A Riemann-Hilbert problem for biorthogonal polynomials
A. B. J. Kuijlaars, K. T-R McLaughlin

TL;DR
This paper formulates a new Riemann-Hilbert problem to characterize biorthogonal polynomials in coupled random matrices, offering a potentially more tractable approach for asymptotic analysis compared to previous methods.
Contribution
It introduces a novel Riemann-Hilbert problem for biorthogonal polynomials that differs from existing formulations, facilitating future asymptotic studies.
Findings
New Riemann-Hilbert formulation for biorthogonal polynomials
Potential for asymptotic analysis of coupled random matrices
Comparison with existing Riemann-Hilbert problems
Abstract
We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin, Kapaev, and Bertola et al. We believe that our formulation may be tractable to asymptotic analysis.
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Taxonomy
TopicsRandom Matrices and Applications · Point processes and geometric inequalities · Geometry and complex manifolds
