Well, Proxima is the closest star to us (outside of the Sun, of course). They're still not sure whether it's actually a member of the Alpha system or a separate star. Problem is measuring its space velocity relative to both Alpha and us. If it's in orbit about the other two stars, there will be a component of orbital angular momentum in addition to its space velocity that will say it's part of the system. Only thing is it's 13000AU from the other stars, which means its orbit is something like a million years or so, in length. Very long time and it hardly moves which means finding an orbit is hard. The only true way they're going to be able to tell is go there and measure its age from meteoric/asteroid debris in orbit about the star. Then go to Alpha and do the same thing. If they're close in age, then it's a safe bet they formed together.
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