SearcharxivSearch

arXiv · 1110.3489

Tropical Combinatorics and Whittaker functions

Abstract

We establish a fundamental connection between the geometric RSK correspondence and GL(N,R)-Whittaker functions, analogous to the well known relationship between the RSK correspondence and Schur functions. This gives rise to a natural family of measures associated with GL(N,R)-Whittaker functions which are the analogues in this setting of the Schur measures on integer partitions. The corresponding analogue of the Cauchy-Littlewood identity can be seen as a generalisation of an integral identity for GL(N,R)-Whittaker functions due to Bump and Stade. As an application, we obtain an explicit integral formula for the Laplace transform of the law of the partition function associated with a one-dimensional directed polymer model with log-gamma weights recently introduced by one of the authors (TS).

Explore related subjects

Keep this discovery

BibTeXRIS

Ivan Corwin, Neil O'Connell, Timo Seppäläinen, Nikos Zygouras. 2011-10-16. Tropical Combinatorics and Whittaker functions. https://doi.org/10.1215/00127094-2410289

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR