Asymptotics of the Tacnode process: a transition between the gap probabilities from the Tacnode to the Airy process
Autor: | Girotti, Manuela |
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Rok vydání: | 2014 |
Předmět: | |
Druh dokumentu: | Working Paper |
DOI: | 10.1088/0951-7715/27/8/1937 |
Popis: | 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. Comment: 38 pages, 5 figures |
Databáze: | arXiv |
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