1208.0762 (Dries Geudens et al.)

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

Dries Geudens, Lun Zhang

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.

View original: http://arxiv.org/abs/1208.0762