Gap Probability for the Hard Edge Pearcey Process

  title={Gap Probability for the Hard Edge Pearcey Process},
  author={Dan Dai and Shuai‐Xia Xu and Lun Zhang},
  journal={Annales Henri Poincar{\'e}},
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval (0,  s ) by working on a $$3\times 3$$ 3 × 3 matrix-valued Riemann–Hilbert problem for the relevant Fredholm determinants. We establish an integral representation of the gap probability via the Hamiltonian related to a new system of coupled differential equations. Together with some… 
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