The Toda and Painlevé systems associated with semiclassical matrix-valued orthogonal polynomials of Laguerre type (Q1654172)

Moser has observed that, for a family of orthogonal polynomials associated to a measure \(w\) on the real line, the corresponding tridiagonal Jacobi matrix is the Lax matrix for the Toda equations, the independent variable of the equations being a deformation parameter for the measure \(w\). This paper studies the relation between matrix-valued orthogonal polynomials and non-commutative integrable equations. In [\textit{Y. Chen} and \textit{A. Its}, J. Approx. Theory 162, No. 2, 270--297 (2010; Zbl 1189.33035)] the authors consider the following deformation of the usual Laguerre measure on \(\mathbb{R}_+\): \(w(x,s):=x^{\alpha}e^{-x-s/x}\), where \(s\) is a deformation parameter. They prove that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients, and that these equations are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. In the present paper the authors show that a similar result holds true for some kind of semiclassical matrix-valued orthogonal polynomials of Laguerre type.