Transitions between critical kernels: from the tacnode kernel and critical kernel in the two-matrix model to the Pearcey kernel

DOI10.1093/IMRN/RNU105MaRDI QIDQ3454239zbMATHOpenAlexFDO

Authors Dries Geudens, Lun Zhang

Publication date 24 November 2015

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.0762

zbMATH Keywords

Riemann-Hilbert problemnonintersecting Brownian motionsPearcey kernelmulticritical correlation kernelstacnode kernel

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65)

Abstract: In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The second arises as a triple scaling limit of the eigenvalue correlation kernel in the Hermitian two-matrix model with quartic/quadratic potentials. The two kernels are different but can be expressed in terms of the same tacnode Riemann-Hilbert problem. The proof is based on a steepest descent analysis of this Riemann-Hilbert problem. A special feature in the analysis is the introduction of an explicit meromorphic function on a Riemann surface with specified sheet structure.

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Cited in

(18)

• Painlevé kernels in Hermitian matrix models
• Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
• A note on kernel methods for multiscale systems with critical transitions
• Asymptotics of Fredholm determinant associated with the Pearcey kernel
• Critical behavior in Angelesco ensembles
• Critical behavior of non-intersecting Brownian motions
• A critical phenomenon in the two-matrix model in the quartic/quadratic case
• Cusp universality for random matrices. I: Local law and the complex Hermitian case
• Hard-edge asymptotics of the Jacobi growth process
• Nonintersecting Brownian bridges between reflecting or absorbing walls
• The \(k\)-tacnode process
• Upper bounds for the maximum deviation of the Pearcey process
• On the generating function of the Pearcey process
• Non-intersecting squared Bessel paths: Critical time and double scaling limit
• Gap probability for the hard edge Pearcey process
• The tacnode Riemann-Hilbert problem
• On the deformed Pearcey determinant
• On the gap probability of the tacnode process

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