
arXiv: 1904.07518
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics and probability and many other disciplines. In these notes we give an introduction to the use of orthogonal polynomials in random matrix theory, we explain the notion of multiple orthogonal polynomials, and we show the link with certain non-linear difference and differential equations known as Painlev�� equations.
48 pages, 2 figures
Mathematics - Classical Analysis and ODEs, Classical Analysis and ODEs (math.CA), FOS: Mathematics, 33C45, 42C05, 60B20, 33E17
Mathematics - Classical Analysis and ODEs, Classical Analysis and ODEs (math.CA), FOS: Mathematics, 33C45, 42C05, 60B20, 33E17
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