The contents of the paper is now covered in two separate papers arXiv:0904.2188 and arXiv:0904.2602. Please refer to those. Note that you can still access the original version arXiv:0711.4082v1.
We introduce a new class of two(multi)-matrix models of positive Hermitean matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation funct
ions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann-Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitean matrix model is related to a hyperelliptic curve.
