Transition Analysis: From the Airy and Pearcey Kernels to the Sine Kernel

Abstract: We study transitions between the three universal limiting kernels Airy, Pearcey and sine kernel, arising in Random Matrix Theory at edge, cusp and bulk points of the spectrum. Under appropriate rescalings, we provide complete asymptotic expansions of the extended Airy kernel and the extended Pearcey kernel approaching the extended sine kernel, expliciting the fluctuations.