Strong asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight

We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on [-1, 1]. The recurrence coefficients can be written in terms of the solution of the corresponding Riemann-Hilbert (RH) problem for orthogonal polynomials. Using the steepest descent method of Deift and Zhou, we analyze the RH problem, and obtain complete asymptotic expansions of the recurrence coefficients. We will determine explicitly the order 1/n terms in the expansions. A critical step in the analysis of the RH problem will be the local analysis around the algebraic singularities, for which we use Bessel functions of appropriate order. In addition, the RH approach gives us also strong asymptotics of the orthogonal polynomials near the algebraic singularities in terms of Bessel functions. (C) 2003 Published by Elsevier Inc.