A canonical family of multiple orthogonal polynomials for Nikishin systems

16 pages.-- MSC2000 codes: Primary 42C05, 33C25; Secondary 41A21.-- Submitted paper. For any pair of compact intervals Δ1 and Δ2 of the real line such that Δ1∩Δ2 = ø we obtain two pairs of absolutely continuous probability measures (μ1,μ2) and (τ1,τ2) supported on Δ1 and Δ2, respectively, such that: - for appropriate constants C1 and C2, (μ1,μ2) is the Nikishin system generated by (μ1,C1τ1) and (τ1,τ2) the Nikishin system generated by (τ1,C2μ1), - the polynomials of multiple orthogonality with respect to the Nikishin system (μ1,μ2) and indices {..., (n,n), (n+1,n), ...} satisfy a recurrence relations with constant coe±cients of period 2, - 1/hat-μ1(z) and 1/hat-μ2(z) are the functions which describe the ratio asymptotics of multiple orthogonal polynomials with respect to an arbitrary Nikishin system N(σ1,σ2) verifying supp(σi) = Δi, and σi' > 0, i = 1,2, almost everywhere on Δi. Analogously, 1/hat-τ1(z) and 1/hat-τ2(z) give the ratio asymptotics for N(σ1,σ2). The research of both authors was supported by research grant MTM 2006-13000-C03-02 of Ministerio de Ciencia e Innovación, Spain. I.A. Rocha also received support from Universidad Politécnica de Madrid through Grupo de Investigación TACA. No publicado