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

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.