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Zero distribution of multiplicative Hermite and Laguerre polynomials

Zakhar Kabluchko

TL;DR

The paper introduces multiplicative analogues of Hermite and Laguerre polynomials, $H_n^*(x;s)$ and $L_n^*(x;b,c)$, and proves that their zeros, under natural degree-time scalings, converge to free multiplicative normal and free multiplicative Poisson distributions, respectively, on the positive half-line or the unit circle. A unified method based on a multiplicative heat flow and Burgers-type PDE for generating functions (and, in the Laguerre case, a discrete-time difference framework with Bell polynomials) yields the limiting analytic moments and their associated $S$-transforms: $S(z;s)=e^{-s(z+1/2)}$ for Hermite and $S(y)=\exp\left(\frac{\gamma}{\beta+1+y}\right)$ for Laguerre. The work provides a rigorous, self-contained route from finite-$n$ polynomial evolutions to free-probability limits, including explicit moment formulas and the structure of the limiting measures $\mu^{(s)}$ and $\nu_{\beta,\gamma}$. By bridging classical polynomial zero-distribution results with free convolution theory, the paper broadens the landscape of asymptotic spectral questions to multiplicative, unitary, and positive-domain settings, with potential implications for random matrix products and related stochastic processes.

Abstract

It is well-known that, as $n\to\infty$, the zero distribution of the $n$-th Hermite polynomial converges to the semicircular law (the free normal distribution), while the zero distribution of the associated Laguerre polynomials converges to the Marchenko--Pastur law (the free Poisson distribution). In this paper, we establish multiplicative analogues of these results. We define the multiplicative Hermite and Laguerre polynomials by \begin{align*} H_n^*(x;s) &:= e^{-\frac 12 s ((x\partial_x)^2 - n x \partial_x) } (x-1)^n = \sum_{j=0}^n (-1)^{n-j} \binom nj e^{-\frac 12 s (j^2 - nj)} x^j, \\ L_n^*(x; b,c) &:= (x\partial_x + b)^c (x-1)^n = \sum_{j=0}^n (-1)^{n-j} \binom nj (j+b)^c x^j, \end{align*} where $n\in \mathbb N_0$, $\partial_x$ denotes the differentiation operator w.r.t. $x$, and $s\in \mathbb R$, $b\in \mathbb C$, $c\in \mathbb N_0$ are parameters. In the Hermite case, we show that, as $n\to\infty$, the zero distribution of $H_n^*(x;s/n)$ converges weakly to the free multiplicative normal distribution on the positive half-line (when $s>0$) or to the free unitary normal distribution on the unit circle $\{|z| = 1\}$ (when $s<0$). In the Laguerre case, we show that the zero distribution of $L_n^*(x; nβ, \lfloor n γ\rfloor)$ converges to the free multiplicative Poisson distribution on the positive half-line (when $γ>0$ and $β\in \mathbb R\backslash[0,1]$) or on the unit circle (when $γ>0$ and $β\in -\frac 12 + \sqrt{-1} \, \mathbb R$). All these results are obtained by essentially the same method, which treats the Hermite/Laguerre cases and the unitary/positive settings in a unified way.

Zero distribution of multiplicative Hermite and Laguerre polynomials

TL;DR

The paper introduces multiplicative analogues of Hermite and Laguerre polynomials, and , and proves that their zeros, under natural degree-time scalings, converge to free multiplicative normal and free multiplicative Poisson distributions, respectively, on the positive half-line or the unit circle. A unified method based on a multiplicative heat flow and Burgers-type PDE for generating functions (and, in the Laguerre case, a discrete-time difference framework with Bell polynomials) yields the limiting analytic moments and their associated -transforms: for Hermite and for Laguerre. The work provides a rigorous, self-contained route from finite- polynomial evolutions to free-probability limits, including explicit moment formulas and the structure of the limiting measures and . By bridging classical polynomial zero-distribution results with free convolution theory, the paper broadens the landscape of asymptotic spectral questions to multiplicative, unitary, and positive-domain settings, with potential implications for random matrix products and related stochastic processes.

Abstract

It is well-known that, as , the zero distribution of the -th Hermite polynomial converges to the semicircular law (the free normal distribution), while the zero distribution of the associated Laguerre polynomials converges to the Marchenko--Pastur law (the free Poisson distribution). In this paper, we establish multiplicative analogues of these results. We define the multiplicative Hermite and Laguerre polynomials by \begin{align*} H_n^*(x;s) &:= e^{-\frac 12 s ((x\partial_x)^2 - n x \partial_x) } (x-1)^n = \sum_{j=0}^n (-1)^{n-j} \binom nj e^{-\frac 12 s (j^2 - nj)} x^j, \\ L_n^*(x; b,c) &:= (x\partial_x + b)^c (x-1)^n = \sum_{j=0}^n (-1)^{n-j} \binom nj (j+b)^c x^j, \end{align*} where , denotes the differentiation operator w.r.t. , and , , are parameters. In the Hermite case, we show that, as , the zero distribution of converges weakly to the free multiplicative normal distribution on the positive half-line (when ) or to the free unitary normal distribution on the unit circle (when ). In the Laguerre case, we show that the zero distribution of converges to the free multiplicative Poisson distribution on the positive half-line (when and ) or on the unit circle (when and ). All these results are obtained by essentially the same method, which treats the Hermite/Laguerre cases and the unitary/positive settings in a unified way.

Paper Structure

This paper contains 35 sections, 25 theorems, 148 equations.

Key Result

Theorem 1.1

For $t>0$, the probability measures $\llbracket \mathrm{He}_n(\cdot; t/n)\rrbracket_n$ converge weakly (as $n\to \infty$) to the semicircle distribution $\mathsf{sc}_t$ on the interval $[-2\sqrt t,2 \sqrt t]$ with Lebesgue density $x\mapsto \sqrt{4t - x^2}/(2\pi t)$.

Theorems & Definitions (63)

  • Theorem 1.1: Asymptotic zero distribution of Hermite polynomials
  • Remark 1.2
  • Theorem 1.3: Backward heat flow and the asymptotic distribution of zeros
  • Example 1.4
  • Definition 2.1
  • Remark 2.2
  • Remark 2.3
  • Proposition 2.4: Positive and unitary zeros
  • proof
  • Theorem 2.5: Asymptotic zero distribution of multiplicative Hermite polynomials
  • ...and 53 more