This book establishes bounds and asymptotics under almost minimal conditions on the varying weights, and applies them to universality limits and entropy integrals.  Orthogonal polynomials associated with varying weights play a key role in analyzing random matrices and other topics.  This book will be of use to a wide community of mathematicians, physicists, and statisticians dealing with techniques of potential theory, orthogonal polynomials, approximation theory, as well as random matrices.