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# 1 Introduction

## 1 Introduction

We consider the generalized Jacobi weight

$$w(x)=(1x)^\alpha (1+x)^\beta h(x)\underset{\nu =1}{\overset{n_0}{}}|xx_\nu |^{2\lambda _\nu },\text{for }x(1,1),$$
(1.1)
where $`n_0`$ is a fixed number, with

$$1<x_1<x_2<\mathrm{}<x_{n_0}<1,2\lambda _\nu >1,\lambda _\nu 0,\alpha ,\beta >1,$$

and with $`h`$ real analytic and strictly positive on $`[1,1]`$. The points $`x_1,\mathrm{},x_{n_0}`$ are called the algebraic singularities of the weight. Throughout the paper we use $`x_0=1`$ and $`x_{n_0+1}=1`$, for notational convenience. All the moments of $`w`$ exist so that we have a sequence of orthogonal polynomials. Denote the $`n`$-th degree orthonormal polynomial with respect to the generalized Jacobi weight by $`p_n(z)=\gamma _nz^n+\mathrm{}`$, where $`\gamma _n>0`$. These orthonormal polynomials satisfy a three term recurrence relation

$$xp_n(x)=a_{n+1}p_{n+1}(x)+b_np_n(x)+a_np_{n1}(x),$$

and we will investigate the asymptotic behavior of the recurrence coefficients $`a_n`$ and $`b_n`$ as $`n\mathrm{}`$. The generalized Jacobi weight has been studied before from other points of view in  among others.

For the pure Jacobi weight $`(1x)^\alpha (1+x)^\beta `$ exact expressions are known for the associated recurrence coefficients $`a_n`$ and $`b_n`$, see . The asymptotic behavior is given by

$$a_n=\frac{1}{2}+O(1/n^2),b_n=O(1/n^2),\text{as }n\mathrm{}\text{.}$$

In a previous paper with Kuijlaars, Mclaughlin and Van Assche , we considered the modified Jacobi weight $`(1x)^\alpha (1+x)^\beta h(x)`$. There, we were able to obtain complete asymptotic expansions of the associated recurrence coefficients in powers of $`1/n`$. It turned out that, as for the pure Jacobi weight, the order $`1/n`$ terms in the expansions vanished. The asymptotic behavior of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight (1.1) has been studied before by Golinskii . He has proven that

$$a_n=\frac{1}{2}+O(1/n),b_n=O(1/n),\text{as }n\mathrm{}\text{.}$$
(1.2)
In this paper we will give stronger asymptotics. We will prove that the $`O(1/n)`$ terms in (1.2) can be developed into complete asymptotic expansions in powers of $`1/n`$. Here, in contrast with the (modified) Jacobi weight, the order $`1/n`$ terms in the expansions will not vanish and we will determine an explicit expression for them.

Our approach is based on the characterization of orthogonal polynomials via a Riemann-Hilbert problem, due to Fokas, Its and Kitaev , and on an application of the steepest descent method for Riemann-Hilbert problems of Deift and Zhou . We have already applied this technique to the modified Jacobi weight , and in our case, the general scheme is the same. The main difference lies in the fact that we now have to do a local analysis around the algebraic singularities as well (not just only around the endpoints $`\pm 1`$), which will be done with (modified) Bessel functions of appropriate order. In the present paper, we will emphasize the construction of the local parametrix near the algebraic singularities, which is new. It will turn out that the order $`1/n`$ terms in the expansions of the recurrence coefficients come from this parametrix. The Riemann-Hilbert approach has been applied before to orthogonal polynomials, see . Our result is the following.

###### Theorem 1.1

The recurrence coefficients $`a_n`$ and $`b_n`$ of orthogonal polynomials associated to the generalized Jacobi weight (1.1) have a complete asymptotic expansion of the form

$$a_n\frac{1}{2}+\underset{k=1}{\overset{\mathrm{}}{}}\frac{A_k(n)}{n^k},b_n\underset{k=1}{\overset{\mathrm{}}{}}\frac{B_k(n)}{n^k},$$
(1.3)
as $`n\mathrm{}`$. The coefficients $`A_k(n)`$ and $`B_k(n)`$ are explicitly computable for every $`k`$, and the coefficients with the $`1/n`$ term in the expansions are given by

$$A_1(n)=\frac{1}{2}\underset{\nu =1}{\overset{n_0}{}}\lambda _\nu \sqrt{1x_\nu ^2}\mathrm{cos}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right),$$
(1.4)
$$B_1(n)=\underset{\nu =1}{\overset{n_0}{}}\lambda _\nu \sqrt{1x_\nu ^2}\mathrm{cos}\left((2n+1)\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right),$$
(1.5)
where

$`\mathrm{\Phi }_\nu `$ $`=`$ $`\left(\alpha +\lambda _\nu +{\displaystyle \underset{k=\nu +1}{\overset{n_0}{}}}2\lambda _k\right)\pi \left(\alpha +\beta +{\displaystyle \underset{k=1}{\overset{n_0}{}}}2\lambda _k\right)\mathrm{arccos}x_\nu `$ (1.6)
$`{\displaystyle \frac{\sqrt{1x_\nu ^2}}{\pi }}{\displaystyle _1^1}{\displaystyle \frac{\mathrm{log}h(t)}{\sqrt{1t^2}}}{\displaystyle \frac{dt}{tx_\nu }}.`$
The integral in (1.6) is a Cauchy principal value integral.

This theorem shows that $`n(2a_n1)`$ and $`nb_n`$ are oscillatory and asymptotically behave like a superposition of $`n_0`$ wave functions $`A_\nu \mathrm{cos}(\omega _\nu n\varphi _\nu )`$ with amplitudes $`A_\nu =\lambda _\nu \sqrt{1x_\nu ^2}`$, frequencies $`\omega _\nu =2\mathrm{arccos}x_\nu `$, and phase shifts $`\varphi _\nu `$ which are different for $`n(2a_n1)`$ and $`nb_n`$. The amplitude $`A_\nu `$ depends on the location and the strength of the singularity $`x_\nu `$, while the frequency $`\omega _\nu `$ depends only on the location of $`x_\nu `$. The strengths of the other singularities has influence on the phase shift $`\varphi _\nu `$. This discussion shows that the $`O(1/n)`$ behavior of the recurrence coefficients is intimately related to the behavior of our weight near the singularities. Note that if we have no singularities (i.e. $`\lambda _1=\mathrm{}=\lambda _{n_0}=0`$) all the amplitudes in the wave functions vanish. This implies that the order $`1/n`$ terms in the expansions of the recurrence coefficients vanish, which is in agreement with the case of the modified Jacobi weight .

###### Remark 1.2

We have restricted ourselves to determine only the the order $`1/n`$ terms in the expansions of the recurrence coefficients. It is possible to determine the higher order terms in the same way if we work hard enough, but the calculations will be a mess.

We will now compare our result with a conjecture of Magnus  about the asymptotic behavior of the recurrence coefficients of orthogonal polynomials associated to the weight

$$w(x)=\{\begin{array}{cc}B(1x)^\alpha (1+x)^\beta (x_1x)^{2\lambda },\hfill & \text{for }x(1,x_1)\text{,}\hfill \\ A(1x)^\alpha (1+x)^\beta (xx_1)^{2\lambda },\hfill & \text{for }x(x_1,1)\text{.}\hfill \end{array}$$
(1.7)
where $`A`$ and $`B`$ are positive constants, with $`1<x_1<1`$, where $`\alpha ,\beta >1`$ and where $`2\lambda >1`$. This weight allows a jump at $`x_1`$, and is of the form (1.1) only if $`A=B`$. The conjecture is the following.

* of Magnus . The recurrence coefficients of orthogonal polynomials associated to the weight (1.7) satisfy

$`a_n`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{M}{n}}\mathrm{cos}\left(2n\mathrm{arccos}x_14\mu \mathrm{log}(4n\mathrm{sin}\mathrm{arccos}x_1)\mathrm{\Phi }\right)+o(1/n),`$ (1.8)
$`b_n`$ $`=`$ $`{\displaystyle \frac{2M}{n}}\mathrm{cos}\left((2n+1)\mathrm{arccos}x_14\mu \mathrm{log}(4n\mathrm{sin}\mathrm{arccos}x_1)\mathrm{\Phi }\right)+o(1/n),`$ (1.9)
as $`n\mathrm{}`$. Here

$$\mu =\frac{1}{2\pi }\mathrm{log}(B/A),M=\frac{1}{2}\sqrt{\lambda ^2+\mu ^2}\sqrt{1x_1^2},$$
(1.10)
$$\mathrm{\Phi }=(\alpha +\lambda )\pi (\alpha +\beta +2\lambda )\mathrm{arccos}x_12\mathrm{arg}\mathrm{\Gamma }(\lambda +i\mu )\mathrm{arg}(\lambda +i\mu ).$$
(1.11)

We want to show that, as a consequence of Theorem 1.1, the conjecture is true for the case $`A=B`$. To this end, we need to reformulate the conjecture for this case. If $`A=B`$ we have by (1.10) and (1.11) that $`\mu =0,M=(|\lambda |/2)\sqrt{1x_1^2}`$, and

$$\mathrm{\Phi }=\{\begin{array}{cc}(\alpha +\lambda )\pi (\alpha +\beta +2\lambda )\mathrm{arccos}x_1,\text{if }\lambda >0\text{,}\hfill & \\ (\alpha +\lambda )\pi (\alpha +\beta +2\lambda )\mathrm{arccos}x_13\pi ,\text{if }\lambda <0\text{.}\hfill & \end{array}$$

Inserting this into (1.8) and (1.9) the conjecture becomes.

* of Magnus for the case $`A=B`$. The recurrence coefficients of orthogonal polynomials associated to the weight $`A(1x)^\alpha (1+x)^\beta |xx_1|^{2\lambda }`$ satisfy

$$a_n=\frac{1}{2}\frac{\lambda }{2n}\sqrt{1x_1^2}\mathrm{cos}\left(2n\mathrm{arccos}x_1\widehat{\mathrm{\Phi }}\right)+o(1/n),$$

$$b_n=\frac{\lambda }{n}\sqrt{1x_1^2}\mathrm{cos}\left((2n+1)\mathrm{arccos}x_1\widehat{\mathrm{\Phi }}\right)+o(1/n),$$

as $`n\mathrm{}`$, where $`\widehat{\mathrm{\Phi }}=(\alpha +\lambda )\pi (\alpha +\beta +2\lambda )\mathrm{arccos}x_1`$.

If we apply Theorem 1.1 for the case $`n_0=1`$ and $`h=A`$, and using the fact that, see ,

$$\text{ }_1^1\frac{1}{\sqrt{1t^2}}\frac{dt}{tx_1}=0,$$

we see that the conjecture is true for the case $`A=B`$. We even have more since we were able to obtain complete asymptotic expansions of the recurrence coefficients, allow the analytic factor $`h`$, and allow more singularities. The full conjecture (i.e. $`AB`$) remains open.

We will also compare our result with Nevai’s result  for an even positive weight $`\rho (x)|x|^{2\lambda }`$ on $`[1,1]`$ with $`\rho `$ and $`\rho ^{}`$ continuous and with $`2\lambda >1`$. Nevai showed in  that the recurrence coefficient $`a_n`$ of orthogonal polynomials associated to this weight satisfies,

$$a_n=\frac{1}{2}+(1)^{n+1}\frac{\lambda }{2n}+o(1/n),\text{as }n\mathrm{}\text{.}$$
(1.12)
We apply Theorem 1.1 to the weight $`w(x)=(1x^2)^\alpha h(x)|x|^{2\lambda _1}`$, with $`h`$ even. So, $`w`$ is of the form of Nevai’s weight. Using the fact that $`h`$ is even and $`x_1=0`$, we have

$$\text{ }_1^1\frac{\mathrm{log}h(t)}{\sqrt{1t^2}}\frac{dt}{tx_1}=0$$

since the integrand is an odd function. Since $`n_0=1`$, $`\alpha =\beta `$, and $`\mathrm{arccos}x_1=\pi /2`$ this implies by (1.6) that the phase constant $`\mathrm{\Phi }_1`$ vanishes. From (1.3) and (1.4) we then have

$$a_n=\frac{1}{2}+(1)^{n+1}\frac{\lambda _1}{2n}+O(1/n^2),\text{as }n\mathrm{}\text{.}$$

This is in agreement with Nevai’s result, see (1.12). The error is stronger since we have $`O(1/n^2)`$ instead of $`o(1/n)`$. However, here we are dealing with an even weight of the form $`\rho (x)|x|^{2\lambda }`$ with $`\rho `$ analytic, and Nevai’s weights also include cases where $`\rho `$ is non-analytic. Nevai also showed that the error is $`O(1/n^2)`$ if $`\rho `$ is constant. Note, since the phase constant $`\mathrm{\Phi }_1`$ vanishes, that by (1.5) the order $`1/n`$ term in the expansion of $`b_n`$ vanishes. This is in agreement with the fact that $`b_n=0`$ for an even weight.

The present paper is organized as follows. In Section 2 we formulate the theory of orthogonal polynomials as a Riemann-Hilbert (RH) problem for $`Y`$. In Section 3 we do the asymptotic analysis of this RH problem. There, we want to obtain, via a series of transformations $`YTSR`$, a RH problem for $`R`$ with a jump matrix close to the identity matrix. Then, $`R`$ is also close to the identity matrix. For the last transformation $`SR`$ we have to do a local analysis near the endpoints and near the algebraic singularities. The local analysis near the endpoints has already been done in , but near the algebraic singularities it is new and will be done in Section 4. In the last section we determine a complete asymptotic expansion of the jump matrix for $`R`$. As a result, we obtain a complete asymptotic expansion of $`R`$, which will be used to prove Theorem 1.1.

## 2 RH problem for $`Y`$

In this section we will characterize the orthogonal polynomials via a $`2\times 2`$ matrix valued RH problem. This characterization is due to Fokas, Its and Kitaev . We will also write down the recurrence coefficients $`a_n`$ and $`b_n`$ in terms of the solution of this RH problem.

We seek a $`2\times 2`$ matrix valued function $`Y(z)=Y(z;n,w)`$ that satisfies the following RH problem.

#### RH problem for $`𝒀`$:

1. $`Y(z)`$ is analytic for $`z[1,1]`$.
2. $`Y`$ possesses continuous boundary values for $`x(1,1)\{x_1,\mathrm{},x_{n_0}\}`$ denoted by $`Y_+(x)`$ and $`Y_{}(x)`$, where $`Y_+(x)`$ and $`Y_{}(x)`$ denote the limiting values of $`Y(z^{})`$ as $`z^{}`$ approaches $`x`$ from above and below, respectively, and

$$Y_+(x)=Y_{}(x)\left(\begin{array}{cc}1& w(x)\\ 0& 1\end{array}\right),\text{for }x(1,1)\{x_1,\mathrm{},x_{n_0}\}\text{.}$$
(2.1)
3. $`Y(z)`$ has the following asymptotic behavior at infinity:

$$Y(z)=(I+O(1/z))\left(\begin{array}{cc}z^n& 0\\ 0& z^n\end{array}\right),\text{as }z\mathrm{}\text{.}$$
(2.2)
4. $`Y(z)`$ has the following behavior near $`z=1`$:

$$Y(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& |z1|^\alpha \\ 1& |z1|^\alpha \end{array}\right),& \text{if }\alpha <0\text{,}\hfill \\ O\left(\begin{array}{cc}1& \mathrm{log}|z1|\\ 1& \mathrm{log}|z1|\end{array}\right),& \text{if }\alpha =0\text{,}\hfill \\ O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{if }\alpha >0\text{,}\hfill \end{array}$$
(2.3)
as $`z1`$, $`z[1,1]`$.
5. $`Y(z)`$ has the following behavior near $`z=1`$:

$$Y(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& |z+1|^\beta \\ 1& |z+1|^\beta \end{array}\right),& \text{if }\beta <0\text{,}\hfill \\ O\left(\begin{array}{cc}1& \mathrm{log}|z+1|\\ 1& \mathrm{log}|z+1|\end{array}\right),& \text{if }\beta =0\text{,}\hfill \\ O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{if }\beta >0\text{,}\hfill \end{array}$$
(2.4)
as $`z1`$, $`z[1,1]`$.
6. $`Y(z)`$ has the following behavior near $`z=x_\nu `$, for every $`\nu =1,\mathrm{},n_0`$:

$$Y(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& |zx_\nu |^{2\lambda _\nu }\\ 1& |zx_\nu |^{2\lambda _\nu }\end{array}\right),& \text{if }\lambda _\nu <0\text{,}\hfill \\ O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{if }\lambda _\nu >0\text{,}\hfill \end{array}$$
(2.5)
as $`zx_\nu `$, $`z[1,1]`$.

###### Remark 2.1

The $`O`$-terms in (2.3), (2.4) and (2.5) are to be taken entrywise. So for example $`Y(z)=O\left(\begin{array}{cc}1& |z1|^\alpha \\ 1& |z1|^\alpha \end{array}\right)`$ means that $`Y_{11}(z)=O(1)`$, $`Y_{12}(z)=O(|z1|^\alpha )`$, etc.

If we take care of the algebraic singularities $`x_\nu `$ of the generalized Jacobi weight in the same way as of the endpoints $`\pm 1`$ in \[16, Section 2\] we obtain the following theorem.

###### Theorem 2.2

The RH problem for $`Y`$ has a unique solution $`Y(z)=Y(z;n,w)`$ given by,

$$Y(z)=\left(\begin{array}{cc}\pi _n(z)& \frac{1}{2\pi i}_1^1\frac{\pi _n(x)w(x)}{xz}𝑑x\\ 2\pi i\gamma _{n1}^2\pi _{n1}(z)& \gamma _{n1}^2_1^1\frac{\pi _{n1}(x)w(x)}{xz}𝑑x\end{array}\right),$$
(2.6)
where $`\pi _n`$ is the monic polynomial of degree $`n`$ orthogonal with respect to the weight $`w`$ and with $`\gamma _n`$ the leading coefficient of the orthonormal polynomial $`p_n`$.

The recurrence coefficients $`a_n`$ and $`b_n`$ can be written in terms of $`Y`$, see . It is known  that

$$a_n^2=\underset{z\mathrm{}}{lim}z^2Y_{12}(z;n,w)Y_{21}(z;n,w),$$
(2.7)
$$b_n=\underset{z\mathrm{}}{lim}\left(zY_{11}(z;n+1,w)Y_{22}(z;n,w)\right).$$
(2.8)
So, in order to determine the asymptotics of the recurrence coefficients, we need to do an asymptotic analysis of the RH problem for $`Y`$.

## 3 Asymptotic analysis of the RH problem for $`Y`$

In this section we will do the asymptotic analysis of the RH problem for $`Y`$. The idea is to obtain, via a series of transformations

$$YTSR,$$

a RH problem for $`R`$ which is normalized at infinity (i.e. $`R(z)I`$ as $`z\mathrm{}`$) and whose jump matrix is close to the identity matrix. As a result, the solution of the RH problem for $`R`$ is also close to the identity matrix, cf. .

As mentioned in the introduction, we point out that the asymptotic analysis is analogous as in the case of the modified Jacobi weight, see . The main differences, which come from the algebraic singularities, are:

* In every step we have to take care of the growth condition near the algebraic singularities, which was included in the RH problem for $`Y`$ to control the behavior near these points.
* In the second transformation $`TS`$ the lens will be opened going through the algebraic singularities.
* We have to do a local analysis around the algebraic singularities, not just only around the endpoints. This is a new and critical step in the analysis of the RH problem for $`Y`$, and is the most important difference with the case of the modified Jacobi weight. To emphasize this, the construction of the parametrix near the algebraic singularities will be done in a separate section.

### 3.1 First transformation $`YT`$

We will first transform the RH problem for $`Y`$ into a RH problem for $`T`$ whose solution is bounded at infinity, and whose jump matrix has oscillatory diagonal entries. Let $`\phi (z)=z+(z^21)^{1/2}`$ be the conformal mapping that maps $`[1,1]`$ onto the exterior of the unit circle, and define

$$T(z)=2^{n\sigma _3}Y(z)\phi (z)^{n\sigma _3},\text{for }z[1,1]\text{,}$$
(3.1)
where $`\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$ is the Pauli matrix. Then, $`T`$ is the unique solution of the following equivalent RH problem, cf. \[16, Section 3\].

#### RH problem for $`𝑻`$:

1. $`T(z)`$ is analytic for $`z[1,1]`$.
2. $`T(z)`$ satisfies the following jump relation on $`(1,1)\{x_1,\mathrm{},x_{n_0}\}`$:

$$T_+(x)=T_{}(x)\left(\begin{array}{cc}\phi _+(x)^{2n}& w(x)\\ 0& \phi _{}(x)^{2n}\end{array}\right),\text{for }x(1,1)\{x_1,\mathrm{},x_{n_0}\}\text{.}$$
(3.2)
3. $`T(z)`$ has the following behavior at infinity:

$$T(z)=I+O(1/z),\text{as }z\mathrm{}\text{.}$$
(3.3)
4. $`T(z)`$ has the same behavior as $`Y(z)`$ as $`z1`$, given by (2.3).
5. $`T(z)`$ has the same behavior as $`Y(z)`$ as $`z1`$, given by (2.4).
6. $`T(z)`$ has the same behavior as $`Y(z)`$ as $`zx_\nu `$, given by (2.5), for every $`\nu =1,\mathrm{},n_0`$.

###### Remark 3.1

Condition (c) states that the RH problem for $`T`$ is normalized at infinity. Since $`|\phi _\pm (x)|=1`$ for $`x(1,1)`$ we have by (3.2) oscillatory diagonal entries in the jump matrix for $`T`$.

### 3.2 Second transformation $`TS`$

We use the steepest descent method for RH problems of Deift and Zhou  to remove the oscillatory behavior in (3.2). See  for an introduction. The idea is to deform the contour so that the oscillatory diagonal entries in the jump matrix for $`T`$ are transformed into exponentially decaying off-diagonal entries. We then arrive at an equivalent RH problem for $`S`$ on a lens shaped contour, with jumps that converge to the identity matrix on the lips of the lens, as $`n\mathrm{}`$. This step is referred to as the *opening of the lens*.

Since $`h`$ is real analytic and strictly positive on $`[1,1]`$, there is a neighborhood $`U`$ of $`[1,1]`$ so that $`h`$ has an analytic continuation to $`U`$, and so that the real part of $`h`$ is strictly positive on $`U`$. Hence, the factor $`(1x)^\alpha (1+x)^\beta h(x)`$ has a non-vanishing analytic continuation to $`zU\left((\mathrm{},1][1,\mathrm{})\right)`$, given by

$$(1z)^\alpha (1+z)^\beta h(z),$$

with principal branches of powers.

To continuate the factor $`|xx_\nu |^{2\lambda _\nu }`$ analytically, where $`\nu \{1,\mathrm{},n_0\}`$, we divide the complex plane into two regions, which we denote by $`K_{x_\nu }^l`$ and $`K_{x_\nu }^r`$, separated by a contour $`\mathrm{\Gamma }_{x_\nu }`$ going through $`x_\nu `$, see Figure 1. Here, $`K_{x_\nu }^l`$ and $`K_{x_\nu }^r`$ are the sets of all points on the left, respectively right, of $`\mathrm{\Gamma }_{x_\nu }`$. We choose the contour $`\mathrm{\Gamma }_{x_\nu }`$ so that the images of $`\mathrm{\Gamma }_{x_\nu }_+`$ and $`\mathrm{\Gamma }_{x_\nu }_{}`$, under the mapping $`\phi `$, are the straight rays, restricted to the exterior of the unit circle, with arguments $`\mathrm{arccos}x_\nu `$ and $`\mathrm{arccos}x_\nu `$, respectively. Here, $`_+`$ is used to denote the upper half-plane $`\{z\mathrm{Im}z>0\}`$, and $`_{}`$ to denote the lower half-plane $`\{z\mathrm{Im}z<0\}`$. It turns out that $`\mathrm{\Gamma }_{x_\nu }`$ is a hyperbola and goes vertically through $`x_\nu `$. We have made an exact plot of $`\mathrm{\Gamma }_{x_\nu }`$ for the case $`x_\nu =1/2`$, see Figure 1. For $`\nu =1,\mathrm{},n_0`$, the factor $`|xx_\nu |^{2\lambda _\nu }`$ has an analytic continuation to $`z\mathrm{\Gamma }_{x_\nu }`$, given by

$$\{\begin{array}{cc}(x_\nu z)^{2\lambda _\nu },\hfill & \text{for }zK_{x_\nu }^l\text{,}\hfill \\ (zx_\nu )^{2\lambda _\nu },\hfill & \text{for }zK_{x_\nu }^r\text{,}\hfill \end{array}$$

with again principal branches of powers.

###### Remark 3.2

It seems a bit awkward to work with this choice of $`\mathrm{\Gamma }_{x_\nu }`$ instead of with the vertical line going through $`x_\nu `$, but in Section 4.2 this will become clear.

As a result, the generalized Jacobi weight $`w`$, given by (1.1), has a non-vanishing analytic continuation to $`zU\left((\mathrm{},1][1,\mathrm{})[_{\nu =1}^{n_0}\mathrm{\Gamma }_{x_\nu }]\right)`$, also denoted by $`w`$, given by

$`w(z)`$ $`=`$ $`(1z)^\alpha (1+z)^\beta h(z)`$ (3.4)
$`\times {\displaystyle \underset{k=1}{\overset{\nu }{}}}(zx_k)^{2\lambda _k}{\displaystyle \underset{l=\nu +1}{\overset{n_0}{}}}(x_lz)^{2\lambda _l},\text{if }zK_{x_\nu }^rK_{x_{\nu +1}}^l\text{,}`$
where $`\nu =0,\mathrm{},n_0`$, and $`K_{x_0}^r=K_{x_{n_0+1}}^l=`$.

###### Remark 3.3

Note that only if $`\lambda _\nu `$ the analytic continuation of our weight is also analytic across the contour $`\mathrm{\Gamma }_{x_\nu }`$.

The jump matrix (3.2) for $`T`$ has the following factorization into a product of three matrices, based on the fact that $`\phi _+(x)\phi _{}(x)=1`$ for $`x(1,1)`$,

$`\left(\begin{array}{cc}\phi _+(x)^{2n}& w(x)\\ 0& \phi _{}(x)^{2n}\end{array}\right)`$ (3.5)
$`=\left(\begin{array}{cc}1& 0\\ w(x)^1\phi _{}(x)^{2n}& 1\end{array}\right)\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right)\left(\begin{array}{cc}1& 0\\ w(x)^1\phi _+(x)^{2n}& 1\end{array}\right).`$
We note that $`1/w`$ does not have an analytic extension to a full neighborhood of $`(1,1)`$. Instead, it has an analytic continuation to a neighborhood of $`(x_\nu ,x_{\nu +1})`$, for every $`\nu =0,\mathrm{},n_0`$, where $`x_0=1`$ and $`x_{n_0+1}=1`$. We thus transform the RH problem for $`T`$ into a RH problem for $`S`$ with jumps on the oriented contour $`\mathrm{\Sigma }`$, shown in Figure 2, that goes through the algebraic singularities $`x_\nu `$. The precise form of the lens $`\mathrm{\Sigma }`$ will be determined in Section 4.2. Of course it will be contained in $`U`$. We write

$$\mathrm{\Sigma }^o=\mathrm{\Sigma }\{1,x_1,\mathrm{},x_{n_0},1\}.$$

Let us define, as in \[16, Section 4\],

$$S(z)=\{\begin{array}{cc}T(z),& \text{for }z\text{ outside the lens,}\hfill \\ T(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right),& \text{for }z\text{ in the upper parts of the lens,}\hfill \\ T(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right),& \text{for }z\text{ in the lower parts of the lens.}\hfill \end{array}$$
(3.6)
Then, $`S`$ is the unique solution of the following equivalent RH problem, cf. \[16, Section 4\].

#### RH problem for $`𝑺`$:

1. $`S(z)`$ is analytic for $`z\mathrm{\Sigma }`$.
2. $`S(z)`$ satisfies the following jump relations on $`\mathrm{\Sigma }^o`$:

$$S_+(z)=S_{}(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right),\text{for }z\mathrm{\Sigma }^o(_+_{})\text{,}$$
(3.7)
$$S_+(x)=S_{}(x)\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right),\text{for }x\mathrm{\Sigma }^o(1,1)\text{.}$$
(3.8)
3. $`S(z)`$ has the following behavior at infinity:

$$S(z)=I+O(1/z),\text{as }z\mathrm{}\text{.}$$
(3.9)
4. For $`\alpha <0`$, $`S(z)`$ has the following behavior as $`z1`$:

$$S(z)=O\left(\begin{array}{cc}1& |z1|^\alpha \\ 1& |z1|^\alpha \end{array}\right),\text{as }z1,z\mathrm{\Sigma }\text{.}$$
(3.10)
For $`\alpha =0`$, $`S(z)`$ has the following behavior as $`z1`$:

$$S(z)=O\left(\begin{array}{cc}\mathrm{log}|z1|& \mathrm{log}|z1|\\ \mathrm{log}|z1|& \mathrm{log}|z1|\end{array}\right),\text{as }z1,z\mathrm{\Sigma }\text{.}$$
(3.11)
For $`\alpha >0`$, $`S(z)`$ has the following behavior as $`z1`$:

$$S(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{as }z1\text{ from outside the lens,}\hfill \\ O\left(\begin{array}{cc}|z1|^\alpha & 1\\ |z1|^\alpha & 1\end{array}\right),& \text{as }z1\text{ from inside the lens.}\hfill \end{array}$$
(3.12)
5. $`S(z)`$ has the same behavior near $`1`$ if we replace in (3.10), (3.11), and (3.12), $`\alpha `$ by $`\beta `$, $`|z1|`$ by $`|z+1|`$ and take the limit $`z1`$ instead of $`z1`$.
6. For $`\nu =1,\mathrm{},n_0`$, $`S(z)`$ has the following behavior as $`zx_\nu `$. For $`\lambda _\nu <0`$ we have

$$S(z)=O\left(\begin{array}{cc}1& |zx_\nu |^{2\lambda _\nu }\\ 1& |zx_\nu |^{2\lambda _\nu }\end{array}\right),\text{as }zx_\nu ,z\mathrm{\Sigma }\text{.}$$
(3.13)
For $`\lambda _\nu >0`$ we have

$$S(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{as }zx_\nu \text{ from outside the lens,}\hfill \\ O\left(\begin{array}{cc}|zx_\nu |^{2\lambda _\nu }& 1\\ |zx_\nu |^{2\lambda _\nu }& 1\end{array}\right),& \text{as }zx_\nu \text{ from inside the lens.}\hfill \end{array}$$
(3.14)

Since $`|\phi (z)|>1`$ for $`z[1,1]`$ we see from (3.7) that the oscillatory terms on the diagonal entries in the jump matrix for $`T`$ have been transformed into exponentially decaying off-diagonal entries in the jump matrix for $`S`$ on the lips of the lens. So, the jump matrix for $`S`$ converges exponentially fast to the identity matrix on the lips of the lens, as $`n\mathrm{}`$. Hence, we expect that the leading order asymptotics are determined by the solution of the following RH problem.

#### RH problem for $`𝑵`$:

1. $`N(z)`$ is analytic for $`z[1,1]`$.
2. $`N(z)`$ satisfies the following jump relation on the interval $`(1,1)\{x_1,\mathrm{},x_{n_0}\}`$:

$$N_+(x)=N_{}(x)\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right),\text{for }x(1,1)\{x_1,\mathrm{},x_{n_0}\}\text{.}$$
(3.15)
3. $`N(z)`$ has the following behavior at infinity:

$$N(z)=I+O(1/z),\text{as }z\mathrm{}\text{.}$$
(3.16)

The solution of the RH problem for $`N`$ is referred to as the parametrix for the outside region and it has been solved in \[16, Section 5\] using the Szegő function associated with the generalized Jacobi weight $`w`$,

$$D(z)=\frac{(z1)^{\alpha /2}(z+1)^{\beta /2}_{\nu =1}^{n_0}(zx_\nu )^{\lambda _\nu }}{\phi (z)^{(\alpha +\beta +2_{\nu =1}^{n_0}\lambda _\nu )/2}}\mathrm{exp}\left(\frac{(z^21)^{1/2}}{2\pi }_1^1\frac{\mathrm{log}h(x)}{\sqrt{1x^2}}\frac{dx}{zx}\right).$$
(3.17)
The Szegő function $`D(z)`$ associated to $`w`$ is analytic and non-zero for $`z[1,1]`$, satisfies the jump condition $`D_+(x)D_{}(x)=w(x)`$ for $`x(1,1)\{x_1,\mathrm{},x_{n_0}\}`$, and $`D_{\mathrm{}}=lim_z\mathrm{}D(z)(0,+\mathrm{})`$. The solution of the RH problem for $`N`$ is then given by, see \[16, Section 5\],

$$N(z)=D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}\frac{a(z)+a(z)^1}{2}& \frac{a(z)a(z)^1}{2i}\\ \frac{a(z)a(z)^1}{2i}& \frac{a(z)+a(z)^1}{2}\end{array}\right)D(z)^{\sigma _3},$$
(3.18)
where

$$a(z)=\frac{(z1)^{1/4}}{(z+1)^{1/4}}.$$
(3.19)
For later use we have the following lemma.

###### Lemma 3.4

For every $`\nu =0,\mathrm{},n_0`$,

$$D_+(x)=\sqrt{w(x)}e^{i\psi _\nu (x)},\text{for }x_\nu <x<x_{\nu +1}\text{.}$$
(3.20)
Here $`x_0=1`$, $`x_{n_0+1}=1`$, and

$`\psi _\nu (x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[(\alpha +{\displaystyle \underset{k=\nu +1}{\overset{n_0}{}}}2\lambda _k)\pi (\alpha +\beta +{\displaystyle \underset{k=1}{\overset{n_0}{}}}2\lambda _k)\mathrm{arccos}x`$ (3.21)
$`{\displaystyle \frac{\sqrt{1x^2}}{\pi }}{\displaystyle _1^1}{\displaystyle \frac{\mathrm{log}h(t)}{\sqrt{1t^2}}}{\displaystyle \frac{dt}{tx}}].`$
The integral in (3.21) is a Cauchy principal value integral.

* We rewrite the expression (3.17) for the Szegő function as

$$D(z)=\frac{(z1)^{\alpha /2}(z+1)^{\beta /2}_{k=1}^{n_0}(zx_k)^{\lambda _k}}{\phi (z)^{(\alpha +\beta +2_{k=1}^{n_0}\lambda _k)/2}}\mathrm{exp}\left(i(z^21)^{1/2}\mathrm{\Phi }(z)\right),$$
(3.22)
where

$$\mathrm{\Phi }(z)=\frac{1}{2\pi i}_1^1\frac{\mathrm{log}h(x)}{\sqrt{1t^2}}\frac{dt}{tz}.$$

Now, we determine $`D_+(x)`$ for $`x(x_\nu ,x_{\nu +1})`$. So, we need to take the $`+`$ boundary values for all quantities in (3.22). Using the Sokhotskii-Plemelj formula \[12, Section 4.2\] we have

$$\mathrm{\Phi }_+(x)=\frac{\mathrm{log}h(x)}{2\sqrt{1x^2}}+\frac{1}{2\pi i}\text{ }_1^1\frac{\mathrm{log}h(t)}{\sqrt{1t^2}}\frac{dt}{tx},$$

where the integral is a Cauchy principal value integral, so that, by (3.22) and the fact that $`\phi _+(x)=\mathrm{exp}(i\mathrm{arccos}x)`$, the lemma is proved after an easy calculation. $`\mathrm{}`$

Before we can to do the third transformation we have to be careful, since the jump matrices for $`S`$ and $`N`$ are not uniformly close to each other near the endpoints $`\pm 1`$ and near the algebraic singularities $`x_\nu `$. Therefore, a local analysis near these points is necessary. Near the endpoints this has already been done in \[16, Section 6\].

We have constructed in \[16, Section 6\] a parametrix $`P_1`$ in the disk $`U_{\delta ,1}`$ with radius $`\delta >0`$, sufficiently small, and center 1. This is a matrix valued function in $`U_{\delta ,1}`$, that has the same jumps as $`S`$ on $`\mathrm{\Sigma }`$, that matches with $`N`$ on the boundary $`U_{\delta ,1}`$ of $`U_{\delta ,1}`$,

$$P_1(z)N^1(z)=I+O(1/n),\text{as }n\mathrm{}\text{, uniformly for }zU_{\delta ,1}\text{,}$$
(3.23)
and that has the same behavior as $`S(z)`$ near $`z=1`$. The parametrix $`P_1`$ is given in \[16, Section 6\], and is constructed out of Bessel function of order $`\alpha `$. We note that the scalar function $`W`$ in \[16, (6.27)\], because of the extra factor $`_{\nu =1}^{n_0}|xx_\nu |^{2\lambda _\nu }`$ in the generalized Jacobi weight, should have an extra factor $`_{\nu =1}^{n_0}(zx_\nu )^{2\lambda _\nu }`$.

Similarly we have constructed in \[16, Section 6\] a parametrix $`P_1`$ in the disk $`U_{\delta ,1}`$ with radius $`\delta >0`$ and center $`1`$. This is a matrix valued function in $`U_{\delta ,1}`$ that has the same jumps as $`S`$ on $`\mathrm{\Sigma }`$, that matches with $`N`$ on $`U_{\delta ,1}`$

$$P_1(z)N^1(z)=I+O(1/n),\text{as }n\mathrm{}\text{, uniformly for }zU_{\delta ,1}\text{,}$$
(3.24)
and that has the same behavior as $`S(z)`$ near $`z=1`$. The parametrix is given in \[16, Section 6\], and is constructed out of Bessel functions of order $`\beta `$. We note that the scalar function $`\stackrel{~}{W}`$ in \[16, (6.52)\] should have an extra factor $`_{\nu =1}^{n_0}(x_\nu z)^{2\lambda _\nu }`$.

We also have to construct a local parametrix $`P_{x_\nu }`$ near the algebraic singularities $`x_\nu `$. Let $`U_{\delta ,x_\nu }`$ be the disk, with center $`x_\nu `$ and radius $`\delta >0`$ so that the closures of the disks $`U_{\delta ,x_0},\mathrm{},U_{\delta ,x_{n_0+1}}`$ don’t intersect and so that all the disks lie in $`U`$. The construction of the parametrix $`P_{x_\nu }`$ will be done in Section 4. For now, let us assume that we have a $`2\times 2`$ matrix valued function $`P_{x_\nu }`$ with the same jumps as $`S`$, that matches with $`N`$ on $`U_{\delta ,x_\nu }`$,

$$P_{x_\nu }(z)N^1(z)=I+O(1/n),\text{as }n\mathrm{}\text{, uniformly for }zU_{\delta ,x_\nu }\text{,}$$
(3.25)
and that has the same behavior as $`S(z)`$ near $`z=x_\nu `$.

### 3.3 Third transformation $`SR`$

Using the parametrix for the outside region, the parametrices near the endpoints, and the parametrices near the algebraic singularities we do the final transformation. Let us define the matrix valued function $`R`$ as

$$R(z)=\{\begin{array}{cc}S(z)N^1(z),\hfill & \text{for }z(\mathrm{\Sigma }[_{\nu =0}^{n_0+1}U_{\delta ,x_\nu }])\text{,}\hfill \\ S(z)P_{x_\nu }^1(z),\hfill & \text{for }zU_{\delta ,x_\nu }\mathrm{\Sigma }\text{, and }\nu =0,\mathrm{},n_0+1\text{.}\hfill \end{array}$$
(3.26)
###### Remark 3.5

Note that the inverses of the parametrices exist. For $`N,P_1`$ and $`P_1`$ this was already known, see . In the next section we will show that $`P_{x_\nu }`$ is also invertible.

If we take care of the behavior near the algebraic singularities in the same way as near the endpoints, it turns out that $`R`$ satisfies the following RH problem, cf. \[16, Section 7\], with jumps on the reduced system of contours $`\mathrm{\Sigma }_R`$, see Figure 3.

#### RH problem for $`𝑹`$:

1. $`R(z)`$ is analytic for $`z\mathrm{\Sigma }_R`$.
2. $`R(z)`$ satisfies the following jump relations on $`\mathrm{\Sigma }_R`$:

$`R_+(z)`$ $`=`$ $`R_{}(z)P_{x_\nu }(z)N^1(z),`$ (3.27)
for $`zU_{\delta ,x_\nu }`$, and $`\nu =0,\mathrm{},n_0+1`$,
$`R_+(z)`$ $`=`$ $`R_{}(z)N(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right)N^1(z),`$ (3.28)
for $`z\mathrm{\Sigma }_R(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })`$.
3. $`R(z)`$ has the following behavior at infinity:

$$R(z)=I+O(1/z),\text{as }z\mathrm{}\text{.}$$
(3.29)

By (3.23), (3.24) and (3.25), the jump matrices on the circles are uniformly close to the identity matrix as $`n\mathrm{}`$. On the lips of the lens we have by (3.28), as in \[16, section 7\], that the jump matrix converges uniformly to the identity matrix at an exponential rate. So, all jump matrices are uniformly close to the identity matrix. This implies that, cf. ,

$$R(z)=I+O(1/n),\text{as }n\mathrm{}\text{, uniformly for }z\mathrm{\Sigma }_R\text{.}$$
(3.30)
###### Remark 3.6

We will show in Section 5 that the $`O(1/n)`$ term in (3.30) can be developed into a complete asymptotic expansion in powers of $`1/n`$. This expansion will be used to prove Theorem 1.1.

## 4 Parametrix near the algebraic singularity $`x_\nu `$

Fix $`\nu \{1,\mathrm{},n_0\}`$. In this section we construct a $`2\times 2`$ matrix valued function $`P_{x_\nu }`$ that satisfies the following RH problem.

#### RH problem for $`𝑷_{𝒙_𝝂}`$:

1. $`P_{x_\nu }(z)`$ is defined and analytic for $`zU_{\delta _0,x_\nu }\mathrm{\Sigma }`$ for some $`\delta _0>\delta `$.
2. $`P_{x_\nu }(z)`$ satisfies the following jump relations on $`\mathrm{\Sigma }^oU_{\delta ,x_\nu }`$:

$$P_{x_\nu ,+}(z)=P_{x_\nu ,}(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right),\text{for }z\left(\mathrm{\Sigma }^o_\pm \right)U_{\delta ,x_\nu }\text{,}$$
(4.1)
$$P_{x_\nu ,+}(x)=P_{x_\nu ,}(x)\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right),\text{for }x\left(\mathrm{\Sigma }^o(1,1)\right)U_{\delta ,x_\nu }\text{.}$$
(4.2)
3. On $`U_{\delta ,x_\nu }`$ we have, as $`n\mathrm{}`$

$$P_{x_\nu }(z)N^1(z)=I+O(1/n),\text{uniformly for }zU_{\delta ,x_\nu }\mathrm{\Sigma }\text{.}$$
(4.3)
4. For $`\lambda _\nu <0`$, $`P_{x_\nu }(z)`$ has the following behavior as $`zx_\nu `$:

$$P_{x_\nu }(z)=O\left(\begin{array}{cc}1& |zx_\nu |^{2\lambda _\nu }\\ 1& |zx_\nu |^{2\lambda _\nu }\end{array}\right),\text{as }zx_\nu \text{.}$$
(4.4)
For $`\lambda _\nu >0`$, $`P_{x_\nu }(z)`$ has the following behavior as $`zx_\nu `$:

$$P_{x_\nu }(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),& \text{as }zx_\nu \text{ from outside the lens,}\hfill \\ O\left(\begin{array}{cc}|zx_\nu |^{2\lambda _\nu }& 1\\ |zx_\nu |^{2\lambda _\nu }& 1\end{array}\right),& \text{as }zx_\nu \text{ from inside the lens.}\hfill \end{array}$$
(4.5)

We will work as follows. First, we construct a matrix valued function that satisfies conditions (a), (b) and (d) of the RH problem for $`P_{x_\nu }`$. For this purpose, we will transform (in Section 4.1) this RH problem into a RH problem for $`P_{x_\nu }^{(1)}`$ with constant jump matrices and construct (in Section 4.2) a solution of the RH problem for $`P_{x_\nu }^{(1)}`$. Afterwards, we will also consider (in Section 4.3) the matching condition (c) of the RH problem for $`P_{x_\nu }`$.

### 4.1 Transformation to a RH problem with constant jump matrices

Since $`h`$ is analytic in $`U`$ with positive real part, the scalar function

$`W_{x_\nu }(z)`$ $`=`$ $`(1z)^{\alpha /2}(1+z)^{\beta /2}h^{1/2}(z){\displaystyle \underset{k=1}{\overset{\nu 1}{}}}(zx_k)^{\lambda _k}{\displaystyle \underset{l=\nu +1}{\overset{n_0}{}}}(x_lz)^{\lambda _l}`$ (4.8)
$`\times \{\begin{array}{cc}(zx_\nu )^{\lambda _\nu },\hfill & \text{for }z(K_{x_\nu }^lU)\text{,}\hfill \\ (x_\nu z)^{\lambda _\nu },\hfill & \text{for }z(K_{x_\nu }^rU)\text{,}\hfill \end{array}`$
is defined and analytic for $`zU(\mathrm{\Gamma }_{x_\nu })`$. Here, we recall that $`K_{x_\nu }^l`$ and $`K_{x_\nu }^r`$ are the sets of all points on the left, respectively right, of $`\mathrm{\Gamma }_{x_\nu }`$. We seek $`P_{x_\nu }`$ in the form

$$P_{x_\nu }(z)=E_{n,x_\nu }(z)P_{x_\nu }^{(1)}(z)W_{x_\nu }(z)^{\sigma _3}\phi (z)^{n\sigma _3},$$
(4.9)
where the matrix valued function $`E_{n,x_\nu }`$ is analytic in a neighborhood of $`U_{\delta ,x_\nu }`$, and $`E_{n,x_\nu }`$ will be determined (in Section 4.3) so that the matching condition (c) of the RH problem for $`P_{x_\nu }`$ is satisfied.

Since $`P_{x_\nu }`$ has jumps on $`\mathrm{\Sigma }U_{\delta ,x_\nu }`$, and since $`W_{x_\nu }`$ has a jump on $`\mathrm{\Gamma }_{x_\nu }U`$, the matrix valued function $`P_{x_\nu }^{(1)}`$ has jumps on the contour

$$\mathrm{\Sigma }_{x_\nu }=(\mathrm{\Sigma }\mathrm{\Gamma }_{x_\nu })U_{\delta ,x_\nu },$$

see Figure 4. The contour $`\mathrm{\Sigma }_{x_\nu }`$ consists of 8 parts, which we denote by $`\mathrm{\Sigma }_1,\mathrm{},\mathrm{\Sigma }_8`$, as shown in Figure 4. We write

$$\mathrm{\Sigma }_{x_\nu }^o=\mathrm{\Sigma }_{x_\nu }\{x_\nu \},\text{and}\mathrm{\Sigma }_k^o=\mathrm{\Sigma }_k\{x_\nu \},\text{for }k=1,\mathrm{},8\text{.}$$

In order to determine the jump matrices for $`P_{x_\nu }^{(1)}`$ we need some information about the scalar function $`W_{x_\nu }`$. Write

$$\begin{array}{cc}K_{x_\nu }^\mathrm{I}=K_{x_\nu }^r_+,\hfill & K_{x_\nu }^{\mathrm{II}}=K_{x_\nu }^l_+,\hfill \\ K_{x_\nu }^{\mathrm{III}}=K_{x_\nu }^l_{},\hfill & K_{x_\nu }^{\mathrm{IV}}=K_{x_\nu }^r_{}.\hfill \end{array}$$

So, the sets $`K_{x_\nu }^I,\mathrm{},K_{x_\nu }^{IV}`$ divide the complex plane into four regions divided by the real axis and the contour $`\mathrm{\Gamma }_{x_\nu }`$. By (3.4) and (4.8), we have for $`z(K_{x_{\nu 1}}^rK_{x_{\nu +1}}^l)U`$,

$$W_{x_\nu }^2(z)=\{\begin{array}{cc}w(z)e^{2\pi i\lambda _\nu },\hfill & \text{if }zK_{x_\nu }^\mathrm{I}K_{x_\nu }^{\mathrm{III}}\text{,}\hfill \\ w(z)e^{2\pi i\lambda _\nu },\hfill & \text{if }zK_{x_\nu }^{\mathrm{II}}K_{x_\nu }^{\mathrm{IV}}\text{.}\hfill \end{array}$$
(4.10)
Here, we recall that $`K_{x_0}^r=K_{x_{n_0+1}}^l=`$. From this we see that

$$W_{x_\nu ,+}(x)W_{x_\nu ,}(x)=w(x),\text{for }x(x_{\nu 1},x_{\nu +1})\{x_\nu \}\text{.}$$
(4.11)
By (4.8) we have on the contour $`\mathrm{\Gamma }_{x_\nu }`$,

$$W_{x_\nu ,+}(z)W_{x_\nu ,}(z)^1=e^{\lambda _\nu \pi i},\text{for }z\mathrm{\Gamma }_{x_\nu }U\text{.}$$
(4.12)
We now have enough information about $`W_{x_\nu }`$ to determine the jump matrices for $`P_{x_\nu }^{(1)}`$. First, we determine the jump matrix on the lips of the lens. By (4.1), (4.9) and (4.10) the matrix valued function $`P_{x_\nu }^{(1)}`$ should satisfy on $`\mathrm{\Sigma }_2^o\mathrm{\Sigma }_4^o\mathrm{\Sigma }_6^o\mathrm{\Sigma }_8^o`$ the jump relation

$`P_{x_\nu ,+}^{(1)}(z)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(z)\phi (z)^{n\sigma _3}W_{x_\nu }(z)^{\sigma _3}\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right)W_{x_\nu }(z)^{\sigma _3}\phi (z)^{n\sigma _3}`$ (4.13)
$`=`$ $`P_{x_\nu ,}^{(1)}(z)\left(\begin{array}{cc}1& 0\\ w(z)^1W_{x_\nu }^2(z)& 1\end{array}\right)`$
$`=`$ $`P_{x_\nu ,}^{(1)}(z)\left(\begin{array}{cc}1& 0\\ e^{\pm 2\pi i\lambda _\nu }& 1\end{array}\right),`$
where in $`e^{\pm 2\pi i\lambda _\nu }`$ the $`+`$ sign holds for $`z\mathrm{\Sigma }_4^o\mathrm{\Sigma }_8^o`$ and the $``$ sign for $`z\mathrm{\Sigma }_2^o\mathrm{\Sigma }_6^o`$.

Next, we determine the jump matrix on the interval. For $`x\mathrm{\Sigma }_1^o\mathrm{\Sigma }_5^o`$ we have by (4.2), (4.9), (4.11), and the fact that $`\phi _+(x)\phi _{}(x)=1`$,

$`P_{x_\nu ,+}^{(1)}(x)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(x)W_{x_\nu ,}(x)^{\sigma _3}\phi _{}(x)^{n\sigma _3}\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right)W_{x_\nu ,+}(x)^{\sigma _3}\phi _+(x)^{n\sigma _3}`$ (4.14)
$`=`$ $`P_{x_\nu ,}^{(1)}(x)\left(\begin{array}{cc}0& w(x)W_{x_\nu ,+}(x)^1W_{x_\nu ,}(x)^1\\ w(x)^1W_{x_\nu ,+}(x)W_{x_\nu ,}(x)& 0\end{array}\right)`$
$`=`$ $`P_{x_\nu ,}^{(1)}(x)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).`$
And finally, we determine the jump matrix on the contour that goes vertically through $`x_\nu `$. For $`z\mathrm{\Sigma }_3^o\mathrm{\Sigma }_7^o`$ we have by (4.9) and (4.12),

$$P_{x_\nu ,+}^{(1)}(z)=P_{x_\nu ,}^{(1)}(z)W_{x_\nu ,}(z)^{\sigma _3}W_{x_\nu ,+}(z)^{\sigma _3}=P_{x_\nu ,}^{(1)}(z)e^{\lambda _\nu \pi i\sigma _3}.$$
(4.15)
We then see that we must look for a matrix valued function $`P_{x_\nu }^{(1)}`$ that satisfies the following RH problem.

#### RH problem for $`𝑷_{𝒙_𝝂}^{\mathbf{(}\mathrm{𝟏}\mathbf{)}}`$:

1. $`P_{x_\nu }^{(1)}(z)`$ is defined and analytic for $`zU_{\delta _0,x_\nu }(\mathrm{\Sigma }\mathrm{\Gamma }_{x_\nu })`$ for some $`\delta _0>\delta `$.
2. $`P_{x_\nu }^{(1)}(z)`$ satisfies the following jump relations on $`\mathrm{\Sigma }_{x_\nu }^o`$:

$`P_{x_\nu ,+}^{(1)}(x)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(x)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\text{for }x\mathrm{\Sigma }_1^o\mathrm{\Sigma }_5^o\text{,}`$ (4.16)
$`P_{x_\nu ,+}^{(1)}(z)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(z)\left(\begin{array}{cc}1& 0\\ e^{2\pi i\lambda _\nu }& 1\end{array}\right),\text{for }z\mathrm{\Sigma }_2^o\mathrm{\Sigma }_6^o\text{,}`$ (4.17)
$`P_{x_\nu ,+}^{(1)}(z)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(z)e^{\lambda _\nu \pi i\sigma _3},\text{for }z\mathrm{\Sigma }_3^o\mathrm{\Sigma }_7^o\text{,}`$ (4.18)
$`P_{x_\nu ,+}^{(1)}(z)`$ $`=`$ $`P_{x_\nu ,}^{(1)}(z)\left(\begin{array}{cc}1& 0\\ e^{2\pi i\lambda _\nu }& 1\end{array}\right),\text{for }z\mathrm{\Sigma }_4^o\mathrm{\Sigma }_8^o\text{.}`$ (4.19)
3. For $`\lambda _\nu <0`$, $`P_{x_\nu }^{(1)}(z)`$ has the following behavior as $`zx_\nu `$:

$$P_{x_\nu }^{(1)}(z)=O\left(\begin{array}{cc}|zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\\ |zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\end{array}\right),\text{as }zx_\nu \text{.}$$
(4.20)
For $`\lambda _\nu >0`$, $`P_{x_\nu }^{(1)}(z)`$ has the following behavior as $`zx_\nu `$:

$$P_{x_\nu }^{(1)}(z)=\{\begin{array}{cc}O\left(\begin{array}{cc}|zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\\ |zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\end{array}\right),& \text{as }zx_\nu \text{ from outside the lens,}\hfill \\ O\left(\begin{array}{cc}|zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\\ |zx_\nu |^{\lambda _\nu }& |zx_\nu |^{\lambda _\nu }\end{array}\right),& \text{as }zx_\nu \text{ from inside the lens.}\hfill \end{array}$$
(4.21)

###### Remark 4.1

Condition (c) follows from condition (d) of the RH problem for $`P_{x_\nu }`$, since

$$P_{x_\nu }(z)=E_{n,x_\nu }(z)P_{x_\nu }^{(1)}(z)W_{x_\nu }(z)^{\sigma _3}\phi (z)^{n\sigma _3},$$

where $`\phi (z)`$ is bounded and bounded away from 0 near $`z=x_\nu `$, and where $`W_{x_\nu }(z)`$ behaves like $`c|zx_\nu |^{\lambda _\nu }`$ as $`zx_\nu `$, with a non-zero constant $`c`$.

### 4.2 Construction of $`P_{x_\nu }^{(1)}`$

The construction of $`P_{x_\nu }^{(1)}`$ is based upon an auxiliary RH problem for $`\mathrm{\Psi }_\lambda `$ in the $`\zeta `$-plane with jumps on the contour $`\mathrm{\Sigma }_\mathrm{\Psi }=_{i=1}^8\mathrm{\Gamma }_i`$ consisting of eight straight rays, oriented as in Figure 5, which divides the complex plane into eight regions I–VIII, also shown in Figure 5. We let $`\lambda >1/2`$.

#### RH problem for $`𝚿_𝝀`$:

1. $`\mathrm{\Psi }_\lambda (\zeta )`$ is analytic for $`\zeta \mathrm{\Sigma }_\mathrm{\Psi }`$.
2. $`\mathrm{\Psi }_\lambda (\zeta )`$ satisfies the following jump relations on $`\mathrm{\Sigma }_\mathrm{\Psi }`$:

$`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ $`=`$ $`\mathrm{\Psi }_{\lambda ,}(\zeta )\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\text{for }\zeta \mathrm{\Gamma }_1\mathrm{\Gamma }_5\text{,}`$ (4.22)
$`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ $`=`$ $`\mathrm{\Psi }_{\lambda ,}(\zeta )\left(\begin{array}{cc}1& 0\\ e^{2\pi i\lambda }& 1\end{array}\right),\text{for }\zeta \mathrm{\Gamma }_2\mathrm{\Gamma }_6\text{,}`$ (4.23)
$`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ $`=`$ $`\mathrm{\Psi }_{\lambda ,}(\zeta )e^{\lambda \pi i\sigma _3},\text{for }\zeta \mathrm{\Gamma }_3\mathrm{\Gamma }_7\text{,}`$ (4.24)
$`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ $`=`$ $`\mathrm{\Psi }_{\lambda ,}(\zeta )\left(\begin{array}{cc}1& 0\\ e^{2\pi i\lambda }& 1\end{array}\right),\text{for }\zeta \mathrm{\Gamma }_4\mathrm{\Gamma }_8\text{.}`$ (4.25)
3. For $`\lambda <0`$, $`\mathrm{\Psi }_\lambda (\zeta )`$ has the following behavior as $`\zeta 0`$:

$$\mathrm{\Psi }_\lambda (\zeta )=O\left(\begin{array}{cc}|\zeta |^\lambda & |\zeta |^\lambda \\ |\zeta |^\lambda & |\zeta |^\lambda \end{array}\right),\text{as }\zeta 0\text{.}$$
(4.26)
For $`\lambda >0`$, $`\mathrm{\Psi }_\lambda (\zeta )`$ has the following behavior as $`\zeta 0`$:

$$\mathrm{\Psi }_{\lambda _\nu }(\zeta )=\{\begin{array}{cc}O\left(\begin{array}{cc}|\zeta |^\lambda & |\zeta |^\lambda \\ |\zeta |^\lambda & |\zeta |^\lambda \end{array}\right),& \text{as }\zeta 0\text{ for }\zeta \text{ II, III, VI, VII,}\hfill \\ O\left(\begin{array}{cc}|\zeta |^\lambda & |\zeta |^\lambda \\ |\zeta |^\lambda & |\zeta |^\lambda \end{array}\right),& \text{as }\zeta 0\text{ for }\zeta \text{ I, IV, V, VIII.}\hfill \end{array}$$
(4.27)

We construct a solution $`\mathrm{\Psi }_\lambda `$ of this RH problem out of the modified Bessel functions $`I_{\lambda \pm 1/2}`$ and $`K_{\lambda \pm 1/2}`$, and out of the Hankel functions $`H_{\lambda \pm 1/2}^{(1)}`$ and $`H_{\lambda \pm 1/2}^{(2)}`$. For $`\zeta `$ I, we define $`\mathrm{\Psi }_\lambda (\zeta )`$ by

$$\mathrm{\Psi }_\lambda (\zeta )=\frac{1}{2}\sqrt{\pi }\zeta ^{1/2}\left(\begin{array}{cc}H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )& iH_{\lambda +\frac{1}{2}}^{(1)}(\zeta )\\ H_{\lambda \frac{1}{2}}^{(2)}(\zeta )& iH_{\lambda \frac{1}{2}}^{(1)}(\zeta )\end{array}\right)e^{(\lambda +\frac{1}{4})\pi i\sigma _3}.$$
(4.28)
For $`\zeta `$ II, by

$$\mathrm{\Psi }_\lambda (\zeta )=\left(\begin{array}{cc}\sqrt{\pi }\zeta ^{1/2}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{1}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\\ i\sqrt{\pi }\zeta ^{1/2}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{i}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\end{array}\right)e^{\frac{1}{2}\lambda \pi i\sigma _3}.$$
(4.29)
For $`\zeta `$ III, by

$$\mathrm{\Psi }_\lambda (\zeta )=\left(\begin{array}{cc}\sqrt{\pi }\zeta ^{1/2}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{1}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\\ i\sqrt{\pi }\zeta ^{1/2}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{i}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\end{array}\right)e^{\frac{1}{2}\lambda \pi i\sigma _3}.$$
(4.30)
For $`\zeta `$ IV, by

$$\mathrm{\Psi }_\lambda (\zeta )=\frac{1}{2}\sqrt{\pi }(\zeta )^{1/2}\left(\begin{array}{cc}iH_{\lambda +\frac{1}{2}}^{(1)}(\zeta )& H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )\\ iH_{\lambda \frac{1}{2}}^{(1)}(\zeta )& H_{\lambda \frac{1}{2}}^{(2)}(\zeta )\end{array}\right)e^{(\lambda +\frac{1}{4})\pi i\sigma _3}.$$
(4.31)
For $`\zeta `$ V, by

$$\mathrm{\Psi }_\lambda (\zeta )=\frac{1}{2}\sqrt{\pi }(\zeta )^{1/2}\left(\begin{array}{cc}H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )& iH_{\lambda +\frac{1}{2}}^{(1)}(\zeta )\\ H_{\lambda \frac{1}{2}}^{(2)}(\zeta )& iH_{\lambda \frac{1}{2}}^{(1)}(\zeta )\end{array}\right)e^{(\lambda +\frac{1}{4})\pi i\sigma _3}.$$
(4.32)
For $`\zeta `$ VI, by

$$\mathrm{\Psi }_\lambda (\zeta )=\left(\begin{array}{cc}i\sqrt{\pi }\zeta ^{1/2}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{i}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\\ \sqrt{\pi }\zeta ^{1/2}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{1}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\end{array}\right)e^{\frac{1}{2}\lambda \pi i\sigma _3}.$$
(4.33)
For $`\zeta `$ VII, by

$$\mathrm{\Psi }_\lambda (\zeta )=\left(\begin{array}{cc}i\sqrt{\pi }\zeta ^{1/2}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{i}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\\ \sqrt{\pi }\zeta ^{1/2}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})& \frac{1}{\sqrt{\pi }}\zeta ^{1/2}K_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})\end{array}\right)e^{\frac{1}{2}\lambda \pi i\sigma _3}.$$
(4.34)
And finally, for $`\zeta `$ VIII, we define it by

$$\mathrm{\Psi }_\lambda (\zeta )=\frac{1}{2}\sqrt{\pi }\zeta ^{1/2}\left(\begin{array}{cc}iH_{\lambda +\frac{1}{2}}^{(1)}(\zeta )& H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )\\ iH_{\lambda \frac{1}{2}}^{(1)}(\zeta )& H_{\lambda \frac{1}{2}}^{(2)}(\zeta )\end{array}\right)e^{(\lambda +\frac{1}{4})\pi i\sigma _3}.$$
(4.35)
###### Theorem 4.2

The matrix valued function $`\mathrm{\Psi }_\lambda `$, defined by (4.28)–(4.35), is a solution of the RH problem for $`\mathrm{\Psi }_\lambda `$.

* The functions $`I_{\lambda \pm 1/2},K_{\lambda \pm 1/2},H_{\lambda \pm 1/2}^{(1)}`$ and $`H_{\lambda \pm 1/2}^{(2)}`$ are defined and analytic in the complex plane with a branch cut along the negative real axis. So, the matrix valued function $`\mathrm{\Psi }_\lambda `$ defined by (4.28)–(4.35) is analytic in the respective regions, and condition (a) of the RH problem is therefore satisfied. Condition (c) follows easily from \[1, formulas 9.1.9, 9.6.7 and 9.6.9\]. So, it remains to prove that jump conditions (4.22)–(4.25) are satisfied.

Jump conditions (4.22) and (4.24): By inspection, it is easy to see that these jump conditions are satisfied.

Jump condition (4.23) for $`\zeta \mathrm{\Gamma }_2`$: We use (4.29) to evaluate $`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ and (4.28) to evaluate $`\mathrm{\Psi }_{\lambda ,}(\zeta )`$. From (4.28) and \[1, formulas 9.1.3, 9.1.4 and 9.6.3\], the 1,1-entry and the 2,1-entry on the right of (4.23) are equal to

$`\mathrm{\Psi }_{\lambda ,11,}(\zeta )+e^{2\pi i\lambda }\mathrm{\Psi }_{\lambda ,12,}(\zeta )`$ (4.36)
$`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )+{\displaystyle \frac{1}{2}}\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda +\frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}J_{\lambda +\frac{1}{2}}(\zeta )`$
$`=`$ $`\sqrt{\pi }\zeta ^{1/2}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})e^{\frac{1}{2}\lambda \pi i},`$
and

$`\mathrm{\Psi }_{\lambda ,21,}(\zeta )+e^{2\pi i\lambda }\mathrm{\Psi }_{\lambda ,22,}(\zeta )`$ (4.37)
$`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda \frac{1}{2}}^{(2)}(\zeta )+{\displaystyle \frac{1}{2}}\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda \frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`\sqrt{\pi }\zeta ^{1/2}e^{(\lambda +\frac{1}{4})\pi i}J_{\lambda \frac{1}{2}}(\zeta )`$
$`=`$ $`i\sqrt{\pi }\zeta ^{1/2}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})e^{\frac{1}{2}\lambda \pi i},`$
respectively. By (4.29) we then see that the first columns of both sides of (4.23) agree. From (4.28), (4.29) and \[1, formula 9.6.4\], the second columns of both sides of (4.23) agree as well.

Jump condition (4.23) for $`\zeta \mathrm{\Gamma }_6`$: We use (4.32) to evaluate $`\mathrm{\Psi }_{\lambda ,+}(\zeta )`$ and (4.33) to evaluate $`\mathrm{\Psi }_{\lambda ,}(\zeta )`$. Since $`\zeta =\zeta e^{\pi i}`$, we have, from (4.33) and \[1, formula 9.6.4\], that the 1,2-entry and the 2,2-entry on the right of (4.23) are equal to

$$\mathrm{\Psi }_{\lambda ,12,}(\zeta )=\frac{i}{\sqrt{\pi }}\zeta ^{1/2}e^{\frac{1}{2}\lambda \pi i}K_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})=\frac{i}{2}\sqrt{\pi }(\zeta )^{1/2}H_{\lambda +\frac{1}{2}}^{(1)}(\zeta )e^{(\lambda +\frac{1}{4})\pi i},$$
(4.38)
and

$$\mathrm{\Psi }_{\lambda ,22,}(\zeta )=\frac{1}{\sqrt{\pi }}\zeta ^{1/2}e^{\frac{1}{2}\lambda \pi i}K_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})=\frac{i}{2}\sqrt{\pi }(\zeta )^{1/2}H_{\lambda \frac{1}{2}}^{(1)}(\zeta )e^{(\lambda +\frac{1}{4})\pi i},$$
(4.39)
respectively. So, by (4.32) we see that the second columns of both sides of (4.23) agree. Since $`\zeta =\zeta e^{\pi i}`$ we have, from (4.33), (4.38), (4.39) and \[1, formulas 9.1.3, 9.1.4 and 9.6.3\], that the 1,1-entry and the 2,1-entry on the right of (4.23) are equal to

$`\mathrm{\Psi }_{\lambda ,11,}(\zeta )+e^{2\pi i\lambda }\mathrm{\Psi }_{\lambda ,12,}(\zeta )`$ (4.40)
$`=`$ $`\sqrt{\pi }(\zeta )^{1/2}e^{\frac{1}{2}\lambda \pi i}I_{\lambda +\frac{1}{2}}(\zeta e^{\frac{\pi i}{2}})+{\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda +\frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}J_{\lambda +\frac{1}{2}}(\zeta )+{\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda +\frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}H_{\lambda +\frac{1}{2}}^{(2)}(\zeta )e^{(\lambda +\frac{1}{4})\pi i},`$
and

$`\mathrm{\Psi }_{\lambda ,21,}(\zeta )+e^{2\pi i\lambda }\mathrm{\Psi }_{\lambda ,22,}(\zeta )`$ (4.41)
$`=`$ $`i\sqrt{\pi }(\zeta )^{1/2}e^{\frac{1}{2}\lambda \pi i}I_{\lambda \frac{1}{2}}(\zeta e^{\frac{\pi i}{2}}){\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda \frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}J_{\lambda \frac{1}{2}}(\zeta ){\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}e^{(\lambda +\frac{1}{4})\pi i}H_{\lambda \frac{1}{2}}^{(1)}(\zeta )`$
$`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\pi }(\zeta )^{1/2}H_{\lambda \frac{1}{2}}^{(2)}(\zeta )e^{(\lambda +\frac{1}{4})\pi i},`$
respectively. By (4.32) we then see that the first columns of both sides of (4.23) agree as well. We now have proven that jump condition (4.23) is satisfied.

Jump condition (4.25): Similarly, we can prove that this jump condition is also satisfied. Here, we also use \[1, formula 9.1.35\], and the details are left to the reader. This implies that the theorem is proved. $`\mathrm{}`$

Now, we explain how we get $`P_{x_\nu }^{(1)}`$ out of the solution $`\mathrm{\Psi }_{\lambda _\nu }`$ (depending on the parameter $`\lambda _\nu `$) of the RH problem for $`\mathrm{\Psi }_{\lambda _\nu }`$. We make use of the following scalar function,

$$f_{x_\nu }(z)=\{\begin{array}{cc}i\mathrm{log}\phi (z)i\mathrm{log}\phi _+(x_\nu ),\hfill & \text{for }\mathrm{Im}z>0\text{,}\hfill \\ i\mathrm{log}\phi (z)i\mathrm{log}\phi _+(x_\nu ),\hfill & \text{for }\mathrm{Im}z<0\text{,}\hfill \end{array}$$
(4.42)
which is defined and analytic for $`z`$. For $`x(1,1)`$ we have, since $`\phi _+(x)\phi _{}(x)=1`$, that $`f_{x_\nu ,+}(x)=f_{x_\nu ,}(x)`$, so that $`f_{x_\nu }`$ is also analytic across the interval $`(1,1)`$. The behavior of $`f_{x_\nu }`$ near $`x_\nu `$ is

$$f_{x_\nu }(z)=\frac{1}{\sqrt{1x_\nu ^2}}(zx_\nu )+O\left((zx_\nu )^2\right),\text{as }zx_\nu \text{.}$$

Since $`f_{x_\nu }`$ is analytic near $`x_\nu `$, and since $`f^{}(x_\nu )0`$, the scalar function $`f_{x_\nu }`$ is a one-to-one conformal mapping on a neighborhood of $`x_\nu `$. So, if we choose $`\delta >0`$ sufficiently small, $`f_{x_\nu }`$ is a one-to-one conformal mapping on $`U_{\delta ,x_\nu }`$ and the image of $`U_{\delta ,x_\nu }`$ under the mapping $`\zeta =f_{x_\nu }`$ is convex.

For $`x(1,1)`$ we have by (4.42) that $`f_{x_\nu }(x)=\mathrm{arccos}(x_\nu )\mathrm{arccos}x`$. So, $`f_{x_\nu }(x)`$ is real for $`x(1,1)`$. If $`x>x_\nu `$ we have $`f_{x_\nu }(x)>0`$, and if $`x<x_\nu `$ we have $`f_{x_\nu }(x)<0`$. Since $`f_{x_\nu }`$ is a conformal mapping, this implies that $`f_{x_\nu }`$ maps $`U_{\delta ,x_\nu }_+`$ one-to-one onto $`f_{x_\nu }(U_{\delta ,x_\nu })_+`$, and $`U_{\delta ,x_\nu }_{}`$ one-to-one onto $`f_{x_\nu }(U_{\delta ,x_\nu })_{}`$.

We now come back to the special choice of the contour $`\mathrm{\Gamma }_{x_\nu }`$, which we used to continuate our weight analytically, see Section 3.2. For $`z\mathrm{\Gamma }_{x_\nu }_+`$ we have $`\mathrm{arg}\phi (z)=\mathrm{arccos}x_\nu `$, by construction of $`\mathrm{\Gamma }_{x_\nu }`$, and for $`z\mathrm{\Gamma }_{x_\nu }_{}`$ we have $`\mathrm{arg}\phi (z)=\mathrm{arccos}x_\nu `$. By (4.42) we then have $`\mathrm{Re}f_{x_\nu }(z)=0`$, for $`z\mathrm{\Gamma }_{x_\nu }`$. This implies that the image of the contour $`\mathrm{\Gamma }_{x_\nu }`$ under the mapping $`\zeta =f_{x_\nu }`$ is the imaginary axis, which explains our choice of $`\mathrm{\Gamma }_{x_\nu }`$.

We remember that the contour $`\mathrm{\Sigma }_{x_\nu }`$ was not yet completely defined. Now, we define the contours $`\mathrm{\Sigma }_2\mathrm{\Sigma }_4\mathrm{\Sigma }_6\mathrm{\Sigma }_8`$ as the preimages of the parts of the corresponding rays $`\mathrm{\Gamma }_2\mathrm{\Gamma }_4\mathrm{\Gamma }_6\mathrm{\Gamma }_8`$ in $`f_{x_\nu }(U_{\delta ,x_\nu })`$ under the mapping $`\zeta =f_{x_\nu }(z)`$, see Figure 6. We then have immediately that we can define

$$P_{x_\nu }^{(1)}(z)=\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z)),$$
(4.43)
and $`P_{x_\nu }^{(1)}`$ will solve the RH problem for $`P_{x_\nu }^{(1)}`$.

###### Remark 4.3

We can use any one-to-one conformal mapping on $`U_{\delta ,x_\nu }`$ to construct $`P_{x_\nu }^{(1)}`$ out of $`\mathrm{\Psi }_{\lambda _\nu }`$. However, we have to choose it so as to compensate for the factor $`\phi (z)^{n\sigma _3}`$ in (4.9). In the next section we will see that our choice of conformal mapping will do the job.

### 4.3 Construction of $`E_{n,x_\nu }`$

We recall that for every matrix valued function $`E_{n,x_\nu }`$ analytic in a neighborhood of $`U_{\delta ,x_\nu }`$, the matrix valued function $`P_{x_\nu }`$ given by

$$P_{x_\nu }(z)=E_{n,x_\nu }(z)\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))W_{x_\nu }(z)^{\sigma _3}\phi (z)^{n\sigma _3},$$
(4.44)
satisfies conditions (a), (b) and (d) of the RH problem for $`P_{x_\nu }`$. In this section we want to determine $`E_{n,x_\nu }`$ so that the matching condition (c) is satisfied as well. To this end we need to know the asymptotic behavior of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity, and use this to determine $`E_{n,x_\nu }`$. At the end of this section we also show that $`E_{n,x_\nu }`$ is analytic in a neighborhood of $`U_{\delta ,x_\nu }`$, so that the parametrix $`P_{x_\nu }`$ is completely defined.

In order to determine the asymptotic behavior of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity, we insert the behavior of the Bessel functions at infinity into the matrix valued function $`\mathrm{\Psi }_{\lambda _\nu }`$, given by (4.28)–(4.35). See \[1, formulas 9.7.1–9.7.4\] for the behavior of the modified Bessel functions at infinity, and \[1, formulas 9.2.7–9.2.10\] for the behavior of the Hankel functions at infinity. Then, a straightforward calculation gives us the asymptotic behavior of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity. The behavior is different in each quadrant. For the upper half-plane we find as $`\zeta \mathrm{}`$,

$$\mathrm{\Psi }_{\lambda _\nu }(\zeta )=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+O\left(\frac{1}{\zeta }\right)\right]e^{\frac{\pi i}{4}\sigma _3}e^{i\zeta \sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},$$
(4.45)
uniformly for $`\zeta `$ in the first quadrant, and

$$\mathrm{\Psi }_{\lambda _\nu }(\zeta )=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+O\left(\frac{1}{\zeta }\right)\right]e^{\frac{\pi i}{4}\sigma _3}e^{i\zeta \sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},$$
(4.46)
uniformly for $`\zeta `$ in the second quadrant. For the lower half-plane we find as $`\zeta \mathrm{}`$,

$$\mathrm{\Psi }_{\lambda _\nu }(\zeta )=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+O\left(\frac{1}{\zeta }\right)\right]e^{\frac{\pi i}{4}\sigma _3}e^{i\zeta \sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$
(4.47)
uniformly for $`\zeta `$ in the third quadrant, and

$$\mathrm{\Psi }_{\lambda _\nu }(\zeta )=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+O\left(\frac{1}{\zeta }\right)\right]e^{\frac{\pi i}{4}\sigma _3}e^{i\zeta \sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$
(4.48)
uniformly for $`\zeta `$ in the fourth quadrant.

Now, we use the asymptotic behavior (4.45)–(4.48) of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity to determine $`E_{n,x_\nu }`$. We explain this only for the region $`U_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$. The other cases are similar and the details are left to the reader. For $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$ we have, since $`f_{x_\nu }`$ is a one-to-one conformal mapping on $`U_{\delta ,x_\nu }`$, that $`nf_{x_\nu }(z)`$ lies in the first quadrant, cf. Figure 6. So, we may use (4.45) to evaluate the asymptotic behavior of $`\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))`$ as $`n\mathrm{}`$. Since $`\mathrm{Im}z>0`$, we have by (4.42),

$$e^{inf_{x_\nu }(z)}=\phi _+(x_\nu )^n\phi (z)^n.$$

Using (4.44) and (4.45) we then find

$`P_{x_\nu }(z)N^1(z)`$ $`=`$ $`E_{n,x_\nu }(z){\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+O\left({\displaystyle \frac{1}{n}}\right)\right]`$
$`\times e^{\frac{\pi i}{4}\sigma _3}\phi _+(x_\nu )^{n\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}W_{x_\nu }(z)^{\sigma _3}N^1(z),`$
as $`n\mathrm{}`$, uniformly for $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$. So, in order that the matching condition is satisfied we define for $`zUK_{x_\nu }^\mathrm{I}`$,

$$E_{n,x_\nu }(z)=N(z)W_{x_\nu }(z)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}\phi _+(x_\nu )^{n\sigma _3}e^{\frac{\pi i}{4}\sigma _3}\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right).$$
(4.49)
###### Remark 4.4

With this $`E_{n,x_\nu }`$ we see that

$`P_{x_\nu }(z)N^1(z)`$ $`=`$ $`N(z)W_{x_\nu }(z)^{\sigma _3}\phi _+(x_\nu )^{n\sigma _3}\left[I+O\left({\displaystyle \frac{1}{n}}\right)\right]`$
$`\times \phi _+(x_\nu )^{n\sigma _3}W_{x_\nu }(z)^{\sigma _3}N^1(z),`$
as $`n\mathrm{}`$, uniformly for $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$. Since $`|\phi _+(x_\nu )|=1`$, and since $`W_{x_\nu }`$ as well as all entries of $`N`$ are bounded and bounded away from 0 on $`U_{\delta ,x_\nu }`$, the matching condition is satisfied on $`U_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$.

Similarly, we use (4.42) and (4.44) together with the asymptotic behavior (4.46)–(4.48) of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity to determine $`E_{n,x_\nu }`$ in the other regions. Straightforward calculations then show that we have to define $`E_{n,x_\nu }(z)`$ for $`zU(\mathrm{\Gamma }_{x_\nu })`$ as

$$E_{n,x_\nu }(z)=E_\nu (z)\phi _+(x_\nu )^{n\sigma _3}e^{\frac{\pi i}{4}\sigma _3}\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right),$$
(4.50)
where the matrix valued function $`E_\nu (z)`$ does not depend on $`n`$, is analytic for $`zU(\mathrm{\Gamma }_{x_\nu })`$ and given by

$`E_\nu (z)`$ $`=`$ $`N(z)W_{x_\nu }(z)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},\text{for }zUK_{x_\nu }^\mathrm{I}\text{,}`$ (4.51)
$`E_\nu (z)`$ $`=`$ $`N(z)W_{x_\nu }(z)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},\text{for }zUK_{x_\nu }^{\mathrm{II}}\text{,}`$ (4.52)
$`E_\nu (z)`$ $`=`$ $`N(z)W_{x_\nu }(z)^{\sigma _3}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},\text{for }zUK_{x_\nu }^{\mathrm{III}}\text{,}`$ (4.53)
$`E_\nu (z)`$ $`=`$ $`N(z)W_{x_\nu }(z)^{\sigma _3}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},\text{for }zUK_{x_\nu }^{\mathrm{IV}}\text{.}`$ (4.54)
Now, everything is fine, except for the fact that $`E_{n,x_\nu }`$ is analytic in $`U(\mathrm{\Gamma }_{x_\nu })`$, but we want it to be analytic in a full neighborhood of $`x_\nu `$. This will be proven in the next proposition.

###### Proposition 4.5

The matrix valued function $`E_{n,x_\nu }`$ defined by (4.50)(4.54) is analytic in $`U((\mathrm{},x_{\nu 1}][x_{\nu +1},\mathrm{}))`$.

* By (4.50) it suffices to prove that $`E_\nu `$ is analytic in $`U((\mathrm{},x_{\nu 1}][x_{\nu +1},\mathrm{}))`$. We will check that $`E_\nu `$ has no jumps on $`(x_{\nu 1},x_{\nu +1})\{x_\nu \}`$ and $`(\mathrm{\Gamma }_{x_\nu }U)\{x_\nu \}`$, and in addition that the isolated singularity of $`E_\nu `$ at $`x_\nu `$ is removable. Let $`(x_{\nu 1},x_{\nu +1})`$ be oriented from the left to the right, and let $`\mathrm{\Gamma }_{x_\nu }U`$ be oriented so that it points away from $`x_\nu `$, cf. Figure 4.

For $`x(x_{\nu 1},x_\nu )`$ we use (4.52) to evaluate $`E_{\nu ,+}(x)`$ and (4.53) to evaluate $`E_{\nu ,}(x)`$. From (4.10) we have $`W_{x_\nu ,+}(x)=w(x)^{1/2}e^{\lambda _\nu \pi i}`$ and $`W_{x_\nu ,}(x)=w(x)^{1/2}e^{\lambda _\nu \pi i}`$. Therefore, by (3.15), (4.52) and (4.53),

$`E_{\nu ,+}(x)`$ $`=`$ $`N_{}(x)\left(\begin{array}{cc}0& w(x)\\ w(x)^1& 0\end{array}\right)w(x)^{\sigma _3/2}e^{\lambda _\nu \pi i\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}`$
$`=`$ $`N_{}(x)w(x)^{\sigma _3/2}e^{\lambda _\nu \pi i\sigma _3}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}`$
$`=`$ $`E_{\nu ,}(x).`$
Hence, $`E_\nu `$ is analytic across $`(x_{\nu 1},x_\nu )`$. Similarly, we have by (3.15), (4.10), (4.51) and (4.54) that $`E_\nu `$ is analytic across $`(x_\nu ,x_{\nu +1})`$ as well.

For $`z(\mathrm{\Gamma }_{x_\nu }U)_+`$ we use (4.52) to evaluate $`E_{\nu ,+}(z)`$ and (4.51) to evaluate $`E_{\nu ,}(z)`$. From (4.12) we have $`W_{x_\nu ,+}(z)W_{x_\nu ,}(z)^1=e^{\lambda _\nu \pi i}`$. Therefore, by (4.51) and (4.52),

$`E_{\nu ,+}(z)`$ $`=`$ $`N(z)W_{x_\nu ,+}(z)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}`$
$`=`$ $`E_{\nu ,}(z)e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}W_{x_\nu ,}(z)^{\sigma _3}W_{x_\nu ,+}(z)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}`$
$`=`$ $`E_{\nu ,}(z),`$
so that $`E_\nu `$ is analytic across $`(\mathrm{\Gamma }_{x_\nu }U)_+`$. Similarly, we have by (4.12), (4.53) and (4.54) that $`E_\nu `$ is analytic across $`(\mathrm{\Gamma }_{x_\nu }U)_{}`$ as well. We thus have proven that $`E_\nu `$ is analytic in $`U((\mathrm{},x_{\nu 1}][x_{\nu +1},\mathrm{})\{x_\nu \})`$.

It remains to prove that the isolated singularity of $`E_\nu `$ at $`x_\nu `$ is removable. We have by (3.17) and (4.8) that $`D(z)`$ behaves like $`c_1|zx_\nu |^{\lambda _\nu }`$ and $`W_{x_\nu }(z)`$ like $`c_2|zx_\nu |^{\lambda _\nu }`$ as $`zx_\nu `$, where $`c_1`$ and $`c_2`$ are non-zero constants. Therefore

$$\frac{W_{x_\nu }(z)}{D(z)}=O(1),\text{and}\frac{D(z)}{W_{x_\nu }(z)}=O(1),\text{as }zx_\nu \text{.}$$

So, by (3.18), each entry of $`N(z)W_{x_\nu }(z)^{\sigma _3}`$ remains bounded as $`zx_\nu `$. This implies by (4.51)–(4.54) that each entry of $`E_\nu `$ remains bounded as $`zx_\nu `$, so that the isolated singularity of $`E_\nu `$ at $`x_\nu `$ is removable. Therefore, the proposition is proved. $`\mathrm{}`$

This ends the construction of the local parametrix near $`x_\nu `$.

We recall that we also wanted the local parametrix $`P_{x_\nu }`$ to be invertible, see Remark 3.5. We will show that

$$detP_{x_\nu }1.$$
(4.55)
This is analogous as in \[16, Section 7\] and we will just give a sketch of the proof. Since $`E_{n,x_\nu }`$ is a product of four matrices all with determinant 1, see (4.50)–(4.54), it suffices to prove from (4.44) that $`det\mathrm{\Psi }_{\lambda _\nu }1`$. Using part (b) of the RH problem for $`\mathrm{\Psi }_{\lambda _\nu }`$ we find that $`det\mathrm{\Psi }_{\lambda _\nu }`$ is analytic in $`\{0\}`$. If we then use the behavior of $`\mathrm{\Psi }_{\lambda _\nu }`$ near $`0`$ stated in part (c) of the RH problem the isolated singularity of $`det\mathrm{\Psi }_{\lambda _\nu }`$ at $`0`$ has to be removable, so that $`det\mathrm{\Psi }_{\lambda _\nu }`$ is an entire function. Using the asymptotics of $`\mathrm{\Psi }_{\lambda _\nu }`$ at infinity given by (4.45)–(4.48) we have that $`det\mathrm{\Psi }_{\lambda _\nu }(\zeta )1`$ as $`\zeta \mathrm{}`$. By Liouville’s theorem we then have that $`det\mathrm{\Psi }_{\lambda _\nu }1`$, so that also $`detP_{x_\nu }1`$.

## 5 Asymptotics of the recurrence coefficients

In this section we will determine a complete asymptotic expansion of the recurrence coefficients $`a_n`$ and $`b_n`$ as $`n\mathrm{}`$. Recall that $`a_n`$ and $`b_n`$ have been formulated in terms of the solution of the RH problem for $`Y`$, see (2.7) and (2.8). The asymptotic analysis of the RH problem for $`Y`$ has been done in Section 3, and unfolding the series of transformations $`YTSR`$, see \[16, Section 9\] for details, we find

$$a_n^2=\underset{z\mathrm{}}{lim}\left(\frac{D_{\mathrm{}}^2}{2i}+zR_{12}(z;n,w)\right)\left(zR_{21}(z;n,w)+\frac{1}{2iD_{\mathrm{}}^2}\right),$$
(5.1)
and

$$b_n=\underset{z\mathrm{}}{lim}\left(zzR_{11}(z;n+1,w)R_{22}(z;n,w)\right).$$
(5.2)
###### Remark 5.1

We note that, see \[16, Lemma 8.3\],

$$R(z)I=O\left(\frac{1}{n|z|}\right),\text{as }n\mathrm{}\text{,}$$
(5.3)
uniformly for $`|z|2`$, where $``$ is any matrix norm. Inserting this into (5.1) and (5.2) we find the known asymptotic behavior of the recurrence coefficients, cf. ,

$$a_n=\frac{1}{2}+O(1/n),b_n=O(1/n),\text{as }n\mathrm{}\text{.}$$

In the rest of the paper we will develop the $`O(1/n)`$ terms into complete asymptotic expansions in powers of $`1/n`$.

In order to determine a complete asymptotic expansion of $`a_n`$ and $`b_n`$ we will work as follows. In Section 5.1, we will determine a complete asymptotic expansion of the jump matrix for $`R`$ in powers of $`1/n`$ as $`n\mathrm{}`$. As a result, we obtain in Section 5.2 a complete asymptotic expansion of $`R`$. The coefficients in this expansion can be calculated explicitly via residue calculus, and we will determine the order $`1/n`$ term. Finally, in Section 5.3 we will use this to prove Theorem 1.1.

### 5.1 Asymptotic expansion of $`\mathrm{\Delta }`$

Denote the jump matrix for $`R`$ as $`I+\mathrm{\Delta }`$. Then, from condition (c) of the RH problem for $`R`$,

$`\mathrm{\Delta }(z)`$ $`=`$ $`P_{x_\nu }(z)N^1(z)I,\text{for }zU_{\delta ,x_\nu }\text{ and }\nu =0,\mathrm{},n_0+1\text{,}`$ (5.4)
$`\mathrm{\Delta }(z)`$ $`=`$ $`N(z)\left(\begin{array}{cc}1& 0\\ w(z)^1\phi (z)^{2n}& 1\end{array}\right)N^1(z)I,\text{for }z\mathrm{\Sigma }_R(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })\text{.}`$ (5.5)
In this section we will show that $`\mathrm{\Delta }`$ has an asymptotic expansion in powers of $`1/n`$ of the form

$$\mathrm{\Delta }(z)\underset{k=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Delta }_k(z,n)}{n^k},\text{as }n\mathrm{}\text{,}$$
(5.6)
uniformly for $`z\mathrm{\Sigma }_R`$, and we will also determine the coefficients $`\mathrm{\Delta }_k(z,n)`$ explicitly.

###### Remark 5.2

The $`n`$-dependance of the coefficients in the expansion will come from the factor $`\phi _+(x_\nu )^{n\sigma _3}`$ in the parametrices near the algebraic singularities $`x_\nu `$.

On the lips of the lens, $`\mathrm{\Delta }`$ vanishes at an exponential rate, cf. \[16, Section 7\]. This implies for every $`k`$,

$$\mathrm{\Delta }_k(z,n)=0,\text{for }z\mathrm{\Sigma }_R(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })\text{.}$$
(5.7)
On the circles near $`\pm 1`$, the asymptotic expansion (5.6) of $`\mathrm{\Delta }`$ is known, see \[16, Section 8\]. The restriction of $`\mathrm{\Delta }_k(,n)`$ to $`U_{\delta ,1}U_{\delta ,1}`$ is given by \[16, (8.5) and (8.6)\] and does not depend on $`n`$. It has a meromorphic continuation to $`U_{\delta _0,1}U_{\delta _0,1}`$ for some $`\delta _0>\delta `$, with poles of order at most $`[(k+1)/2]`$ at $`\pm 1`$. For details we refer to \[16, Section 8\].

So, it remains to determine the asymptotic expansion of $`\mathrm{\Delta }`$ on the circles near the algebraic singularities. Fix $`\nu \{1,\mathrm{},n_0\}`$. By (4.44), (4.50) and (5.4), we have for $`zU_{\delta ,x_\nu }`$,

$`\mathrm{\Delta }(z)`$ $`=`$ $`E_\nu (z)\phi _+(x_\nu )^{n\sigma _3}e^{\frac{\pi i}{4}\sigma _3}{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)`$ (5.8)
$`\times \mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))\phi (z)^{n\sigma _3}W_{x_\nu }(z)^{\sigma _3}N^1(z)I.`$
Here, the matrix valued function $`\mathrm{\Psi }_{\lambda _\nu }`$ is constructed out of Bessel functions, which have a complete asymptotic expansion at infinity. This implies that $`\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))`$ also has a complete asymptotic expansion as $`n\mathrm{}`$. Inserting the asymptotic expansions of the modified Bessel functions at infinity \[1, formulas 9.7.1–9.7.4\] into (4.28), and the asymptotic expansions of the Hankel functions \[1, formulas 9.2.7–9.2.10\] into (4.29), we obtain

$`\mathrm{\Psi }_{\lambda _\nu }(\zeta )`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\left[I+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{i^k}{2^{k+1}\zeta ^k}}\left(\begin{array}{cc}(1)^ks_{\lambda _\nu ,k}& it_{\lambda _\nu ,k}\\ i(1)^kt_{\lambda _\nu ,k}& s_{\lambda _\nu ,k}\end{array}\right)\right]`$ (5.9)
$`\times e^{\frac{\pi i}{4}\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}e^{i\zeta \sigma _3},`$
as $`\zeta \mathrm{}`$, uniformly for $`\zeta `$ in the first quadrant. Here, the constants $`s_{\lambda _\nu ,k}`$ and $`t_{\lambda _\nu ,k}`$ are given by

$$s_{\lambda _\nu ,k}=(\lambda _\nu +\frac{1}{2},k)+(\lambda _\nu \frac{1}{2},k),t_{\lambda _\nu ,k}=(\lambda _\nu +\frac{1}{2},k)(\lambda _\nu \frac{1}{2},k),$$
(5.10)
where

$$(\nu ,k)=\frac{(4\nu ^21)(4\nu ^29)\mathrm{}(4\nu ^2(2k1)^2)}{2^{2k}k!}.$$

For $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$ we have, since $`f_{x_\nu }`$ is a one-to-one conformal mapping on $`U_{\delta ,x_\nu }`$ that $`nf_{x_\nu }(z)`$ lies in the first quadrant, see Figure 6. So, we may use (5.9) to determine the asymptotic expansion of $`\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))`$ as $`n\mathrm{}`$. Since $`\mathrm{Im}z>0`$ we have by (4.42),

$$e^{inf_{x_\nu }(z)}=\phi _+(x_\nu )^n\phi (z)^n.$$

Therefore, by (5.9),

$`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\mathrm{\Psi }_{\lambda _\nu }(nf_{x_\nu }(z))\phi (z)^{n\sigma _3}`$
$`\left[I+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{i^k}{2^{k+1}f_{x_\nu }(z)^kn^k}}\left(\begin{array}{cc}(1)^ks_{\lambda _\nu ,k}& it_{\lambda _\nu ,k}\\ i(1)^kt_{\lambda _\nu ,k}& s_{\lambda _\nu ,k}\end{array}\right)\right]e^{\frac{\pi i}{4}\sigma _3}\phi _+(x_\nu )^{n\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3},`$
as $`n\mathrm{}`$, uniformly for $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$. Inserting this into (5.8) we have by (4.51), and the fact that $`\phi _+(x_\nu )^n`$ remains bounded and bounded away from 0 as $`n\mathrm{}`$ (since $`|\phi _+(x_\nu )|=1`$),

$`\mathrm{\Delta }(z)`$ $``$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{i^k}{2^{k+1}f_{x_\nu }(z)^k}}E_\nu (z)\phi _+(x_\nu )^{n\sigma _3}\left(\begin{array}{cc}(1)^ks_{\lambda _\nu ,k}& t_{\lambda _\nu ,k}\\ (1)^kt_{\lambda _\nu ,k}& s_{\lambda _\nu ,k}\end{array}\right)`$ (5.11)
$`\times \phi _+(x_\nu )^{n\sigma _3}E_\nu ^1(z){\displaystyle \frac{1}{n^k}},`$
as $`n\mathrm{}`$, uniformly for $`zU_{\delta ,x_\nu }K_{x_\nu }^\mathrm{I}`$. Similarly, we find the same asymptotic expansion on the other regions of $`U_{\delta ,x_\nu }`$. The details are left to the reader. Thus, for $`zU_{\delta ,x_\nu }`$ the coefficients of the expansion (5.6) for $`\mathrm{\Delta }`$ are given by

$$\mathrm{\Delta }_k(z,n)=\frac{i^k}{2^{k+1}f_{x_\nu }(z)^k}E_\nu (z)\phi _+(x_\nu )^{n\sigma _3}\left(\begin{array}{cc}(1)^ks_{\lambda _\nu ,k}& t_{\lambda _\nu ,k}\\ (1)^kt_{\lambda _\nu ,k}& s_{\lambda _\nu ,k}\end{array}\right)\phi _+(x_\nu )^{n\sigma _3}E_\nu ^1(z).$$
(5.12)
###### Remark 5.3

These coefficients depend on $`n`$ through the factors $`\phi _+(x_\nu )^{\pm n\sigma _3}`$. Since $`|\phi _+(x_\nu )|=1`$, the coefficients $`\mathrm{\Delta }_k(z,n)`$ remain bounded as $`n\mathrm{}`$, which is necessary to get an asymptotic expansion of the form (5.6).

We note that $`f_{x_\nu }^k`$ is analytic in $`((\mathrm{},1][1,\mathrm{}))`$ except for a pole of order $`k`$ at $`x_\nu `$, see the discussion at the end of Section 4.2. From the proof of Proposition 4.5 and the fact that $`detE_\nu =1`$ we have that $`E_\nu `$ as well as $`E_\nu ^1`$ are analytic in $`U((\mathrm{},x_{\nu 1}][x_{\nu +1},\mathrm{}))`$. So, the restriction of $`\mathrm{\Delta }_k(,n)`$ to $`U_{\delta ,x_\nu }`$ has a meromorphic continuation to a neighborhood $`U_{\delta _0,x_\nu }`$ of $`x_\nu `$ for some $`\delta _0>\delta `$, with a pole of order $`k`$ at $`x_\nu `$.

### 5.2 Asymptotic expansion of $`R`$

We recall that $`\mathrm{\Delta }`$ possesses an asymptotic expansion in powers of $`1/n`$ of the form (5.6) with oscillatory terms in the expansion. Following the argument that leads to \[7, (4.115)\], this implies that $`R`$ itself possesses an asymptotic expansion in powers of $`1/n`$ given by

$$R(z;n,w)I+\underset{k=1}{\overset{\mathrm{}}{}}\frac{R_k(z,n)}{n^k},\text{as }n\mathrm{}\text{,}$$
(5.13)
uniformly for $`z\mathrm{\Sigma }_R`$. Here, for every $`k`$ and $`n`$,

$`R_k(,n)`$ is analytic in $`(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })`$, (5.14)
and

$$R_k(z,n)=O(1/z),\text{as }z\mathrm{}\text{.}$$
(5.15)
The $`n`$-dependance in the coefficients $`R_k(z,n)`$ arises through the oscillatory terms in the expansion of $`\mathrm{\Delta }`$.

We will now determine, similar as in \[16, Section 8\], the coefficient $`R_1(z,n)`$ explicitly. Expanding the jump relation $`R_+=R_{}(I+\mathrm{\Delta })`$, and collecting the terms with $`1/n`$ we have

$$R_{1,+}(s,n)R_{1,}(s,n)=\mathrm{\Delta }_1(s,n),\text{for }s_{\nu =0}^{n_0+1}U_{\delta ,x_\nu }\text{,}$$
(5.16)
which is, together with (5.14) and (5.15) an additive RH problem. This can easily be solved using the Sokhotskii-Plemelj formula, but in our case we can write down an explicit solution as follows. Since $`\mathrm{\Delta }_1(z,n)`$ is analytic in neighborhoods of $`z=\pm 1`$ and $`z=x_\nu `$ for $`\nu =1,\mathrm{}n_0`$, except for simple poles at those points, see Section 5.1, we can write

$$\mathrm{\Delta }_1(z,n)=\frac{A^{(1)}(n)}{z1}+O(1),\text{as }z1\text{,}\mathrm{\Delta }_1(z,n)=\frac{B^{(1)}(n)}{z+1}+O(1),\text{as }z1\text{,}$$

and

$$\mathrm{\Delta }_1(z,n)=\frac{C_\nu ^{(1)}(n)}{zx_\nu }+O(1),\text{as }zx_\nu \text{,}$$

for certain constant matrices $`A^{(1)}(n),B^{(1)}(n)`$ and $`C_\nu ^{(1)}(n)`$.

###### Remark 5.4

Since $`\mathrm{\Delta }_1(s,n)`$ is independent of $`n`$ for $`sU_{\delta ,1}U_{\delta ,1}`$, see Section 5.1, the residues $`A^{(1)}(n)`$ and $`B^{(1)}(n)`$ of $`\mathrm{\Delta }_1(z,n)`$ at $`z=1`$ and $`z=1`$, respectively, are also independent of $`n`$. The $`n`$-dependance of the residue $`C_\nu ^{(1)}(n)`$ at $`z=x_\nu `$ follows from the oscillatory terms $`\phi _+(x_\nu )^{\pm n\sigma _3}`$ in $`\mathrm{\Delta }_1(s,n)`$ near $`x_\nu `$, see (5.12).

By inspection we then see that

$$R_1(z,n)=\{\begin{array}{c}\frac{A^{(1)}(n)}{z1}+\frac{B^{(1)}(n)}{z+1}+\underset{\nu =1}{\overset{n_0}{}}\frac{C_\nu ^{(1)}(n)}{zx_\nu },\text{for }z(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })\text{,}\hfill \\ \frac{A^{(1)}(n)}{z1}+\frac{B^{(1)}(n)}{z+1}+\underset{\nu =1}{\overset{n_0}{}}\frac{C_\nu ^{(1)}(n)}{zx_\nu }\mathrm{\Delta }_1(z,n),\text{for }z_{\nu =0}^{n_0+1}U_{\delta ,x_\nu }\text{,}\hfill \end{array}$$
(5.17)
satisfies the additive RH problem (5.14)–(5.16). So, we need to determine the constant matrices $`A^{(1)}(n),B^{(1)}(n)`$ and $`C_\nu ^{(1)}(n)`$ for $`\nu =1,\mathrm{},n_0`$. For $`A^{(1)}(n)`$ and $`B^{(1)}(n)`$ we have found, see \[16, Section 8\],

$$A^{(1)}(n)=\frac{4\alpha ^21}{16}D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)D_{\mathrm{}}^{\sigma _3},$$
(5.18)
$$B^{(1)}(n)=\frac{4\beta ^21}{16}D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)D_{\mathrm{}}^{\sigma _3},$$
(5.19)
which is clearly independent of $`n`$. It remains to determine the residue $`C_\nu ^{(1)}(n)`$ of $`\mathrm{\Delta }_1(z,n)`$ at $`z=x_\nu `$, for every $`\nu =1,\mathrm{},n_0`$. Fix $`\nu \{1,\mathrm{},n_0\}`$. Since $`E_\nu (z)`$ and $`E_\nu ^1(z)`$ are analytic in a neighborhood of $`z=x_\nu `$, and since

$$f_{x_\nu }(z)^1=\sqrt{1x_\nu ^2}\frac{1}{zx_\nu }+O(1),\text{as }zx_\nu \text{,}$$

we have by (5.10) and (5.12) that the residue $`C_\nu ^{(1)}(n)`$ of $`\mathrm{\Delta }_1(z,n)`$ at $`z=x_\nu `$ is given by

$$C_\nu ^{(1)}(n)=\frac{i}{4}\sqrt{1x_\nu ^2}E_\nu (x_\nu )\phi _+(x_\nu )^{n\sigma _3}\left(\begin{array}{cc}2\lambda _\nu ^2& 2\lambda _\nu \\ 2\lambda _\nu & 2\lambda _\nu ^2\end{array}\right)\phi _+(x_\nu )^{n\sigma _3}E_\nu ^1(x_\nu ).$$
(5.20)
We want to simplify this expression. So, we need to find convenient expressions for $`E_\nu (x_\nu )`$ and $`E_\nu ^1(x_\nu )`$, and substitute these into (5.20). Since $`E_\nu `$ is analytic near $`x_\nu `$ we determine $`E_\nu (x_\nu )`$ by the following limit

$$E_\nu (x_\nu )=\underset{xx_\nu ;x}{lim}E_\nu (x)=\underset{xx_\nu ;x}{lim}E_{\nu ,+}(x).$$

Here, we take the limit from $`x`$ to $`x_\nu `$ on the real axis from the right. The last equality follows from the fact that $`E_\nu `$ has no jumps on $`(x_\nu ,x_{\nu +1})`$, see Proposition 4.5. From (3.18) and (4.51) we then find

$$E_\nu (x_\nu )=\underset{xx_\nu ;x}{lim}D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}\frac{a_+(x)+a_+(x)^1}{2}& \frac{a_+(x)a_+(x)^1}{2i}\\ \frac{a_+(x)a_+(x)^1}{2i}& \frac{a_+(x)+a_+(x)^1}{2}\end{array}\right)\left(\frac{W_{x_\nu ,+}(x)}{D_+(x)}\right)^{\sigma _3}e^{\frac{1}{2}\lambda _\nu \pi i\sigma _3}.$$
(5.21)
The Szegő function satisfies $`D_+(x)=\sqrt{w(x)}e^{i\psi _\nu (x)}`$ for $`x(x_\nu ,x_{\nu +1})`$, see Lemma 3.4, where $`\psi _\nu `$ is given by (3.21). By (4.10) we have $`W_{x_\nu ,+}(x)=\sqrt{w(x)}e^{\lambda _\nu \pi i}`$, so that by (1.6) and (3.21)

$$\underset{xx_\nu ;x}{lim}\frac{W_{x_\nu ,+}(x)}{D_+(x)}e^{\frac{1}{2}\lambda _\nu \pi i}=e^{i\psi _\nu (x_\nu )}e^{\frac{1}{2}\lambda _\nu \pi i}=e^{\frac{1}{2}\mathrm{\Phi }_\nu i}.$$

Inserting this into (5.21) and using the following identities, which hold for $`x(1,1)`$,

$$\frac{a_+(x)+a_+(x)^1}{2}=\frac{e^{\frac{\pi i}{4}}}{\sqrt{2}(1x^2)^{1/4}}\phi _+(x)^{1/2},$$

$$\frac{a_+(x)a_+(x)^1}{2i}=\frac{e^{\frac{\pi i}{4}}}{\sqrt{2}(1x^2)^{1/4}}i\phi _+(x)^{1/2},$$

we then find

$$E_\nu (x_\nu )=\frac{e^{\frac{\pi i}{4}}}{\sqrt{2}(1x_\nu ^2)^{1/4}}D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}\phi _+(x_\nu )^{1/2}& i\phi _+(x_\nu )^{1/2}\\ i\phi _+(x_\nu )^{1/2}& \phi _+(x_\nu )^{1/2}\end{array}\right)e^{\frac{1}{2}\mathrm{\Phi }_\nu i\sigma _3}.$$
(5.22)
Taking inverse, we find

$$E_\nu ^1(x_\nu )=\frac{e^{\frac{\pi i}{4}}}{\sqrt{2}(1x_\nu ^2)^{1/4}}e^{\frac{1}{2}\mathrm{\Phi }_\nu i\sigma _3}\left(\begin{array}{cc}\phi _+(x_\nu )^{1/2}& i\phi _+(x_\nu )^{1/2}\\ i\phi _+(x_\nu )^{1/2}& \phi _+(x_\nu )^{1/2}\end{array}\right)D_{\mathrm{}}^{\sigma _3}.$$
(5.23)
Now, we insert (5.22) and (5.23) into (5.20). Using the identity $`\phi _+(x_\nu )=\mathrm{exp}(i\mathrm{arccos}x_\nu )`$ we then find after a straightforward calculation that the residue $`C_\nu ^{(1)}(n)`$ of $`\mathrm{\Delta }_1(z,n)`$ at $`z=x_\nu `$ is given by

$$C_\nu ^{(1)}(n)=D_{\mathrm{}}^{\sigma _3}\left(\begin{array}{cc}C_{\nu ,11}(n)& C_{\nu ,12}(n)\\ C_{\nu ,21}(n)& C_{\nu ,11}(n)\end{array}\right)D_{\mathrm{}}^{\sigma _3},$$
(5.24)
where

$`C_{\nu ,11}(n)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\lambda _\nu ^2x_\nu +{\displaystyle \frac{1}{2}}\lambda _\nu \mathrm{sin}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right),`$ (5.25)
$`C_{\nu ,12}(n)`$ $`=`$ $`{\displaystyle \frac{i}{2}}\lambda _\nu ^2{\displaystyle \frac{i}{2}}\lambda _\nu x_\nu \mathrm{sin}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right)`$ (5.26)
$`{\displaystyle \frac{i}{2}}\lambda _\nu \sqrt{1x_\nu ^2}\mathrm{cos}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right),`$
$`C_{\nu ,21}(n)`$ $`=`$ $`{\displaystyle \frac{i}{2}}\lambda _\nu ^2{\displaystyle \frac{i}{2}}\lambda _\nu x_\nu \mathrm{sin}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right)`$ (5.27)
$`+{\displaystyle \frac{i}{2}}\lambda _\nu \sqrt{1x_\nu ^2}\mathrm{cos}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right).`$
This ends the determination of $`R_1(z,n)`$.

For general $`k`$, we get that $`R_k(z,n)`$ in the region $`(_{\nu =0}^{n_0+1}U_{\delta ,x_\nu })`$ is a rational function with poles at $`\pm 1`$ and at the algebraic singularities $`x_\nu `$. The residues at 1 and $`1`$ are denoted by $`A^{(k)}(n)`$ and $`B^{(k)}(n)`$ respectively and may depend on $`n`$. The residue at every $`x_\nu `$ depends on $`n`$ and is denoted by $`C_\nu ^{(k)}(n)`$. We then get

$$R_k(z,n)=\frac{A^{(k)}(n)}{z1}+\frac{B^{(k)}(n)}{z+1}+\underset{\nu =1}{\overset{n_0}{}}\frac{C_\nu ^{(k)}(n)}{zx_\nu }+O(1/z^2),\text{as }z\mathrm{}\text{.}$$

The residues $`A^{(k)}(n),B^{(k)}(n)`$ and $`C_\nu ^{(k)}(n)`$ can be determined in a similar fashion, but for our purpose it suffices to know $`R_1(z,n)`$.

### 5.3 Proof of Theorem 1.1

We are now ready to determine a complete asymptotic expansion of the recurrence coefficients $`a_n`$ and $`b_n`$. The idea is to insert the asymptotic expansion (5.13) of $`R`$ into (5.1) and (5.2).

* of Theorem 1.1. We recall that, see (5.1),

$$a_n^2=\underset{z\mathrm{}}{lim}\left(\frac{D_{\mathrm{}}^2}{2i}+zR_{12}(z;n,w)\right)\left(zR_{21}(z;n,w)+\frac{1}{2iD_{\mathrm{}}^2}\right).$$

We may take the limit $`z\mathrm{}`$ in the asymptotic expansion (5.13) of $`R`$, cf. \[16, Section 9\], to obtain

$`a_n^2`$ $``$ $`\left({\displaystyle \frac{D_{\mathrm{}}^2}{2i}}+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{A_{12}^{(k)}(n)+B_{12}^{(k)}(n)+_{\nu =1}^{n_0}C_{\nu ,12}^{(k)}(n)}{n^k}}\right)`$ (5.28)
$`\times \left({\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{A_{21}^{(k)}(n)+B_{21}^{(k)}(n)+_{\nu =1}^{n_0}C_{\nu ,21}^{(k)}(n)}{n^k}}+{\displaystyle \frac{1}{2iD_{\mathrm{}}^2}}\right),`$
as $`n\mathrm{}`$. Expanding this we find a complete asymptotic expansion of $`a_n^2`$, and this leads to a complete asymptotic expansion of $`a_n`$ in powers of $`1/n`$ as $`n\mathrm{}`$. By (5.18), (5.19), (5.24), (5.26), (5.27) and (5.28) the first terms in the asymptotic expansion of $`a_n^2`$ are

$`a_n^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}+{\displaystyle \frac{1}{2i}}[D_{\mathrm{}}^2(A_{12}^{(1)}(n)+B_{12}^{(1)}(n)+{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}C_{\nu ,12}^{(1)}(n))`$ (5.29)
$`D_{\mathrm{}}^2(A_{21}^{(1)}(n)+B_{21}^{(1)}(n)+{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}C_{\nu ,21}^{(1)}(n))]{\displaystyle \frac{1}{n}}+O({\displaystyle \frac{1}{n^2}})`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}{\displaystyle \frac{\lambda _\nu }{2}}\sqrt{1x_\nu ^2}\mathrm{cos}\left(2n\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right){\displaystyle \frac{1}{n}}+O\left({\displaystyle \frac{1}{n^2}}\right),`$
as $`n\mathrm{}`$. From this we then get, after a simple calculation, that the coefficient with the $`1/n`$ term in the asymptotic expansion of $`a_n`$ is given by (1.4). So, the statements about the recurrence coefficient $`a_n`$ are proved.

Similarly, we can prove the statements about the recurrence coefficient $`b_n`$. If we take in (5.2) the limit $`z\mathrm{}`$ in the asymptotic expansion (5.13) of $`R`$, cf. \[16, Section 9\], we find

$`b_n`$ $``$ $`\underset{z\mathrm{}}{lim}z\left({\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(R_k)_{11}(z,n+1)}{(n+1)^k}}+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(R_k)_{22}(z,n)}{n^k}}\right)`$ (5.30)
$`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}({\displaystyle \frac{A_{11}^{(k)}(n+1)+B_{11}^{(k)}(n+1)+_{\nu =1}^{n_0}C_{\nu ,11}^{(k)}(n+1)}{(n+1)^k}}`$
$`+{\displaystyle \frac{A_{22}^{(k)}(n)+B_{22}^{(k)}(n)+_{\nu =1}^{n_0}C_{\nu ,22}^{(k)}(n)}{n^k}}),`$
as $`n\mathrm{}`$. From this we get a complete asymptotic expansion of $`b_n`$ in powers of $`1/n`$, and by (5.18), (5.19), (5.24), (5.25) and (5.30) the coefficient with the $`1/n`$ term in the asymptotic expansion of $`b_n`$ is given by

$`B_1(n)`$ $`=`$ $`\left(A_{11}^{(1)}(n+1)+A_{22}^{(1)}(n)\right)\left(B_{11}^{(1)}(n+1)+B_{22}^{(1)}(n)\right)`$ (5.31)
$`{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}\left(C_{\nu ,11}^{(1)}(n+1)+C_{\nu ,22}^{(1)}(n)\right)`$
$`=`$ $`{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}{\displaystyle \frac{\lambda _\nu }{2}}[\mathrm{sin}((2n+1)\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu +\mathrm{arccos}x_\nu )`$
$`\mathrm{sin}((2n+1)\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \mathrm{arccos}x_\nu )]`$
$`=`$ $`{\displaystyle \underset{\nu =1}{\overset{n_0}{}}}\lambda _\nu \sqrt{1x_\nu ^2}\mathrm{cos}\left((2n+1)\mathrm{arccos}x_\nu \mathrm{\Phi }_\nu \right).`$
Therefore, the theorem is proved. $`\mathrm{}`$

### Acknowledgements

I thank my advisor Arno Kuijlaars for useful discussions, good ideas, and his great support.


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# Polarized Parton Distribution in Neutrino Induced Heavy Flavor Production

## 1 Introduction

A study of heavy flavor production in deep inelastic scattering (DIS) is one of the most promising ways to access the parton density in the nucleon. As is well known, the polarized parton distribution function (PDF) plays an important role in deep understandings of spin structure of the nucleon. However, knowledge about the polarized sea–quark and gluon distributions remain still poor, and theoretical and experimental ambiguities are rather large. In particular, flavor structure of the sea–quark distribution has been actively studied in these years. There are so far several parametrization models of sea–quark distributions. Though the simplest case is to assume the flavor SU(3)f symmetry, a new parametrization including the violation of the SU(3)f symmetrty has been also proposed . In order to understand the spin structure of the nucleon, we need more information about the polarized sea–quark and gluon distribution functions.

Charged current (CC) DIS is effective to extract the flavor decomposed polarized PDFs, since $`W^\pm `$ boson changes the flavor of parton. Since there is no intrinsic heavy flavor component in the nucleon, we can extract information of the parton flavor in the nucleon from the study of heavy flavor production in CC DIS. Actually, the NuTeV collaboration reported a measurement of unpolarized $`s`$ and $`\overline{s}`$ quark distributions by measuring dimuon cross sections in neutrino-DIS .

In this work, to extract information about the polarized PDFs we investigated $`D`$/$`\overline{D}`$ meson production in CC DIS including $`𝒪(\alpha _s)`$ corrections in neutrino and polarized proton scattering; $`\nu +\stackrel{}{p}l^{}+D+X`$, $`\overline{\nu }+\stackrel{}{p}l^++\overline{D}+X`$. The leading order process is due to $`W`$ boson exchange $`W^+s(d)c`$. In addition, several processes are taken account of $`𝒪(\alpha _s)`$ next-to-leading order (NLO) calculations, in which gluon radiation processes $`W^+s(d)cg`$, virtual corrections to remove singularity coming from soft gluon radiation, and boson–gluon fusion processes $`W^+gc\overline{s}(\overline{d})`$ are considered. These processes might be observed in the forthcoming neutrino experiments.

## 2 Charm Production in CC DIS

We have numerically calculated the spin-dependent cross section and the spin asymmetry $`A^D`$ which is defined by

$$A^D\frac{d\sigma ()/dxd\sigma (+)/dx}{d\sigma ()/dx+d\sigma (+)/dx}=\frac{d\mathrm{\Delta }\sigma /dx}{d\sigma /dx},$$
(1)
where $`+`$ and $``$ denote the helicity of the target proton. The spin-dependent cross section can be written in terms of polarized structure functions $`g_i`$ as follows:

$$\frac{d^3\mathrm{\Delta }\sigma ^{\nu p}}{dxdydz}=\frac{G_F^2s}{2\pi (1+Q^2/M_W^2)^2}\left[(1y)g_4^W^{}+y^2xg_3^W^{}\pm y(1\frac{y}{2})xg_1^W^{}\right].$$
(2)
The $`+`$ and $``$ in front of the 3rd term correspond to when initial beam is anti-neutrino and neutrino, respectively. Kinematical variables $`x`$ and $`y`$ are Bjorken scaling variable and inelasticity, respectively, defined according to the standard DIS kinematics, and $`z`$ is defined by $`z=P_pP_D/P_pq`$ with $`P_p`$, $`P_D`$ and $`q`$ being the momentum of proton, $`D`$ meson, and photon, respectively. The polarized structure functions $`g_i`$ in $`\nu \stackrel{}{p}`$ scattering are obtained by the following convolutions:

$`𝒢_i^c(x,z,Q^2)=\mathrm{\Delta }s^{}(\xi ,\mu _F^2)D_c(z)`$
$`+{\displaystyle \frac{\alpha _s(\mu _R^2)}{2\pi }}{\displaystyle _\xi ^1}{\displaystyle \frac{d\xi ^{}}{\xi ^{}}}{\displaystyle _{\mathrm{max}(z,\zeta _{\mathrm{min}})}^1}{\displaystyle \frac{d\zeta }{\zeta }}\{\mathrm{\Delta }H_i^q(\xi ^{},\zeta ,\mu _F^2,\lambda )\mathrm{\Delta }s^{}({\displaystyle \frac{\xi }{\xi ^{}}},\mu _F^2)`$
$`+\mathrm{\Delta }H_i^g(\xi ^{},\zeta ,\mu _F^2,\lambda )\mathrm{\Delta }g({\displaystyle \frac{\xi }{\xi ^{}}},\mu _F^2)\}D_c({\displaystyle \frac{z}{\zeta }}),`$ (3)
where $`\mathrm{\Delta }s^{}`$ means $`\mathrm{\Delta }s^{}|V_{cs}|^2\mathrm{\Delta }s+|V_{cd}|^2\mathrm{\Delta }d`$ with CKM parameters. $`\mathrm{\Delta }H_i^{q,g}`$ are coefficient functions of quarks and gluons, which can be calculated by using perturbative QCD. $`D_c(z)`$ represents the fragmentation function of an outgoing charm quark decaying to $`D`$ meson, and we adopted the parametrization proposed by Peterson et al. . $`𝒢_i`$ is related to the polarized structure functions through $`𝒢_1g_1/2`$, $`𝒢_3g_3`$, and $`𝒢_4g_4/2\xi `$. Similar analyses have been done by Kretzer et al., in which charged current charm production at NLO in $`ep`$ and $`\nu p`$ scattering is discussed .

## 3 Numerical Results

In numerical calculations, we used the GRV98 and MRST99 parametrizations as the unpolarized PDFs. As for the polarized PDFs, we adopted the AAC00, BB02, GRSV01, and LSS02 parametrizations which are now widely used.

We show the spin asymmetry $`A^D`$ in Fig. 1 as a function of $`x`$ at initial neutrino beam energy $`E_\nu =200`$ GeV. Left panel and right panel in Fig. 1 represent asymmetries for $`D`$ production and $`\overline{D}`$ production, respectively. For $`D`$ production, $`s`$, $`d`$ quarks and gluon distribution contribute to the asymmetry $`A^D`$. $`A^D`$ is dominated by valence $`d_v`$ quark at large $`x`$ ($`x>0.3`$), though the $`d`$ quark component is quite highly suppressed by CKM. On the contrary, for $`\overline{D}`$ production, $`\overline{s}`$, $`\overline{d}`$ quarks and gluon component contribute to the asymmetry $`A^D`$. The $`\overline{d}`$ quark contribution is almost negligible. Therefore, the asymmetry is directly affected by the shape of the $`\overline{s}`$ quark distribution. As shown in both figures, spin asymmetries strongly depend on parametrization models. We see that the case of the LSS parametrization is quite different from the ones of other parametrizations. In particular, the asymmetry by the LSS parametrization in $`\overline{D}`$ production goes over 1 at $`x0.3`$, though the asymmetry should be less than 1. This is because the polarized $`s`$ quark distribution in their parametrization extremely violates the positivity condition at $`x0.3`$. Measurement of $`\overline{D}`$ production in this reaction is effective to test the parametrization models of the polarized PDFs. In semi-inclusive DIS, we have an additional ambiguity coming from the fragmentation function. However, the ambiguity can be neglected in the $`x`$ distribution of $`A^D`$, since the kinematical variable related to fragmentation is integrated out in this distribution.

## 4 Summary

In summary, semi-inclusive $`D`$/$`\overline{D}`$ meson production in CC DIS in neutrino–polarized proton scattering is discussed. The cross sections and the spin asymmetries are calculated including $`𝒪(\alpha _s)`$ corrections with various parametrization models of polarized PDFs. The $`\overline{D}`$ production is promising to examine the sea–quark density. This is not the case for the $`D`$ production because of the large $`d_v`$ contribution over the sea–quark contribution. If the gluon polarization $`\mathrm{\Delta }g(x,Q^2)`$ is fixed by RHIC experiments with high accuracy, we can directly extract the strange sea $`\mathrm{\Delta }s(x,Q^2)`$.

## References