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The Transition between the Gap Probabilities from the Pearcey to the Airy Process—a Riemann–Hilbert Approach

The Transition between the Gap Probabilities from the Pearcey to the Airy Process—a Riemann–Hilbert Approach

We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to factorize into two independent Airy processes using the Deift-Zhou steepest descent analysis. Additionally …