A Riemann-Hilbert problem for biorthogonal polynomials (Q1772350)

The eigenvalue probability density function of coupled random matrices can be analysed using biorthogonal polynomials [\textit{B. Eynard, M. L. Mehta}, J. Phys.\ A, Math.\ Gen. 31, No. 19, 4449--4456 (1998; Zbl 0938.15012)]. The biorthogonality can be described by \[ \iint p_k(x)q_j(y)\exp\{-V(x)-W(x)+2\tau xy\}\,dx\,dy = 0,\quad k\neq j \] where the integration is over \({\mathbb R}^2\). A Riemann-Hilbert problem is formulated where the polynomial \(p_k\) appears as the (1,1) entry of its unique solution. The relation to multiple orthogonality is also given. The Riemann-Hilbert problem is different from other Riemann-Hilbert problem characterizations of biorthogonal polynomials that are available in the literature, see [\textit{N. M. Ercolani} and \textit{K. T.-R. McLaughlin}, Physica D 152--153, 232--268 (2001; Zbl 1038.82042)], [\textit{A. A. Kapaev}, J. Phys.\ A, Math.\ Gen.\ 36, No. 16, 4629--4640 (2003; Zbl 1078.34072)] and [\textit{M. Bertola, B. Eynard} and \textit{J. Harnad}, Commun.\ Math.\ Phys.\ 243, No. 2, 193--240 (2003; Zbl 1046.34098)].