Multiple orthogonal polynomials associated with Macdonald functions

Abstract

We consider multiple orthogonal polynomials corresponding to two Macdonald functions (modified Bessel functions of the second kind), with emphasis on the polynomials on the diagonal of the Hermite-Pad\'e table. We give some properties of these polynomials: differential properties, a Rodrigues type formula and explicit formulas for the third order linear recurrence relation.