Joint work with S. Yu. Dobrokhotov, A.V. Tsvetkova (Ishlinsky Institute for Problems in Mechanics RAS) and D. N. Tulyakov (Keldysh Institute of Applied Mathematics RAS)
Abstract: We start with the definition of the Hermite multiple orthogonal polynomials by means of orthogonality relations. Then we present several recent applications, such as eigenvalues distribution of random matrices ensembles with external field and Brownian bridges. The main goal of the talk will be the asymptotics of this polynomial sequence when the degree of the polynomial is growing in the scale corresponding to its variable (so called Plancherel – Rotach type asymptotics). The starting point for our asymptotical analysis is the recurrence relations for multiple orthogonal polynomials. We will present an approach based on the construction of decompositions of bases of homogeneous difference equations. Another approach, based on the semiclassical asymptotics in the case of complex-valued phases will be presented in S. Yu. Dobrokhotov’s talk.
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