Matrix Bessel Biorthogonal Polynomials: A Riemann-Hilbert approach

Abstract

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for the matrix orthogonal polynomials and functions of second kind. It is shown that the corresponding matrix recurrence coefficients satisfy a non-Abelian extensions of a family of discrete Painlev\'e d-PIV equations. We present some nontrivial examples of matrix orthogonal polynomials of Bessel type.