The full edge scaling limit of singular values of GL_N(C) Brownian motion solves an infinite log-interacting SDE system, and the limiting reverse characteristic polynomial satisfies a nonlinear multiplicative-noise SPDE.
Markov processes on the path space of the Gelfand- Tsetlin graph and on its boundary.J
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$\mathsf{GL}_N(\mathbb{C})$ Brownian motion and stochastic PDE on entire functions
The full edge scaling limit of singular values of GL_N(C) Brownian motion solves an infinite log-interacting SDE system, and the limiting reverse characteristic polynomial satisfies a nonlinear multiplicative-noise SPDE.