Analysis of the Large-n Limit of Multiple Orthogonal Polynomials and Non-intersecting Brownian Motions

Analysis of the Large-n Limit of Multiple Orthogonal Polynomials and Non-intersecting Brownian Motions

In this work we use Riemann-Hilbert problems for multiple orthogonal polynomials in order to derive string equations associated to Lax-Orlov pairs operators. These string equations provide us with a useful tool to analyze the large n-limit of the related hierarchies. The results are finally applied...

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Hauptverfasser: Martinez Alonso, L, Medina, E
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description In this work we use Riemann-Hilbert problems for multiple orthogonal polynomials in order to derive string equations associated to Lax-Orlov pairs operators. These string equations provide us with a useful tool to analyze the large n-limit of the related hierarchies. The results are finally applied to the study of the associated random matrix models (Gaussian Hermitian matrix models with an external source) and non-intersecting Brownian motions starting from a fix point.
doi_str_mv 10.1063/1.3241615
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title Analysis of the Large-n Limit of Multiple Orthogonal Polynomials and Non-intersecting Brownian Motions
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