The Airy_beta line ensemble is constructed for all beta>0 via explicit multi-time Laplace transform formulas, and it is shown to be the edge scaling limit of both the Dyson Brownian Motion and the Gaussian beta corners process.
Limits of Bessel functions for root systems as the rank tends to infinity
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abstract
We study the asymptotic behaviour of Bessel functions associated of root systems of type $A_{n-1}$ and type $B_n$ with positive multiplicities as the rank $n$ tends to infinity. In both cases, we characterize the possible limit functions and the Vershik-Kerov type sequences of spectral parameters for which such limits exist. In the type $A$ case, this gives a new and very natural approach to recent results by Assiotis and Najnudel in the context of $\beta$-ensembles in random matrix theory. These results generalize known facts about the approximation of the (positive-definite) Olshanski spherical functions of the space of infinite-dimensional Hermitian matrices over $\mathbb F = \mathbb R, \mathbb C, \mathbb H$ (with the action of the associated infinite unitary group) by spherical functions of finite-dimensional spaces of Hermitian matrices. In the type B case, our results include asymptotic results for the spherical functions associated with the Cartan motion groups of non-compact Grassmannians as the rank goes to infinity, and a classification of the Olshanski spherical functions of the associated inductive limits.
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Airy$_\beta$ line ensemble and its Laplace transform
The Airy_beta line ensemble is constructed for all beta>0 via explicit multi-time Laplace transform formulas, and it is shown to be the edge scaling limit of both the Dyson Brownian Motion and the Gaussian beta corners process.