in $`\mathrm{\Omega }`$.
2. (Zeros are on the $``$-side) For every $`\delta >0`$, there is $`n_0`$ such that for every $`nn_0`$, there are no zeros of $`L_n^{(\alpha _n)}(nz)`$ in the region $`(\mathrm{\Omega }_2)_n((U_\delta )(\stackrel{~}{U}_\delta ))`$.

* (a) This is immediate from the asymptotic formula (7.3) since $`1+R_n^{}(z)0`$.

(b) Suppose $`z`$ is a zero of $`L_n^{(\alpha _n)}(nz)`$ lying in $`(\mathrm{\Omega }_2)_n((U_\delta )(\stackrel{~}{U}_\delta ))`$, that is, on the $`+`$-side of $`\mathrm{\Gamma }_n`$. Then we have by (7.4)

$$\left(\frac{1R_n^{}(z)}{1+R_n^{}(z)}\right)^{1/2}e^{2n\varphi _n(z)}=1+O\left(\frac{1}{n}\right).$$
(7.16)
We know that $`\mathrm{Re}\varphi _n(z)0`$. In order to obtain a contradiction it is thus enough to enough to prove that

$$|1R_n^{}(z)|<|1+R_n^{}(z)|.$$
(7.17)
Equality holds in (7.17) if and only if $`R_n^{}(z)`$ is purely imaginary, so that $`(R_n^{})^2(z)`$ is real and negative. From the definition (3.2) of $`R_n`$, we get

$$(R_n^{})^2(z)=\frac{(z\frac{\beta _n+\overline{\beta }_n}{2})^2}{(z\beta _n)(z\overline{\beta }_n)}=\frac{(z\mathrm{Re}\beta _n)^2}{(z\mathrm{Re}\beta _n)^2+(\mathrm{Im}\beta _n)^2}.$$

This is real and negative if and only if $`z`$ belongs to the vertical segment connecting $`\overline{\beta }_n`$ and $`\beta _n`$. Consequently, this is the set where $`|1R_n^{}(z)|=|1+R_n^{}(z)|`$. The vertical segment and $`\mathrm{\Gamma }`$ form a closed contour, and it may be checked that (7.17) holds for $`z`$ outside of this contour, which includes the region $`(\mathrm{\Omega }_2)_n((U_\delta )(\stackrel{~}{U}_\delta ))`$.

So we have a contradiction, and it follows that there are no zeros in $`(\mathrm{\Omega }_2)_n((U_\delta )(\stackrel{~}{U}_\delta ))`$ for $`n`$ large enough. $`\mathrm{}`$

###### Remark 7.4

From the uniform asymptotics (7.6) in a neighborhood of $`\beta `$ it is possible to derive asymptotics for the extreme zeros of $`L_n^{(\alpha _n)}(nz)`$. For example, it follows that for fixed $`k`$ and $`nk`$, there is a zero $`z_{k,n}`$ of $`L_n^{(\alpha _n)}(nz)`$ such that

$$z_{k,n}=\beta _n\frac{\iota _k}{f_n^{}(\beta _n)n^{2/3}}+O\left(\frac{1}{n}\right),$$
(7.18)
where $`\iota _k`$ is the $`k`$th largest (negative) zero of the Airy function $`\mathrm{Ai}(x)`$.

A.B.J. Kuijlaars arno@wis.kuleuven.ac.be
Department of Mathematics, Katholieke Universiteit Leuven, Celestijnenlaan 200 B, 3001 Leuven, Belgium

K.T-R McLaughlin mcl@amath.unc.edu
Department of Mathematics, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599, USA
and mcl@math.arizona.edu
Department of Mathematics, University of Arizona, Tucson, AZ 85721, USA


text:
# The Thermodynamic Limit in Mean Field Spin Glass Models

## 1 Introduction

The main objective of this paper is to propose a general strategy in order to control the infinite volume limit of thermodynamic quantities for a class of mean field spin glass models. For the sake of definiteness, we consider firstly in full detail the Sherrington-Kirkpatrick (SK) model, , . Then, we show how to generalize our method to similar related mean field disordered models, as for example the Derrida p-spin model, , .

It is very well known that the rigorous control of the infinite volume limit for these mean field models is very difficult, due to the effects of very large fluctuations produced by the external noise. In particular, it is very difficult to produce very effective trial states, to be exploited in variational principles. It is only for the high temperature, or high external field, regime that a satisfactory control can be reached, as shown for example in , , .

We will introduce a very simple strategy for the control of the infinite volume limit. The main idea is to split a large system, made of $`N`$ spin sites, into two subsystems, made of $`N_1`$ and $`N_2`$ sites, respectively, where each subsystem is subject to some external noise, similar but independent from the noise acting on the large system. By a smooth interpolation between the system and the subsystems, we will show subadditivity of the quenched average of the free energy, with respect to the size of the system, and, therefore, obtain a complete control of the infinite volume limit.

Moreover, the well known selfaveraging of the free energy density, as shown originally by Pastur and Shcherbina in , extended to the estimates given by the concentration of measure, as explained in  and , does allow an even more detailed control of the limit. In effect, it will turn out that the free energy per site, without quenched average, converges almost surely, with respect to the external noise. These results extend to other thermodynamic quantities, in particular to the ground state energy per site, as it will be shown in the paper.

The organization of the paper is as follows. In Section 2 we recall the general structure of the Sherrington-Kirkpatrick mean field spin glass model, in order to define the main quantities, and fix the notations. Next Section 3 contains the main results of the paper, related to the control of the infinite volume limit. In Section 4 we show how to extend our results to other mean field spin glass models, in particular to the Derrida p-spin model and to models with non-Gaussian couplings. Section 5 contains conclusions and outlook for future developments and extensions.

## 2 The structure of the Sherrington-Kirkpatrick model

Let us recall some basic definitions.

Ising spin variables $`\sigma _i=\pm 1`$, attached to each site $`i=1,2,\mathrm{},N`$, define the generic configuration of the mean field spin glass model. The external quenched disorder is given by the $`N(N1)/2`$ independent and identical distributed random variables $`J_{ij}`$, defined for each couple of sites. For the sake of simplicity, we assume each $`J_{ij}`$ to be a centered unit Gaussian with averages

$$E(J_{ij})=0,E(J_{ij}^2)=1.$$

The Hamiltonian of the model, in some external field of strength $`h`$, is given by

$$H_N(\sigma ,h,J)=\frac{1}{\sqrt{N}}\underset{1i<jN}{}J_{ij}\sigma _i\sigma _jh\underset{i=1}{\overset{N}{}}\sigma _i.$$
(1)
The first term in (1) is a long range random two body interaction, while the second represents the interaction of the spins with a fixed external magnetic field $`h`$.

For a given inverse temperature $`\beta `$, we introduce the disorder dependent partition function $`Z_N(\beta ,h,J)`$, the quenched average of the free energy per site $`f_N(\beta ,h)`$, the Boltzmann state $`\omega _J`$, and the auxiliary function $`\alpha _N(\beta ,h)`$, according to the definitions

$`Z_N(\beta ,h,J)={\displaystyle \underset{\{\sigma \}}{}}\mathrm{exp}(\beta H_N(\sigma ,h,J)),`$ (4)
$`\beta f_N(\beta ,h)=N^1E\mathrm{log}Z_N(\beta ,h,J)=\alpha _N(\beta ,h),`$
$`\omega _J(A)=Z_N(\beta ,h,J)^1{\displaystyle \underset{\{\sigma \}}{}}A\mathrm{exp}(\beta H_N(\sigma ,h,J)),`$
where $`A`$ is a generic function of the $`\sigma `$’s. In the notation $`\omega _J`$, we have stressed the dependence of the Boltzmann state on the external noise $`J`$, but, of course, there is also a dependence on $`\beta `$, $`h`$ and $`N`$.

Let us now introduce the important concept of replicas. Consider a generic number $`s`$ of independent copies of the system, characterized by the Boltzmann variables $`\sigma _i^{(1)}`$, $`\sigma _i^{(2)}`$, $`\mathrm{}`$, distributed according to the product state

$$\mathrm{\Omega }_J=\omega _J^{(1)}\omega _J^{(2)}\mathrm{}\omega _J^{(s)},$$

where all $`\omega _J^{(\alpha )}`$ act on each one $`\sigma _i^{(\alpha )}`$’s, and are subject to the same sample $`J`$ of the external noise. Clearly, the Boltzmannfaktor for the replicated system is given by

$$\mathrm{exp}\left(\beta (H_N(\sigma ^{(1)},h,J)+H_N(\sigma ^{(2)},h,J)+\mathrm{}+H_N(\sigma ^{(s)},h,J))\right).$$
(5)
The overlaps between any two replicas $`a,b`$ are defined according to

$$q_{ab}(\sigma ^{(a)},\sigma ^{(b)})=\frac{1}{N}\underset{i}{}\sigma _i^{(a)}\sigma _i^{(b)},$$

and they satisfy the obvious bounds

$$1q_{ab}1.$$

For a generic smooth function $`F`$ of the overlaps, we define the $``$ averages

$$F(q_{12},q_{13},\mathrm{})=E\mathrm{\Omega }_J\left(F(q_{12},q_{13},\mathrm{})\right),$$

where the Boltzmann averages $`\mathrm{\Omega }_J`$ acts on the replicated $`\sigma `$ variables, and $`E`$ is the average with respect to the external noise $`J`$.

## 3 Control of the infinite volume limit

Let us explain the main idea behind our method. We divide the $`N`$ sites into two blocks $`N_1,N_2`$ with $`N_1+N_2=N`$, and define

$`Z_N(t)`$ $`=`$ $`{\displaystyle \underset{\{\sigma \}}{}}\mathrm{exp}(\beta \sqrt{{\displaystyle \frac{t}{N}}}{\displaystyle \underset{1i<jN}{}}J_{ij}\sigma _i\sigma _j+\beta \sqrt{{\displaystyle \frac{1t}{N_1}}}{\displaystyle \underset{1i<jN_1}{}}J_{ij}^{}\sigma _i\sigma _j`$
$`+\beta \sqrt{{\displaystyle \frac{1t}{N_2}}}{\displaystyle \underset{N_1<i<jN}{}}J_{ij}^{\prime \prime }\sigma _i\sigma _j)\mathrm{exp}\beta h{\displaystyle }_{i=1}^N\sigma _i,`$
with $`0t1`$.

The external noise is represented by the independent families of unit Gaussian random variables $`J`$, $`J^{}`$ and $`J^{\prime \prime }`$. Notice that the two subsystems are subject to a different external noise, with respect to the original system. But, of course, the probability distributions are the same. The parameter $`t`$ allows to interpolate between the original $`N`$ spin system at $`t=1`$ and a system composed of two non interacting parts at $`t=0`$, so that

$`Z_N(1)=Z_N(\beta ,h,J)`$ (7)
$`Z_N(0)=Z_{N_1}(\beta ,h,J^{})Z_{N_2}(\beta ,h,J^{\prime \prime }).`$ (8)
As a consequence, by taking into account the definition in (4), we have

$`E\mathrm{ln}Z_N(1)=N\alpha _N(\beta ,h)`$ (9)
$`E\mathrm{ln}Z_N(0)=N_1\alpha _{N_1}(\beta ,h)+N_2\alpha _{N_2}(\beta ,h).`$ (10)
By taking the derivative of $`N^1E\mathrm{ln}Z_N(t)`$ with respect to the parameter $`t`$, we obtain

$`{\displaystyle \frac{d}{dt}}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(t)={\displaystyle \frac{\beta }{2N}}E({\displaystyle \frac{1}{\sqrt{tN}}}{\displaystyle \underset{1i<jN}{}}J_{ij}\omega _t(\sigma _i\sigma _j)`$ (11)
$`{\displaystyle \frac{1}{\sqrt{(1t)N_1}}}{\displaystyle \underset{1i<jN_1}{}}J_{ij}^{}\omega _t(\sigma _i\sigma _j){\displaystyle \frac{1}{\sqrt{(1t)N_2}}}{\displaystyle \underset{N_1<i<jN}{}}J_{ij}^{\prime \prime }\omega _t(\sigma _i\sigma _j))`$
where $`\omega _t(.)`$ denotes the Gibbs state corresponding to the partition function (3). A standard integration by parts on the Gaussian noise, as done for example in , , gives

$`{\displaystyle \frac{d}{dt}}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(t)`$ $`=`$ $`{\displaystyle \frac{\beta ^2}{4N^2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}E(1\omega _t^2(\sigma _i\sigma _j)){\displaystyle \frac{\beta ^2}{4NN_1}}{\displaystyle \underset{i,j=1}{\overset{N_1}{}}}E(1\omega _t^2(\sigma _i\sigma _j))`$ (12)
$`{\displaystyle \frac{\beta ^2}{4NN_2}}{\displaystyle \underset{i,j=N_1+1}{\overset{N}{}}}E(1\omega _t^2(\sigma _i\sigma _j))`$
$`=`$ $`{\displaystyle \frac{\beta ^2}{4}}q_{12}^2{\displaystyle \frac{N_1}{N}}(q_{12}^{(1)})^2{\displaystyle \frac{N_2}{N}}(q_{12}^{(2)})^2,`$ (13)
where we have defined

$`N_1q_{12}^{(1)}={\displaystyle \underset{i=1}{\overset{N_1}{}}}\sigma _i^1\sigma _i^2`$ (14)
$`N_2q_{12}^{(2)}={\displaystyle \underset{i=N_1+1}{\overset{N}{}}}\sigma _i^1\sigma _i^2.`$ (15)
Since $`q_{12}`$ is a convex linear combination of $`q_{12}^{(1)}`$ and $`q_{12}^{(2)}`$ in the form

$$q_{12}=\frac{N_1}{N}q_{12}^{(1)}+\frac{N_2}{N}q_{12}^{(2)},$$

due to convexity of the function $`f:xx^2`$, we have the inequality

$$q_{12}^2\frac{N_1}{N}(q_{12}^{(1)})^2\frac{N_2}{N}(q_{12}^{(2)})^20.$$

Therefore, we can state our first preliminary result.

###### Lemma 1.

The quenched average of the logarithm of the interpolating partition function, defined by (3), is increasing in $`t`$, i.e.

$$\frac{d}{dt}\frac{1}{N}E\mathrm{ln}Z_N(t)0.$$
(16)
By integrating in $`t`$ and recalling the boundary conditions (9), we get the first main result.

###### Theorem 1.

The following superadditivity property holds

$$N\alpha _N(\beta ,h)N_1\alpha _{N_1}(\beta ,h)+N_2\alpha _{N_2}(\beta ,h).$$
(17)
Of course, due the minus sign in (4), we have subadditivity for the quenched average of the free energy.

The subadditivity property gives an immediate control on the infinite volume limit, as explained for example in . In fact, we have

###### Theorem 2.

The infinite volume limit for $`\alpha _N(\beta ,h)`$ does exists and equals its $`sup`$

$$\underset{N\mathrm{}}{lim}\alpha _N(\beta ,h)=\underset{N}{sup}\alpha _N(\beta ,h)\alpha (\beta ,h).$$
(18)
For finite $`N`$ and a given realization $`J`$ of the disorder, define the ground state energy density $`e_N(J,h)`$ as

$$e_N(J,h)=\frac{1}{N}\underset{\sigma }{inf}H_N(\sigma ,h,J).$$
(19)
Now we show, from simple thermodynamic properties, that Eq. (18) implies the existence of the thermodynamic limit for $`E(e_N(h,J))`$. First of all, notice that the bounds

$$e^{\beta Ne_N(J,h)}\underset{\{\sigma \}}{}e^{\beta H_N(\sigma ,h,J)}2^Ne^{\beta Ne_N(J,h)}$$
(20)
hold for any $`J,N,\beta ,h`$, so that

$$0\frac{\mathrm{ln}Z_N(\beta ,h,J)}{\beta N}e_N(J,h)\frac{\mathrm{ln}2}{\beta }.$$
(21)
The bounds (21), together with the obvious

$$_\beta \frac{\mathrm{ln}Z_N(\beta ,h,J)}{\beta }0,$$

imply that

$$\underset{\beta \mathrm{}}{lim}\frac{\mathrm{ln}Z_N(\beta ,h,J)}{\beta N}e_N(J,h).$$
(22)
Of course, by taking the expectation value in (21) and defining

$$e_N(h)=Ee_N(J,h),$$

one also finds

$$\underset{\beta \mathrm{}}{lim}\frac{\alpha _N(\beta ,h)}{\beta N}e_N(h).$$
(23)
Therefore, by taking into account the superadditivity (17), the inequalities (21), and the existence of the limit $`\alpha (\beta ,h)`$ for $`\alpha _N(\beta ,h)`$, we have from (23) the proof of the following

###### Theorem 3.

For the quenched average of the ground state energy we have the subadditivity property

$$Ne_N(h)N_1e_{N_1}(h)+N_2e_{N_2}(h).$$
(24)
and the existence of the infinite volume limit

$$\underset{N\mathrm{}}{lim}e_N(h)=\underset{N}{sup}e_N(h)e_0(h).$$
(25)
Finally, we can write the limit $`e_0(h)`$ in terms of $`\alpha (\beta ,h)`$ as

$$\underset{\beta \mathrm{}}{lim}\frac{\alpha (\beta ,h)}{\beta }e_0(h).$$
(26)
After proving the existence of the thermodynamic limit for the quenched averages, we can easily extend our results to prove that convergence holds for almost every disorder realization $`J`$. In fact, we can state

###### Theorem 4.

The infinite volume limits

$$\underset{N\mathrm{}}{lim}\frac{1}{N}\mathrm{ln}Z_N(\beta ,h,J)=\alpha (\beta ,h),$$
(27)
$$\underset{N\mathrm{}}{lim}e_N(J,h)=e_0(h),$$
(28)
do exist $`J`$-almost surely.

For the proof, we notice that the fluctuations of the free energy per site vanish exponentially fast as $`N`$ grows, a result strengthening the pioneering quadratic selfaveraging proven in . Indeed, the following result holds

$$P\left(\left|\frac{1}{\beta N}\mathrm{ln}Z_N(\beta ,h,J)\frac{1}{\beta N}E\mathrm{ln}Z_N(\beta ,h,J)\right|u\right)e^{Nu^2/2}.$$
(29)
Since the r.h.s. of (29) is summable in $`N`$ for every fixed $`u`$, Borel-Cantelli lemma , and the convergence given by (18) imply (27). The same argument can be exploited for the ground state energy. In fact, by taking the $`\beta \mathrm{}`$ limit in (29), we get

$$P\left(\left|e_N(J,h)e_N(h)\right|u\right)e^{Nu^2/2}.$$

Again, Borel-Cantelli lemma implies (28), and the Theorem is proven.

Notice that all the results of this Section hold also in the case where on each spin $`\sigma _i`$ acts a random magnetic field $`h_i`$, where the $`h_i`$’s are i.i.d. random variables.

## 4 Existence of the thermodynamic limit for other mean field spin glass models

In this Section, we show how the above results on the (almost sure) existence of the thermodynamic limit for the free energy and for the ground state energy can be extended to other mean field spin glass models. In the first place, we can immediately extend the approach to $`p`$-spin models, for even $`p`$. On the other hand, we can allow the quenched disorder variables to be non-Gaussian, provided that suitable bounds are imposed on their moments.

### 4.1 $`p`$-spin models

The $`p`$-spin model is defined by the Hamiltonian

$`H_N^{(p)}(\sigma ,h,J)=\sqrt{{\displaystyle \frac{p!}{2N^{p1}}}}{\displaystyle \underset{(i_1,\mathrm{},i_p)}{}}J_{i_1\mathrm{}i_p}\sigma _{i_1}\mathrm{}\sigma _{i_p}h{\displaystyle \underset{i}{}}\sigma _i,`$ (30)
where $`p`$ is an integer and $`J_{i_1\mathrm{}i_p}`$ are i.i.d. unit Gaussian random variables. The summation in the first term is performed on all the different $`p`$-ples of indices $`i_1,\mathrm{},i_p`$. Note that for $`p=2`$ this is just the SK model. The $`p`$-spin model has been proposed by Derrida in , and extensively studied thereafter, see for example , , , .

For the sake of simplicity, we consider the case of even $`p`$. As we did for the SK model, we define the auxiliary partition function $`Z_N(t)`$, in analogy with (3). By taking the $`t`$ derivative, we find after integration by parts

$`{\displaystyle \frac{d}{dt}}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(t)`$ $`=`$ $`{\displaystyle \frac{\beta ^2}{4}}q_{12}^p{\displaystyle \frac{N_1}{N}}(q_{12}^{(1)})^p{\displaystyle \frac{N_2}{N}}(q_{12}^{(2)})^p+O(1/N)`$
$`O(1/N),`$
for $`p`$ even, by the same convexity argument as before. It is easy to realize the reason for the appearance of the terms $`O(1/N)`$. In fact, for $`p=2`$, we can write

$$\frac{2}{N^2}\underset{(i,j)}{}E(1\omega _t^2(\sigma _i\sigma _j))=\frac{1}{N^2}\underset{i,j=1}{\overset{N}{}}E(1\omega _t^2(\sigma _i\sigma _j))=(1q_{12}^2),$$
(32)
as already exploited in (12). On the other hand, for $`p>2`$ one has

$`{\displaystyle \frac{p!}{N^p}}{\displaystyle \underset{(i_1,\mathrm{},i_p)}{}}E(1\omega _t^2(\sigma _{i_1}\mathrm{}\sigma _{i_p}))`$ $`=`$ $`{\displaystyle \frac{1}{N^p}}{\displaystyle \underset{i_1,\mathrm{},i_p=1}{\overset{N}{}}}E(1\omega _t^2(\sigma _{i_1}\mathrm{}\sigma _{i_p}))+O(1/N)`$ (33)
$`=`$ $`(1q_{12}^p)+O(1/N).`$
From (4.1) one finds, as in the previous Section, the existence of the infinite volume limits

$`\underset{N\mathrm{}}{lim}\alpha _N^{(p)}(\beta ,h)\alpha ^{(p)}(\beta ,h)`$ (34)
$`\underset{N\mathrm{}}{lim}e_N^{(p)}(h)e_0^{(p)}(h)=\underset{\beta \mathrm{}}{lim}{\displaystyle \frac{\alpha ^{(p)}(\beta ,h)}{\beta }}.`$ (35)
Moreover, the estimate (29) holds also in this case, since it is based only on the fact that $`1/N\beta \mathrm{ln}Z_N(\beta ,h,J)`$, as a function of the variables $`J`$, has a Lipshitz constant of order $`C/\sqrt{N}`$, where $`C`$ is a constant independent of $`\beta `$ . Therefore, also in this case we have almost sure convergence for the free energy and for the ground state energy.

### 4.2 Non-Gaussian couplings

The method developed in the previous Sections allows to prove the existence of the thermodynamic limit for $`\alpha _N(\beta ,h)`$ and for $`e_N(h)`$ also for SK (or $`p`$-spin) models with non-Gaussian couplings, provided that the variables $`J_{ij}`$ (respectively, $`J_{i_1,\mathrm{},i_p}`$) are i.i.d. symmetric random variables with finite fourth moment, i.e., $`P(J_{ij})=P(J_{ij})`$ and $`EJ_{ij}^4<\mathrm{}`$. A similar condition has been also exploited for the study of the model, at zero external field and high temperature, see for example  and . Consider for instance the SK case. The integration by parts on the disorder variables in (11) can be performed by use of the formula

$$E\eta F(\eta )=E\eta ^2F^{}(\eta )\frac{1}{4}E|\eta |_{|\eta |}^{|\eta |}(\eta ^2t^2)F^{\prime \prime \prime }(t)𝑑t,$$
(36)
which holds for any symmetric random variable $`\eta `$ and for sufficiently regular functions $`F`$, as a simple direct calculation shows. A similar expression has been exploited by Talagrand in , for dicotomic variables. By applying this formula to the various terms in (11), one finds that

$$\frac{d}{dt}\frac{1}{N}E\mathrm{ln}Z_N(t)=\frac{\beta ^2J^2}{4}q_{12}^2\frac{N_1}{N}(q_{12}^{(1)})^2\frac{N_2}{N}(q_{12}^{(2)})^2+O(N^{1/2}),$$
(37)
where

$$J^2=EJ_{ij}^2.$$

The error terms arise from the estimates

$$_{J_{ij}}^3\omega _t(\sigma _i\sigma _j)=O(N^{3/2})$$

and

$$EJ_{ij}^2\omega _t^2(\sigma _i\sigma _j)=J^2E\omega _t^2(\sigma _i\sigma _j)+O(N^{1/2}).$$

The existence of the thermodynamic limit for the quenched averages of the free energy and the ground state energy then follows.

In order to prove $`J`$-almost sure convergence, for the sake of simplicity, let us consider the case where the random variables $`J_{ij}`$ are bounded. Then, the estimate (29) still holds, with the r.h.s. modified into $`\mathrm{exp}(NKu^2)`$, where $`K`$ does not depend on $`\beta `$. This can be proved, for instance, by using Theorem 6.6 of . Almost sure convergence for the free energy and for the ground state energy then follows immediately from Borel-Cantelli lemma. In particular, this includes the important case where $`J_{ij}=\pm 1`$ with equal probability. The extension to more general cases, where only the condition $`EJ_{ij}^4<\mathrm{}`$ is required, is possible, and will be reported in future work.

## 5 Conclusions and outlook

We have seen that the rigorous control of the infinite volume limit for mean field spin glass models can be obtained through a simple strategy, by a smooth interpolation between a large system and its splitting into subsystems, provided the external noises are taken independent.

The extension of our methods to the important cases of diluted models, and other models of the neural network type, will be taken into account in future work.

Acknowledgments

We gratefully acknowledge useful conversations with Pierluigi Contucci, Roberto D’Autilia, Flora Koukiou, Enzo Marinari, Giorgio Parisi, Masha Scherbina, and Michel Talagrand.

This work was supported in part by MIUR (Italian Minister of Instruction, University and Research), and by INFN (Italian National Institute for Nuclear Physics).