Strong asymptotics of multi-level Hermite-Padé polynomials

We obtain the strong asymptotics of multiple orthogonal polynomials which arise in a mixed type Hermite-Padé approximation problem defined on a Nikishin system of functions. The results obtained allow to give exact estimates of the rate of convergence of the approximating rational functions and the strong asymptotics of Cauchy biorthogonal polynomials.