Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions

DOI10.1016/J.JAT.2006.12.001zbMath1135.42324arXivmath/0511470OpenAlexW1996192300MaRDI QIDQ885272

Arno B. J. Kuijlaars, Evi Daems

Publication date: 8 June 2007

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511470

zbMATH Keywords

Riemann-Hilbert problemmultiple orthogonal polynomialsChristoffel-Darboux formulanon-intersecting Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Boundary value problems in the complex plane (30E25) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Riemann-Hilbert problems in context of PDEs (35Q15)

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