On the Limit of the Tridiagonal Model for $β$-Dyson Brownian Motion

In previous work, Edelman and Dumitriu provide a description of the result of applying the Householder tridiagonalization algorithm to a G$\beta$E random matrix. The resulting tridiagonal ensemble makes sense for all $\beta>0$, and has spectrum given by the $\beta$-ensemble for all $\beta>0$. Moreover, the tridiagonal model has useful stochastic operator limits introduced and analyzed by Edelman and Sutton, and subsequently analyzed in work by Ramirez, Rider, and Vir\'ag. In this work we analogously study the result of applying the Householder tridiagonalization algorithm to a G$\beta$E process which has eigenvalues governed by $\beta$-Dyson Brownian motion. We propose an explicit limit of the upper left $k \times k$ minor of the $n \times n$ tridiagonal process as $n \to \infty$ and $k$ remains fixed. We prove the result for $\beta=1$, and also provide numerical evidence for $\beta=1,2,4$. This leads us to conjecture the form of a dynamical $\beta$-stochastic Airy operator with smallest $k$ eigenvalues evolving according to the $n \to \infty$ limit of the largest, centered and re-scaled, $k$ eigenvalues of $\beta$-Dyson Brownian motion.