Asymptotics of the Tacnode process: a transition between the gap probabilities from the Tacnode to the Airy process

Abstract

We study the gap probabilities of the single-time Tacnode process. Through steepest descent analysis of a suitable Riemann-Hilbert problem, we show that under appropriate scaling regimes the gap probability of the Tacnode process degenerates into a product of two independent gap probabilities of the Airy processes.

38 pages, 5 figures

References in corpus (1)

• The Pearcey Process

Cited by in corpus (1)

• Gap probability for products of random matrices in the critical regime