Integral representations for multiple Hermite and multiple Laguerre polynomials. (Q2574195)

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Integral representations for multiple Hermite and multiple Laguerre polynomials.
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    Integral representations for multiple Hermite and multiple Laguerre polynomials. (English)
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    18 November 2005
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    Integral representations are derived for multiple Hermite polynomials of type I and II and also for multiple Laguerre polynomials of type I and II. It is shown that these are connected to (double) integral representations of certain kernels from random matrix theory.
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    Multiple orthogonal polynomials
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    random matrices
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    Christoffel-Darboux formula
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