Transitions between critical kernels: from the tacnode kernel and critical kernel in the two-matrix model to the Pearcey kernel KU Leuven
In this paper, we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of nonintersecting Brownian motions at a tacnode. The second arises as a triple scaling limit of the eigenvalue correlation kernel in the Hermitian two-matrix model with quartic/quadratic potentials. The two kernels are different but can be expressed in terms of ...