The Toda and Painlev\'e systems associated with semiclassical matrix-valued orthogonal polynomials of Laguerre type
Résumé
Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In "Painlev\'e III and a singular linear statistics in Hermitian random matrix ensembles, I", the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlev\'e III equation and its B\"acklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of matrix-valued orthogonal polynomials of Laguerre type.