Reduction of Multiple Orthogonal Polynomials to Standard Orthogonal Polynomials
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Abstract
In this article, we derive explicit formulae expressing multiple orthogonal polynomials in terms of standard orthogonal polynomials.
We treat both the real-line and unit-circle settings: multiple orthogonal polynomials on the real line (MOPRL) are reduced to orthogonal polynomials on the real line (OPRL), while multiple orthogonal polynomials on the unit circle (MOPUC) are reduced to orthogonal polynomials on the unit circle (OPUC).
These formulae also yield corresponding reductions of the Christoffel--Darboux kernels, from the MOPRL kernel to the OPRL kernel and from the MOPUC kernel to the OPUC kernel.
In particular, they recover Zinn-Justin's kernel for the external-source random matrix model [arXiv:cond-mat/9703033] and Baik's kernel reduction formula in the spiked source model [arXiv:0809.3970].
We also apply our general results to concrete examples: in the real-line setting, we obtain an explicit expression for the multiple Hermite Christoffel--Darboux kernel in terms of classical Hermite polynomials, while in the unit-circle setting, we use arc-indicator weights to exhibit resonance-type zero escape phenomena for type II MOPUC.