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Dierential-systems-for-biorthogonal-polynomialsappearing-in-2-matrix-models-and-the-associatedRiemann–Hilbert-problem.pdf

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Dierential-systems-for-biorthogonal-polynomialsappearing-in-2-matrix-models-and-the-associatedRiemann–Hilbert-problem

CRM-2852 (2002) Saclay-T02/097 nlin.SI/0208002 Diﬀerential systems for biorthogonal polynomials appearing in 2-matrix models and the associated Riemann–Hilbert problem 1 M. Bertola†‡2 , B. Eynard†⋆ 3 and J. Harnad†‡4 † Centre de recherches math´ematiques, Universit´e de Montr´eal C. P. 6128, succ. centre ville, Montr´eal, Qu´ebec, Canada H3C 3J7 ‡ Department of Mathematics and Statistics, Concordia University 7141 Sherbrooke W., Montr´eal, Qu´ebec, Canada H4B 1R6 ⋆ Service de Physique Th´eorique, CEA/Saclay Orme des Merisiers F-91191 Gif-sur-Yvette Cedex, FRANCE Abstract We consider biorthogonal polynomials that arise in the study of a generalization of two–matrix Hermitian models with two polynomial potentials V (x), V (y) of any degree, with arbitrary complex coeﬃcients. 1 2 Finite consecutive subsequences of biorthogonal polynomials (“windows”), of lengths equal to the de- grees of the potentials V and V , satisfy systems of ODE’s with polynomial coeﬃcients as well as PDE’s 1 2 (deformation equations) with respect to the coeﬃcients of the potentials and recursion relations connect- ing consecutive windows. A compatible sequence of fundamental systems of solutions is constructed for these equations. The (Stokes) sectorial asymptotics of these fundamental systems are derived through saddle-point integration and the Riemann-Hilb