Asymptotic zero distribution of multiple orthogonal polynomials associated with Macdonald functions

We study the asymptotic zero distribution of type II multiple orthogonal polynomials associated with two Macdonald functions (modified Bessel functions of the second kind). Based on the four-term recurrence relation, it is shown that, after proper scaling, the sequence of normalized zero counting measures converges weakly to the first component of a vector of two measures which satisfies a vector equilibrium problem with two external fields. We also give the explicit formula for the equilibrium vector in terms of solutions of an algebraic equation.