Transactions of the american mathematical society vol:355 issue:10 pages:3887-3914
A new set of special functions, which has a wide range of applications from number theory to integrability of nonlinear dynamical systems, is described. We study multiple orthogonal polynomials with respect to p > 1 weights satisfying Pearson's equation. In particular, we give a classification of multiple orthogonal polynomials with respect to classical weights, which is based on properties of the corresponding Rodrigues operators. We show that the multiple orthogonal polynomials in our classification satisfy a linear differential equation of order p+1. We also obtain explicit formulas and recurrence relations for these polynomials.