Publication: Analysis of the large-n limit of multiple orthogonal polynomials and non-intersecting Brownian motions
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2009
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Amer Inst Physics
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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.
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©Amer Inst Physics.
ISSN: 0094-243X
International Conference on Numerical Analysis and Applied Mathematics (2009. Rethymno, Grecia)
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