The tacnode Riemann-Hilbert problem
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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.
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Cites work
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- Tacnode GUE-minor processes and double Aztec diamonds
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- The Tacnode Kernel: Equality of Riemann–Hilbert and Airy Resolvent Formulas
- The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
- Transitions between critical kernels: from the tacnode kernel and critical kernel in the two-matrix model to the Pearcey kernel
- Universality and critical behaviour in the chiral two-matrix model
Cited in
(8)- Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
- Nonintersecting Brownian motions on the unit circle
- A critical phenomenon in the two-matrix model in the quartic/quadratic case
- The Tacnode Kernel: Equality of Riemann–Hilbert and Airy Resolvent Formulas
- On the gap probability of the tacnode process
- The \(k\)-tacnode process
- Critical behavior of nonintersecting Brownian motions at a tacnode
- Nonintersecting Brownian bridges between reflecting or absorbing walls
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