Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices (Q346225)

In this paper the author considers mixed type multiple orthogonal polynomials which are connected with products of two coupled random matrices. The vectors associated with these mixed type multiple orthogonal polynomials are defined in terms of scaled modified Bessel function of the first and second kind, respectively. For the special case that each multi-index is on or close to the diagonal, basic properties of the polynomials and their linear forms are investigated, which include explicit formulas, integral representations, differential properties, limiting forms and recurrence relations. After that, for some special parameters, the linear forms of these mixed type multiple orthogonal polynomials can be interpreted as biorthogonal functions encountering in recent studies of products of two coupled random matrices. This implies that the correlation kernel could be analyzed using a Riemann-Hilbert characterization, which is an alternative way of studying asymptotic analysis, although no details of this are given.