The two processes (normalised variance and non-normalised variance) can be easily rescaled to each other, so the choice of which one to use is basically a matter of taste.

]]>Thanks for these great notes!

Maybe this question is much too late, but I’d be very grateful for a reply. I’m used to think about the eigenvalues of the GUE as being subjected to a quadratic confining potential and mutual log repulsion: is there an easy way to understand the absence of the effect of the confining potential (which would give rise to a simple harmonic restoring force for each eigenvalue) in the formula for the Dyson Brownian motion, equation (5)?

Thanks for a great blog!

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