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 extension of a family of discrete Painlevé d-PIV equations. We present some nontrivial examples of matrix orthogonal polynomials of Bessel type.