For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: A random decreasing sequence of continuous functions of two variables, which at every point has the distribution of the Airy point process. The analysis is based on the methods developed by Soshnikov to study the extreme eigenvalues of a single Wigner matrix.
|Number of pages||33|
|Journal||International Mathematics Research Notices|
|State||Published - 2015|