Random matrices with equispaced external source (Q2248861): Difference between revisions

The authors study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends to infinity. They obtain strong asymptotics for the multiple orthogonal polynomials associated to these models, and as a consequence for the average characteristic polynomials. A feature of the multiple orthogonal polynomials analyzed in this paper is that the number of orthogonality weights of the polynomials grows with the degree. They are able to characterize them in terms of a pair of \(2\times 1\) vector-valued Riemann-Hilbert problems, and to perform an asymptotic analysis of the Riemann-Hilbert problems.