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

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dc.book.titleNumerical analysis and applied mathematics
dc.contributor.authorMartínez Alonso, Luis
dc.contributor.authorMedina Reus, Elena
dc.date.accessioned2023-06-20T13:42:50Z
dc.date.available2023-06-20T13:42:50Z
dc.date.issued2009
dc.description©Amer Inst Physics. ISSN: 0094-243X International Conference on Numerical Analysis and Applied Mathematics (2009. Rethymno, Grecia)
dc.description.abstractIn 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.
dc.description.departmentDepto. de Física Teórica
dc.description.facultyFac. de Ciencias Físicas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/34243
dc.identifier.doi10.1002/mma.1392
dc.identifier.isbn978-0-7354-0709-1
dc.identifier.officialurlhttp://dx.doi.org/10.1002/mma.1392
dc.identifier.relatedurlhttp://onlinelibrary.wiley.com
dc.identifier.urihttps://hdl.handle.net/20.500.14352/53474
dc.issue.number1168
dc.language.isoeng
dc.page.total4
dc.publication.placeNew York
dc.publisherAmer Inst Physics
dc.relation.ispartofseriesAIP Conference Proceedings
dc.rights.accessRightsopen access
dc.subject.cdu51-73
dc.subject.keywordGaussian random matrices
dc.subject.keywordExternal source
dc.subject.ucmFísica-Modelos matemáticos
dc.subject.ucmFísica matemática
dc.titleAnalysis of the large-n limit of multiple orthogonal polynomials and non-intersecting Brownian motions
dc.typebook part
dcterms.references1. P. Di Francesco, P. Ginsparg and Z. Zinn-Justin, Phys. Rept. 254, 1-2 (1995), 133 pp. 2. P. Deift, "Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert approach" in Courant Lecture Notes in Mathematics, Vol. 3, Amer. Math. Soc, Providence R.l. 1999. 3. PM. Bleher and A.B.J. Kuijlaars, Comm. Math. Phys. 252, (2004), pp. 43-76. 4. PM. Bleher and A.B.J. Kuijlaars,, Comm. Math. Phys. 270, (2007), pp. 481-517 . 5. F. Daems and A.B.J. Kuijlaars, J. of Approx. Theory 146, (2007), pp. 91-114. 6. W. Van Assche, J.S. Geronimo, and A.B.J. Kuijlaars, Riemann-Hilbert problems for multiple orthogonal polynomials. In: Special Functions 2000: Current Perspectives and Future Directions (J. Bustoz et al., eds.), Kluwer, Dordrecht, (2001), pp. 23-59. 7. L. Martinez Alonso, F. Medina and M. Manas, J. Math. Phys. 47, 83512 (2006) 22 pp. 8. K. Takasaki and T. Takebe, Physica D 235, (2007) pp. 109-125
dspace.entity.typePublication
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relation.isAuthorOfPublication.latestForDiscovery896aafc0-9740-4609-bc38-829f249a0d2b

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