We study nonintersecting Brownian motions with two prescribed starting and ending positions, in the neighborhood of a tacnode in the time–space plane. Several expressions have been obtained for the critical correlation kernel that describes the microscopic behavior of the Brownian motions near the tacnode. One approach, due to Kuijlaars, Zhang, and the author, expresses the kernel via a 4 × 4 matrix-valued Riemann–Hilbert problem (RH problem). Another approach, due to Adler, Ferrari, Johansson, van Moerbeke, and Veto, expresses the kernel via resolvents and Fredholm determinants of the Airy integral operator. In this paper, we prove the equivalence of both approaches. We also obtain a rank-2 property for the derivative of the tacnode kern...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert app...
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matr...
In this thesis, we emphasise the role of a particular 'integrable' structure in the study of determi...
The tacnode Riemann–Hilbert problem is a 4x4 matrix-valued RH problem that appears in the descriptio...
In this paper, we study two multicritical correlation kernels and prove that they converge to the Pe...
We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in ...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi–time processes can be expressed in terms...
A system of non-intersecting squared Bessel processes is considered which all start from one point a...
The extended Airy kernel describes the space-time correlation functions for the Airy proces...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We study a Markov process on a system of interlacing particles. At large times the particles fill a ...
AbstractWe consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We study a Markov process on a system of interlacing particles. At large times the particles fill a ...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert app...
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matr...
In this thesis, we emphasise the role of a particular 'integrable' structure in the study of determi...
The tacnode Riemann–Hilbert problem is a 4x4 matrix-valued RH problem that appears in the descriptio...
In this paper, we study two multicritical correlation kernels and prove that they converge to the Pe...
We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in ...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi–time processes can be expressed in terms...
A system of non-intersecting squared Bessel processes is considered which all start from one point a...
The extended Airy kernel describes the space-time correlation functions for the Airy proces...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We study a Markov process on a system of interlacing particles. At large times the particles fill a ...
AbstractWe consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We study a Markov process on a system of interlacing particles. At large times the particles fill a ...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert app...
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matr...
In this thesis, we emphasise the role of a particular 'integrable' structure in the study of determi...