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Bibliographic Details
Main Authors: Gorin, Vadim, Xu, Jiaming, Zhang, Lingfu
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.10829
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Table of Contents:
  • The Airy$_β$ line ensemble is a random collection of continuous curves, which should serve as a universal edge scaling limit in problems related to eigenvalues of random matrices and models of 2d statistical mechanics. This line ensemble unifies many existing universal objects including Tracy-Widom distributions, eigenvalues of the Stochastic Airy Operator, Airy$_2$ process from the KPZ theory. Here $β>0$ is a real parameter governing the strength of the repulsion between the curves. We introduce and characterize the Airy$_β$ line ensemble in terms of the Laplace transform, by producing integral formulas for its joint multi-time moments. We prove two asymptotic theorems for each $β>0$: the trajectories of the largest eigenvalues in the Dyson Brownian Motion converge to the Airy$_β$ line ensemble; the extreme particles in the G$β$E corners process converge to the same limit. The proofs are based on the convergence of random walk expansions for the multi-time moments of prelimit objects towards their Brownian counterparts. The expansions are produced through Dunkl differential-difference operators acting on multivariate Bessel generating functions.