The tacnode Riemann-Hilbert problem

DOI10.1007/S00365-013-9225-ZzbMATH Open1304.30052arXiv1304.6227OpenAlexW2147416013MaRDI QIDQ485299FDOQ485299

Arno B. J. Kuijlaars

Publication date: 9 January 2015

Published in: Constructive Approximation (Search for Journal in Brave)

Abstract: The tacnode Riemann-Hilbert problem is a 4 x 4 matrix valued RH problem that appears in the description of the local behavior of two touching groups of non-intersecting Brownian motions. The same RH problem was also found by Duits and Geudens to describe a new critical regime in the two-matrix model. Delvaux gave integral representations for some of the entries of the 4 x 4 matrix. We complement this work by presenting integral representations for all of the entries. As a consequence we give an explicit formula for the Duits-Geudens critical kernel.

Full work available at URL: https://arxiv.org/abs/1304.6227

Recommendations

• The Tacnode Kernel: Equality of Riemann–Hilbert and Airy Resolvent Formulas
• Critical behavior of nonintersecting Brownian motions at a tacnode
• A critical phenomenon in the two-matrix model in the quartic/quadratic case
• Transitions between critical kernels: from the tacnode kernel and critical kernel in the two-matrix model to the Pearcey kernel
• Non-colliding Brownian motions and the extended tacnode process

zbMATH Keywords

integral representationtacnode Riemann-Hilbert problem

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Boundary value problems in the complex plane (30E25)

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Cited In (6)

• Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
• Nonintersecting Brownian motions on the unit circle
• The Tacnode Kernel: Equality of Riemann–Hilbert and Airy Resolvent Formulas
• On the gap probability of the tacnode process
• The \(k\)-tacnode process
• Nonintersecting Brownian bridges between reflecting or absorbing walls

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