SearcharxivSearch

arXiv · 2505.17825

Doubly Free-Boundary Macdonald Processes: Reflection Identities and Jack Asymptotics

Abstract

We introduce a doubly free-boundary Macdonald process on rail-yard interlacings and develop a reflection calculus for its observables. Boundary Cauchy--Littlewood identities, combined with Negu\c t operators, yield exact multipoint contour formulas for arbitrary \(L/R\) words. Under the Jack scaling \[ q=t^\alpha,\qquad t=e^{-n\beta\epsilon}, \] and piecewise-periodic data, these formulas imply a Laplace-transform law of large numbers and a weak slope-measure limit shape at \(L\)-type columns. For arbitrary piecewise-periodic \(L/R\) backgrounds and finitely many \(L\)-type marked columns, under the stated contour, branch, and normal-convergence hypotheses, the centered height-Laplace observables converge jointly to a Gaussian vector. Its covariance exhibits a boundary--deformation separation: the Jack parameter and the microscopic rail-yard data enter through the one-point spectral factors and the normalization, whereas the two-point interaction is the logarithmic derivative of an annular prime function generated by the two boundary reflections. Thus the deformation changes the spectral map while preserving the annular image geometry of the Schur specialization. For \(\beta=1\), in the all-\(L\) sector and under explicit signed zero--pole and root-localization hypotheses, we characterize regular liquid and frozen points through the nonreal-root structure of the characteristic equation and show that nondegenerate regular interfaces lie on the real double-root locus. The half-space Macdonald-process formulas are recovered in the continuous degeneration \(v\downarrow0\), which forces the right boundary partition to be empty.

Explore related subjects

Keep this discovery

BibTeXRIS

Zhongyang Li, Kaili Shi. 2025-05-23. Doubly Free-Boundary Macdonald Processes: Reflection Identities and Jack Asymptotics. https://arxiv.org/abs/2505.17825

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