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

Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices
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与修正贝塞尔函数和两个耦合随机矩阵的乘积相关的混合型多重正交多项式

DOI:
10.1016/j.jat.2016.09.002
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发表时间:
2016-05
影响因子:
0.9
通讯作者:
Zhang Lun
Zhang Lun
中科院分区:
数学3区
文献类型:
--
作者:
Zhang Lun

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我们考虑混合型多重正交多项式与一个系统的权函数组成的两个向量。一个向量根据第一类缩放修正贝塞尔函数I μ和I μ+ 1定义,另一个向量根据第二类缩放修正贝塞尔函数K ν和K ν+ 1定义。证明了相应的混合型多重正交多项式的存在性。对于每个多指标都在对角线上或靠近对角线的特殊情况,研究了多项式及其线性形式的基本性质,包括显式公式、积分表示、微分性质、极限形式和递推关系.结果表明,对于特定的参数,这些混合型多重正交多项式的线性形式可以解释为目前研究两个耦合随机矩阵乘积时遇到的双正交函数。这特别意味着相关核的Riemann-Hilbert特征,这为进一步的渐近分析提供了另一种方法。
We consider mixed type multiple orthogonal polynomials associated with a system of weight functions consisting of two vectors. One vector is defined in terms of scaled modified Bessel function of the first kind I μ and I μ+ 1, the other vector is defined in terms of scaled modified Bessel function of the second kind K ν and K ν+ 1. We show that the corresponding mixed type multiple orthogonal polynomials exist. 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. It comes out that, for specified 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 particularly implies a Riemann–Hilbert characterization of the correlation kernel, which provides an alternative way for further asymptotic analysis.
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