The tacnode kernel: equality of Riemann-Hilbert and Airy resolvent formulas

TL;DR

This paper proves the equivalence of two different mathematical formulas for the tacnode kernel, a key object in understanding nonintersecting Brownian motions, and introduces a Riemann-Hilbert representation for the multi-time kernel.

Contribution

It establishes the equivalence between Riemann-Hilbert and Airy resolvent formulas for the tacnode kernel, and derives a Riemann-Hilbert expression for the multi-time extended kernel.

Findings

Proved the equivalence of two formulas for the tacnode kernel.

Derived a rank-2 property for the derivative of the kernel.

Presented a Riemann-Hilbert representation for the multi-time kernel.

Abstract

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 in the literature for the critical correlation kernel $K\tac(x,y)$ that describes the microscopic behavior of the Brownian motions near the tacnode. One approach, due to Kuijlaars, Zhang and the author, expresses the kernel (in the single time case) in terms of a $4\times 4$ matrix valued Riemann-Hilbert problem. Another approach, due to Adler, Ferrari, Johansson, van Moerbeke and Vet\H o in a series of papers, expresses the kernel in terms of resolvents and Fredholm determinants of the Airy integral operator acting on a semi-infinite interval $[\sigma,\infty)$, involving some objects introduced by Tracy and Widom. In this paper we prove the equivalence of both approaches. We also obtain a rank-2 property for the derivative of the tacnode kernel. Finally, we find a Riemann-Hilbert expression for the multi-time extended tacnode kernel.