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Dyson Brownian Motion and extended airy process
have code for the demonstration.
Claiming this project.
i would start with adding two GUE's and doing an extended Airy process with two time points
for example, from https://www.emis.de/journals/EJP-ECP/article/download/1074/1074-3531-1-PB.pdf take m=2 in Section II
add to dimitris notebook