Edge scaling limit of Dyson Brownian motion at equilibrium for general β geq 1
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For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is distributed as the Airy$_\beta$ random point field. We prove that the increments of the limiting process are locally Brownian. When $\beta >1$ we prove that after subtracting a Brownian motion, the sample paths are almost surely locally $r$-H{\"o}lder for any $r<1-(1+\beta)^{-1}$. Furthermore for all $\beta \geq 1$ we show that the limiting process solves an SDE in a weak sense. When $\beta=2$ this limiting process is the Airy line ensemble.
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The Tracy-Widom distribution at large Dyson index
For large beta the TW density takes the form exp(-beta Phi(a)) with Phi(a) obtained as the solution of a Painleve II equation via saddle-point analysis of the stochastic Airy operator.
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