The local universality of Muttalib–Borodin biorthogonal ensembles with parameter

Abstract

The Muttalib–Borodin biorthogonal ensemble is a probability density function for n particles on the positive real line that depends on a parameter and an external field . For we find the large n behavior of the associated correlation kernel with only few restrictions on . The idea is to relate the ensemble to a type II multiple orthogonal polynomial ensemble that can in turn be related to a Riemann–Hilbert problem which we then solve with the Deift–Zhou steepest descent method. The main ingredient is the construction of the local parametrix at the origin, with the help of Meijer G-functions, and its matching condition with a global parametrix. We will present a new iterative technique to obtain the matching condition, which we expect to be applicable in more general situations as well.