In a celebrated paper, Dyson shows that the spectrum of a n× n randomHermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n non-colliding Brownian motions held together by a drift term. The universal edge and bulk scalings for Hermitian random matrices, applied to the Dyson process, lead to the Airy and Sine processes. In particular, the Airy process is a continuou...
