Multiple orthogonal polynomials in random matrix theory

zbMath1230.42034arXiv1004.0846MaRDI QIDQ3096654

Arno B. J. Kuijlaars

Publication date: 11 November 2011

Full work available at URL: https://arxiv.org/abs/1004.0846

zbMATH Keywords

Riemann-Hilbert problemvector equilibrium problemsmultiple orthogonal polynomialssteepest descent analysisnon-intersecting Brownian motiontwo matrix modelrandom matrices with external source

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Combinatorial probability (60C05) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Potentials and capacity, harmonic measure, extremal length and related notions in two dimensions (31A15)

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