  Consider non-intersecting Brownian motions on the real line, starting from
the origin at t=0, with a number of particles forced to reach p distinct target
points at time t=1. This work shows that the transition probability, that is
the probability for the particles to pass through windows E_k at times t_k,
satisfies, in a new set of variables, a non-linear PDE which can be expressed
as a near-Wronskian; that is a determinant of a matrix of size p+1, with each
row being a derivative of the previous, except for the last column. It is an
interesting open question to understand those equations from a more
probabilistic point of view.
  As an application of these equations, let the number of particles forced to
the extreme target points (the first and the last one) tend to infinity; keep
the number of particles forced to intermediate target points fixed (inliers),
but let the target points themselves go to infinity according to a proper
scale. A new critical process appears at the point of bifurcation, where the
bulk of the particles forced to the first target point depart from those going
to the last target point. These statistical fluctuations near that point of
bifurcation are specified by a kernel, which is a rational perturbation of the
Pearcey kernel. Finally, the paper contains a conjecture.
