Airy limit for β-additions through Dunkl operators
Abstract
It is well known that the edge limit of Gaussian/Laguerre Beta-ensembles, as well as a large class of β-ensembles is given by the Airy(β) point process. We extend this universality result to a general class of additions of Gaussian and Laguerre ensembles, which were identified in AN as projection of the ergodic measures of the β-corners process. In order to make sense of the β-addition, we introduce the Type-A Bessel function as the characteristic function of our matrix ensemble, following the approach of GM, BCG. Then we extract its moment information through the action of Dunkl operators, and obtain certain limiting functional expressed via conditional Brownian bridges for the Laplace transform of Airy(β). Our limit expression is universal up to proper rescaling among all of our additions, and agrees with the single-time Laplace transform expression from the concurrent work GXZ.
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