  We consider the system of $N$ one-dimensional free fermions confined by a
harmonic well $V(x) = m\omega^2 {x^2}/{2}$ at finite inverse temperature $\beta
= 1/T$. The average density of fermions $\rho_N(x,T)$ at position $x$ is
derived. For $N \gg 1$ and $\beta \sim {\cal O}(1/N)$, $\rho_N(x,T)$ is given
by a scaling function interpolating between a Gaussian at high temperature, for
$\beta \ll 1/N$, and the Wigner semi-circle law at low temperature, for $\beta
\gg N^{-1}$. In the latter regime, we unveil a scaling limit, for $\beta {\hbar
\omega}= b N^{-1/3}$, where the fluctuations close to the edge of the support,
at $x \sim \pm \sqrt{2\hbar N/(m\omega)}$, are described by a limiting kernel
$K^{\rm ff}_b(s,s')$ that depends continuously on $b$ and is a generalization
of the Airy kernel, found in the Gaussian Unitary Ensemble of random matrices.
Remarkably, exactly the same kernel $K^{\rm ff}_b(s,s')$ arises in the exact
solution of the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions at finite
time $t$, with the correspondence $t= b^3$.
