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

Autor: Girotti, Manuela
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