Riemann-Hilbert approach to multi-time processes: The Airy and the Pearcey cases

► The gap probabilities of the Airy and Pearcey processes are considered. ► A Riemann-Hilbert problem is provided, using the Its-Izergin-Korepin-Slavnov theory. ► A PDE is re-derived and the problem is framed in the theory of isomonodromic deformations.