Communications in Mathematical Physics vol:332 issue:2 pages:759-781
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that can be expressed in terms of Meijer G-functions. We show that this point process
can be interpreted as a multiple orthogonal polynomial ensemble. We give integral representations for the relevant multiple orthogonal polynomials and a new double contour
integral for the correlation kernel, which allows us to find its scaling limits at the origin (hard edge). The limiting kernels generalize the classical Bessel kernels. For M = 2 they coincide with the scaling limits found by Bertola, Gekhtman, and Szmigielski in the Cauchy–Laguerre two-matrix model, which indicates that these kernels represent a new universality class in random matrix theory.