The tacnode Riemann-Hilbert problem

Abstract

The tacnode Riemann-Hilbert problem is a 4 x 4 matrix valued RH problem that appears in the description of the local behavior of two touching groups of non-intersecting Brownian motions. The same RH problem was also found by Duits and Geudens to describe a new critical regime in the two-matrix model. Delvaux gave integral representations for some of the entries of the 4 x 4 matrix. We complement this work by presenting integral representations for all of the entries. As a consequence we give an explicit formula for the Duits-Geudens critical kernel.Comment: 29 pages, 5 figure