The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles

Jonathan Breuer, Maurice Duits

Published 2013-01-10, updated 2013-01-11Version 2

We consider asymptotics of orthogonal polynomial ensembles, in the macroscopic and mesoscopic scales. We prove both global and local laws of large numbers (analogous to the recently proven local semicircle law for Wigner matrices) under fairly weak conditions on the underlying measure $\mu$. Our main tools are a general concentration inequality for determinantal point processes with a kernel that is a self-adjoint projection, and a strengthening of the Nevai condition from the theory of orthogonal polynomials.