Gaussian saddle coalescing with a simple pole ($t=1+u/\sqrt{n}$)

For $z=2n+i\mu \sqrt{n}+O(1)$, the factor $t^{2n}{e}^{z(1-t)}$ has saddle scale $t=1+u/\sqrt{n}$ and becomes $e^{-u^2-i\mu u}$. If the amplitude has a simple pole there, its leading local integral contains $e^{-u^2-i\mu u}/u$. Differentiating its Cauchy principal value with respect to $\mu$ reduces it to a Gaussian integral, producing an error function. The nonsingular amplitude $(1+t{)}^{-1}$ gives $\frac{1}{2}\sqrt{\pi /n}{e}^{-{\mu }^2/4}$.

The pole contour in a Gaussian saddle coalescing with a simple pole changes the multiplier smoothly. For the lower contour, ${\int }_{{\mathcal{C}}_{-}}{e}^{-u^2-i\mu u}du/u=i\pi \mathrm{erfc}(\mu /2)$. This follows by integrating $-i\sqrt{\pi }{e}^{-{\mu }^2/4}$ and adding the indentation contribution $i\pi$. The transition width is inverse square root of the large parameter; on a Stokes line the multiplier takes half its switched-on value.

For the upper-pole integral $I={\int }_{{\mathcal{C}}_{+}}{t}^{\gamma -1}{e}^{\lambda (1-t)}(1-t{)}^{-1}dt$, let $\gamma \to \infty$ and $\lambda =\gamma +i\mu \sqrt{\gamma }+O(1)$. Scaling $t=1+s/\sqrt{\gamma }$ gives $-{\int }_{{\mathcal{C}}_{+}}{e}^{-s^2/2-i\mu s}ds/s$ at leading order. At $\mu =0$ its indentation is $i\pi$. Differentiation with respect to $\mu$ gives $i\sqrt{2\pi }{e}^{-{\mu }^2/2}$, so integration gives the displayed error function. This is an optimal truncation transition; the underlying analytic integral has no literal discontinuity. The general mechanism is discussed in the DLMF account of Stokes smoothing.