Multiple orthogonal polynomials, string equations and the large-n limit
Abstract
Description
The Riemann-Hilbert problems for multiple orthogonal polynomials of types I and II are used to derive string equations associated to pairs of Lax-Orlov operators. A method for determining the quasiclassical limit of string equations in the phase space of the Whitham hierarchy of dispersionless integrable systems is provided. Applications to the analysis of the large-n limit of multiple orthogonal polynomials and their associated random matrix ensembles and models of non-intersecting Brownian motions are given.
32 pages, 3 figures; small corrections made
32 pages, 3 figures; small corrections made