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Analysis of the large-n limit of multiple orthogonal polynomials and non-intersecting Brownian motions

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Martínez Alonso, Luis and Medina Reus, Elena (2009) Analysis of the large-n limit of multiple orthogonal polynomials and non-intersecting Brownian motions. In Numerical analysis and applied mathematics. AIP Conference Proceedings (1168). Amer Inst Physics, New York. ISBN 978-0-7354-0709-1

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Official URL: http://dx.doi.org/10.1002/mma.1392


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Abstract

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.


Item Type:Book Section
Additional Information:

©Amer Inst Physics.
ISSN: 0094-243X
International Conference on Numerical Analysis and Applied Mathematics (2009. Rethymno, Grecia)

Uncontrolled Keywords:Gaussian random matrices; External source
Subjects:Sciences > Physics > Physics-Mathematical models
Sciences > Physics > Mathematical physics
ID Code:34243
Deposited On:17 Nov 2015 19:14
Last Modified:10 Dec 2018 15:09

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