Polynomials Qₙ(z), n=0,1,…, that are multi-orthogonal with respect to a Nikishin system of p≥ 1 compactly supported measures over the star-like set of $p+1$ rays S₊:=∈ C: zᵖ⁺¹≥ 0 \ are investigated. We prove that the Nikishin system is normal, that the polynomials satisfy a three-term recurrence relation of order $p+1$ of the form z Qₙ(z)=Qₙ₊₁(z)+aₙ\,Qₙ₋ₚ(z) with aₙ>0 for all n≥ p, and that the nonzero roots of Qₙ are all simple and located in S₊. Under the assumption of regularity (in the sense of Stahl and Totik) of the measures generating the Nikishin system, we describe the asymptotic zero distribution and weak behavior of the polynomials Qₙ in terms of a vector equilibrium problem for logarithmic potentials. Under the same regularity assumptions, a theorem on the convergence of the Hermite-Pad\'e approximants to the Nikishin system of Cauchy transforms is proven.
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López‐García et al. (2017) studied this question.
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