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Hermite-Padé approximations and multiple orthogonal polynomial ensembles. (English. Russian original) Zbl 1243.41004

Russ. Math. Surv. 66, No. 6, 1133-1199 (2011); translation from Usp. Mat. Nauk 66, No. 6, 123-190 (2011).
This paper gives a thorough and lucid survey of simultaneous Hermite-Padé approximation to Markov-type functions, i.e., given \(p\) non-negative integers, we have rational approximants with common denominator of the form \[ \pi_{\vec{n}}=\left({Q_{\vec{n},1}\over P_{\vec{n}}},\ldots,{Q_{\vec{n},p}\over P_{\vec{n}}}\right),\;\vec{n}=(n_1,\ldots,n_p), \] to the Markov-functions \[ \vec{f}=(f_1,\ldots,f_p),\;f_j(z)=\int\,{d\mu_j(x)\over z-x}=\sum_{k=0}^{\infty}\,{f_{j,k}\over z^{k+1}} (j=1,\ldots,p), \] with measures \(\mu_j\) supported on the real line and satisfying the degree/order conditions \[ P_{\vec{n}}\not\equiv 0,\;\text{deg}\,P_{\vec{n}}\leq |\vec{n}|=n_1+\cdots +n_p, \] and \[ f_j(z)P_{\vec{n}}(z)-Q_{\vec{n},j}(z)=:R_{\vec{n},j}(z)={\mathcal O}\left({1\over z^{n_j+1}}\right)\text{ as } z\rightarrow\infty, j=1,\ldots, p. \] The denominator satisfies the orthogonality relations \[ \int\,P_{\vec{n}}(x)x^kd\mu_j(x)=0,\;k=0,\ldots,n_j-1,\;j=1,\ldots,p, \] and is referred to as a multiple orthogonal polynomial.
The paper discusses results on convergence and the distributions of poles of the rational approximants and a survey is given of results on the distribution of the eigenvalues of the corrersponding random matrices.
Important tools for the description and proofs are equilibrium potentials and interaction matrices, a notion introduced by Gonchar and Rakhmanov (English translation: [A. A. Gonchar and E. A. Rakhmanov, “On convergence of simultaneous Padé approximants for systems of Markov functions”, Proc. Steklov Inst. Math. 157, 31–50 (198; Zbl 0518.41011) and “Equilibrium measures and the distribution of zeros of extremal polynomials”, Math. USSR, Sb. 53, 119–130 (1986); translation from Mat. Sb., Nov. Ser. 125(167), No. 1, 117–127 (1984; Zbl 0618.30008)].
The layout of the paper is as follows
{Chapter 1: Hermite-Padé approximants} §1: Approximants of Markov-type functions (18 pages) §2: Approximants for functions with complex branch points (11 pages)

{Chapter 2: Multiple orthogonal ensembles} §3: Definitions and determinantal formulae (9 pages) §4: Random matrix model with an external source (10 pages) §5: Non intersecting paths of determinantal point processes (4 pages) §6: The two-matrix model (5 pages)
The paper concludes with a list of 91 references.

MSC:

41A21 Padé approximation
30C15 Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral)
31A15 Potentials and capacity, harmonic measure, extremal length and related notions in two dimensions
42C05 Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
60B20 Random matrices (probabilistic aspects)
60G17 Sample path properties
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
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