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When \\(n\\rightarrow \\infty\\), the largest eigenvalue, with time and space properly rescaled, tends to the so-called Airy process, which is a non-Markovian continuous stationary process. Similarly the values in the bulk, with a different time and space rescaling, tend to the so-called Sine process.  This lecture derives the distribution of the Airy process at any given time and a PDE for the joint distribution at two different times. Similarly a PDE is found for the Sine process. This hinges on finding a PDE for the joint distribution of the Dyson process at different times \\(t_1\\) and \\(t_2\\), which itself is based on the joint probability of the eigenvalues for coupled Gaussian Hermitian matrices. The PDE for the Dyson process is then subjected to an asymptotic analysis, consistent with the edge and bulk rescalings. 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