Average characteristic polynomials for multiple orthogonal polynomial ensembles

Multiple orthogonal polynomials (MOP) are a non-definite version of matrix orthogonal polynomials. They are described by a Riemann-Hilbert matrix Y consisting of four blocks Y_{1,1}, Y_{1,2}, Y_{2,1} and Y_{2,2}. In this paper, we show that det Y_{1,1} (det Y_{2,2}) equals the average characteristic polynomial (average inverse characteristic polynomial, respectively) over the probabilistic ensemble that is associated to the MOP. In this way we generalize classical results for orthogonal polynomials, and also some recent results for MOP of type I and type II. We then extend our results to arbitrary products and ratios of characteristic polynomials. In the latter case an important role is played by a matrix-valued version of the Christoffel-Darboux kernel. Our proofs use determinantal identities involving Schur complements, and adaptations of the classical results by Heine, Christoffel and Uvarov.Comment: 32 page

The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths

A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches the hard edge, a limiting critical process is described in the neighbourhood of the touching point which we call the hard edge tacnode process. We derive its correlation kernel in an explicit new form which involves Airy type functions and operators that act on the direct sum of $L^2(\mathbb R_+)$ and a finite dimensional space. As the starting points of the squared Bessel paths are set to 0, a cusp in the boundary appears. The limiting process is described near the cusp and it is called the hard edge Pearcey process. We compute its multi-time correlation kernel which extends the existing formulas for the single-time kernel. Our pre-asymptotic correlation kernel involves the ratio of two Toeplitz determinants which are rewritten using a Borodin-Okounkov type formula.Comment: 49 pages, 4 figure

An equilibrium problem for the limiting eigenvalue distribution of rational Toeplitz matrices

We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a particular component of the unique solution to a vector equilibrium problem. Moreover, we show that the other components describe the limiting behavior of certain generalized eigenvalues. In this way, we generalize the recent results of Duits and Kuijlaars for banded Toeplitz matrices.Comment: 20 pages, 2 figure

High order three-term recursions, Riemann-Hilbert minors and Nikishin systems on star-like sets

We study monic polynomials $Q_n(x)$ generated by a high order three-term recursion $xQ_n(x)=Q_{n+1}(x)+a_{n-p} Q_{n-p}(x)$ with arbitrary $p\geq 1$ and $a_n>0$ for all $n$. The recursion is encoded by a two-diagonal Hessenberg operator $H$. One of our main results is that, for periodic coefficients $a_n$ and under certain conditions, the $Q_n$ are multiple orthogonal polynomials with respect to a Nikishin system of orthogonality measures supported on star-like sets in the complex plane. This improves a recent result of Aptekarev-Kalyagin-Saff where a formal connection with Nikishin systems was obtained in the case when $\sum_{n=0}^{\infty}|a_n-a|0$. An important tool in this paper is the study of "Riemann-Hilbert minors", or equivalently, the "generalized eigenvalues" of the Hessenberg matrix $H$. We prove interlacing relations for the generalized eigenvalues by using totally positive matrices. In the case of asymptotically periodic coefficients $a_n$, we find weak and ratio asymptotics for the Riemann-Hilbert minors and we obtain a connection with a vector equilibrium problem. We anticipate that in the future, the study of Riemann-Hilbert minors may prove useful for more general classes of multiple orthogonal polynomials.Comment: 59 pages, 3 figure