The paper sets up a Riemann-Hilbert problem for matrix Laguerre biorthogonal polynomials from a matrix Pearson equation, derives first- and second-order differential systems, and connects them to eigenvalue problems and matrix discrete Painlevé IV equations.
Baik, Riemann–Hilbert problems for last passage percolation in Recent Developments in Integrable Systems and Riemann–Hilbert Problems , K
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Riemann-Hilbert Problem for the Matrix Laguerre Biorthogonal Polynomials: Eigenvalue Problems and the Matrix Discrete Painlev\'e IV
The paper sets up a Riemann-Hilbert problem for matrix Laguerre biorthogonal polynomials from a matrix Pearson equation, derives first- and second-order differential systems, and connects them to eigenvalue problems and matrix discrete Painlevé IV equations.