Airy$_β$ line ensemble and its Laplace transform

Abstract

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.