On the generating function of the Pearcey process

Abstract

The Pearcey process is a universal point process in random matrix theory. In this paper, we study the generating function of the Pearcey process on any number $m$ of intervals. We derive an integral representation for it in terms of a Hamiltonian that is related to a system of $6m+2$ coupled nonlinear equations. We also obtain asymptotics for the generating function as the size of the intervals get large, up to and including the constant term. This work generalizes some recent results of Dai, Xu and Zhang, which correspond to $m=1$.