Coalescence and fluctuations of O'Connell$\unicode{x2013}$Yor polymers via the free-energy correlation profile

Abstract

We establish an identity relating the spatial derivative of a two-point free-energy correlation to two fundamental geometric quantities: the annealed probability that two independently sampled polymers, in the same environment, meet before reaching the prescribed terminal level, and the exit-point location of a single polymer. Our result is inspired in part by recent integration-by-parts work of Gu and Quastel for the KPZ equation. A crucial step in their continuous setting relies on an ingenious application of It\^o's formula, which has no direct analogue in our semi-discrete setting. Instead, we exploit intrinsic symmetries of the polymer model together with the memoryless property. We also provide two applications: (i) we recover the horizontal Burke property by proving that the anchored stationary horizontal free-energy profile is a two-sided Brownian motion; (ii) in the zero-temperature limit, we obtain the corresponding identity for Brownian last-passage percolation.