Applications of multiple orthogonal polynomials with hypergeometric moment generating functions

Abstract

We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval, the positive real line, or the unit circle and the multiple orthogonal polynomials are generalizations of the Jacobi, Laguerre or Bessel orthogonal polynomials. We give explicit formulas for the type I and type II multiple orthogonal polynomials and study some of their properties. In particular, we describe the asymptotic distribution of the (scaled) zeros of the type II multiple orthogonal polynomials via the free convolution. Essential to our overall approach is the use of the Mellin transform. Finally, we discuss two applications. First, we show that the multiple orthogonal polynomials appear naturally in the study of the squared singular values of (mixed) products of truncated unitary random matrices and Ginibre matrices. Secondly, we use the multiple orthogonal polynomials to simultaneously approximate certain hypergeometric series and to provide an explicit proof of their Q-linear independence.