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Alexei Borodin

Publications and source records attributed to Alexei Borodin.

At least 37 records · Page 2Linked to original sources

Shift-invariance for vertex models and polymers

We establish a symmetry in a variety of integrable stochastic systems: Certain multi-point distributions of natural observables are unchanged under a shift of a subset of observation points. The property holds for stochastic vertex models, (1+1)d directed polymers in random media, last passage percolation, the Kardar-Parisi-Zhang equation, and the Airy sheet. In each instance it leads to computations of previously inaccessible joint distributions. The proofs rely on a combination of the Yang-Baxter integrability of the inhomogeneous colored stochastic six-vertex model and Lagrange interpolation. We also show that a simplified (Gaussian) version of our theorems is related to the invariance in law of the local time of the Brownian bridge under the shift of the observation level.

math.PR↗

Stochastic six-vertex model in a half-quadrant and half-line open ASEP

We consider the asymmetric simple exclusion process (ASEP) on the positive integers with an open boundary condition. We show that, when starting devoid of particles and for a certain boundary condition, the height function at the origin fluctuates asymptotically (in large time $τ$) according to the Tracy-Widom GOE distribution on the $τ^{1/3}$ scale. This is the first example of KPZ asymptotics for a half-space system outside the class of free-fermionic/determinantal/Pfaffian models. Our main tool in this analysis is a new class of probability measures on Young diagrams that we call half-space Macdonald processes, as well as two surprising relations. The first relates a special (Hall-Littlewood) case of these measures to the half-space stochastic six-vertex model (which further limits to ASEP) using a Yang-Baxter graphical argument. The second relates certain averages under these measures to their half-space (or Pfaffian) Schur process analogs via a refined Littlewood identity.

math.PR↗

Color-position symmetry in interacting particle systems

We prove a color-position symmetry for a class of ASEP-like interacting particle systems with discrete time on the one-dimensional lattice. The full space-time inhomogeneity of our systems allows to apply the result to colored (or multi-species) ASEP and stochastic vertex models for a certain class of initial/boundary conditions, generalizing previous results of Amir-Angel-Valko and Borodin-Wheeler. We are also able to use the symmetry, together with previously known results for uncolored models, to find novel asymptotic behavior of the second class particles in several situations.

math.PR↗

Nonsymmetric Macdonald polynomials via integrable vertex models

Starting from an integrable rank-$n$ vertex model, we construct an explicit family of partition functions indexed by compositions $μ= (μ_1,\dots,μ_n)$. Using the Yang-Baxter algebra of the model and a certain rotation operation that acts on our partition functions, we show that they are eigenfunctions of the Cherednik-Dunkl operators $Y_i$ for all $1 \leq i \leq n$, and are thus equal to nonsymmetric Macdonald polynomials $E_μ$. Our partition functions have the combinatorial interpretation of ensembles of coloured lattice paths which traverse a cylinder. Applying a simple bijection to such path ensembles, we show how to recover the well-known combinatorial formula for $E_μ$ due to Haglund-Haiman-Loehr.

math-ph↗

A stochastic telegraph equation from the six-vertex model

A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white noise, and solutions to our equation are two-dimensional random Gaussian fields. We show that such fields arise naturally as asymptotic fluctuations of the height function in a certain limit regime of the stochastic six vertex model in a quadrant. The corresponding law of large numbers -- the limit shape of the height function -- is described by the (deterministic) homogeneous telegraph equation.

math.PR↗

Spectral theory for interacting particle systems solvable by coordinate Bethe ansatz

We develop spectral theory for the q-Hahn stochastic particle system introduced recently by Povolotsky. That is, we establish a Plancherel type isomorphism result which implies completeness and biorthogonality statements for the Bethe ansatz eigenfunctions of the system. Owing to a Markov duality with the q-Hahn TASEP (a discrete-time generalization of TASEP with particles' jump distribution being the orthogonality weight for the classical q-Hahn orthogonal polynomials), we write down moment formulas which characterize the fixed time distribution of the q-Hahn TASEP with general initial data. The Bethe ansatz eigenfunctions of the q-Hahn system degenerate into eigenfunctions of other (not necessarily stochastic) interacting particle systems solvable by the coordinate Bethe ansatz. This includes the ASEP, the (asymmetric) six-vertex model, and the Heisenberg XXZ spin chain (all models are on the infinite lattice). In this way, each of the latter systems possesses a spectral theory, too. In particular, biorthogonality of the ASEP eigenfunctions which follows from the corresponding q-Hahn statement implies symmetrization identities of Tracy and Widom (for ASEP with either step or step Bernoulli initial configuration) as corollaries. Another degeneration takes the q-Hahn system to the q-Boson particle system (dual to q-TASEP) studied in detail in our previous paper (2013). Thus, at the spectral theory level we unify two discrete-space regularizations of the Kardar-Parisi-Zhang equation / stochastic heat equation, namely, q-TASEP and ASEP.

math-ph↗

Stochasticization of Solutions to the Yang-Baxter Equation

In this paper we introduce a procedure that, given a solution to the Yang-Baxter equation as input, produces a stochastic (or Markovian) solution to (a possibly dynamical version of) the Yang-Baxter equation. We then apply this "stochasticization procedure" to obtain three new, stochastic solutions to several different forms of the Yang-Baxter equation. The first is a stochastic, elliptic solution to the dynamical Yang-Baxter equation; the second is a stochastic, higher rank solution to the dynamical Yang-Baxter equation; and the third is a stochastic solution to a dynamical variant of the tetrahedron equation.

math.PR↗

Coloured stochastic vertex models and their spectral theory

This work is dedicated to $\mathfrak{sl}_{n+1}$-related integrable stochastic vertex models; we call such models coloured. We prove several results about these models, which include the following: (1) We construct the basis of (rational) eigenfunctions of the coloured transfer-matrices as partition functions of our lattice models with certain boundary conditions. Similarly, we construct a dual basis and prove the corresponding orthogonality relations and Plancherel formulae; (2) We derive a variety of combinatorial properties of those eigenfunctions, such as branching rules, exchange relations under Hecke divided-difference operators, (skew) Cauchy identities of different types, and monomial expansions; (3) We show that our eigenfunctions are certain (non-obvious) reductions of the nested Bethe Ansatz eigenfunctions; (4) For models in a quadrant with domain-wall (or half-Bernoulli) boundary conditions, we prove a matching relation that identifies the distribution of the coloured height function at a point with the distribution of the height function along a line in an associated colour-blind ($\mathfrak{sl}_2$-related) stochastic vertex model. Thanks to a variety of known results about asymptotics of height functions of the colour-blind models, this implies a similar variety of limit theorems for the coloured height function of our models; (5) We demonstrate how the coloured-uncoloured match degenerates to the coloured (or multi-species) versions of the ASEP, $q$-PushTASEP, and the $q$-boson model; (6) We show how our eigenfunctions relate to non-symmetric Cherednik-Macdonald theory, and we make use of this connection to prove a probabilistic matching result by applying Cherednik-Dunkl operators to the corresponding non-symmetric Cauchy identity.

math.PR↗

Product matrix processes as limits of random plane partitions

We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives determinantal formulas for (dynamical) correlation functions and a contour integral representation for the correlation kernel. The relation with the Schur processes implies that the continuous limit of marginals for q-distributed plane partitions coincides with the joint law of singular values for products of truncations of Haar-distributed random unitary matrices. We provide structural reasons for this coincidence that may also extend to other classes of random matrices.

math-ph↗

Two-dimensional Anisotropic KPZ growth and limit shapes

A series of recent works focused on two-dimensional interface growth models in the so-called Anisotropic KPZ (AKPZ) universality class, that have a large-scale behavior similar to that of the Edwards-Wilkinson equation. In agreement with the scenario conjectured by D. Wolf (1991), in all known AKPZ examples the function $v(ρ)$ giving the growth velocity as a function of the slope $ρ$ has a Hessian with negative determinant ("AKPZ signature"). While up to now negativity was verified model by model via explicit computations, in this work we show that it actually has a simple geometric origin in the fact that the hydrodynamic PDEs associated to these non-equilibrium growth models preserves the Euler-Lagrange equations determining the macroscopic shapes of certain equilibrium two-dimensional interface models. In the case of growth processes defined via dynamics of dimer models on planar lattices, we further prove that the preservation of the Euler-Lagrange equations is equivalent to harmonicity of $v$ with respect to a natural complex structure.

math-ph↗

Anisotropic (2+1)d growth and Gaussian limits of q-Whittaker processes

We consider a discrete model for anisotropic (2+1)-dimensional growth of an interface height function. Owing to a connection with q-Whittaker functions, this system enjoys many explicit integral formulas. By considering certain Gaussian stochastic differential equation limits of the model we are able to prove a space-time limit to the (2+1)-dimensional additive stochastic heat equation (or Edwards-Wilkinson equation) along characteristic directions. In particular, the bulk height function converges to the Gaussian free field which evolves according to this stochastic PDE.

math.PR↗

Dynamic ASEP, duality and continuous $q^{-1}$-Hermite polynomials

We demonstrate a Markov duality between the dynamic ASEP and the standard ASEP. We then apply this to step initial data, as well as a half-stationary initial data (which we introduce). While investigating the duality for half-stationary initial data, we uncover and utilize connections to continuous $q^{-1}$-Hermite polynomials. Finally, we introduce a family of stationary initial data which are related to the indeterminate moment problem associated with these $q^{-1}$-Hermite polynomials.

math.PR↗

Integrable probability: From representation theory to Macdonald processes

These are lecture notes for a mini-course given at the Cornell Probability Summer School in July 2013. Topics include lozenge tilings of polygons and their representation theoretic interpretation, the (q,t)-deformation of those leading to the Macdonald processes, nearest neighbor dynamics on Macdonald processes, their limit to semi-discrete Brownian polymers, and large time asymptotic analysis of polymer's partition function.

math.PR↗

Gaussian asymptotics of discrete $β$-ensembles

We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$β$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as $N\to\infty$. The covariance is universal and coincides with its counterpart in random matrix theory. Our main tool is an appropriate discrete version of the Schwinger-Dyson (or loop) equations, which originates in the work of Nekrasov and his collaborators.

math.PR↗

General beta Jacobi corners process and the Gaussian Free Field

We prove that the two-dimensional Gaussian Free Field describes the asymptotics of global fluctuations of a multilevel extension of the general beta Jacobi random matrix ensembles. Our approach is based on the connection of the Jacobi ensembles to a degeneration of the Macdonald processes that parallels the degeneration of the Macdonald polynomials to to the Heckman-Opdam hypergeometric functions (of type A). We also discuss the beta goes to infinity limit.

math.PR↗

Inhomogeneous exponential jump model

We introduce and study the inhomogeneous exponential jump model - an integrable stochastic interacting particle system on the continuous half line evolving in continuous time. An important feature of the system is the presence of arbitrary spatial inhomogeneity on the half line which does not break the integrability. We completely characterize the macroscopic limit shape and asymptotic fluctuations of the height function (= integrated current) in the model. In particular, we explain how the presence of inhomogeneity may lead to macroscopic phase transitions in the limit shape such as shocks or traffic jams. Away from these singularities the asymptotic fluctuations of the height function around its macroscopic limit shape are governed by the GUE Tracy-Widom distribution. A surprising result is that while the limit shape is discontinuous at a traffic jam caused by a macroscopic slowdown in the inhomogeneity, fluctuations on both sides of such a traffic jam still have the GUE Tracy-Widom distribution (but with different non-universal normalizations). The integrability of the model comes from the fact that it is a degeneration of the inhomogeneous stochastic higher spin six vertex models studied earlier in arXiv:1601.05770 [math.PR]. Our results on fluctuations are obtained via an asymptotic analysis of Fredholm determinantal formulas arising from contour integral expressions for the q-moments in the stochastic higher spin six vertex model. We also discuss "product-form" translation invariant stationary distributions of the exponential jump model which lead to an alternative hydrodynamic-type heuristic derivation of the macroscopic limit shape.

math.PR↗

Spin $q$-Whittaker polynomials

We introduce and study a one-parameter generalization of the q-Whittaker symmetric functions. This is a family of multivariate symmetric polynomials, whose construction may be viewed as an application of the procedure of fusion from integrable lattice models to a vertex model interpretation of a one-parameter generalization of Hall-Littlewood polynomials from [Bor17, BP16a, BP16b]. We prove branching and Pieri rules, standard and dual (skew) Cauchy summation identities, and an integral representation for the new polynomials.

math.CO↗

Symmetric elliptic functions, IRF models, and dynamic exclusion processes

We introduce stochastic Interaction-Round-a-Face (IRF) models that are related to representations of the elliptic quantum group $E_{τ,η}(sl_2)$. For stochasic IRF models in a quadrant, we evaluate averages for a broad family of observables that can be viewed as higher analogs of $q$-moments of the height function for the stochastic (higher spin) six vertex models. In a certain limit, the stochastic IRF models degenerate to (1+1)d interacting particle systems that we call dynamic ASEP and SSEP; their jump rates depend on local values of the height function. For the step initial condition, we evaluate averages of observables for them as well, and use those to investigate one-point asymptotics of the dynamic SSEP. The construction and proofs are based on remarkable properties (branching and Pieri rules, Cauchy identities) of a (seemingly new) family of symmetric elliptic functions that arise as matrix elements in an infinite volume limit of the algebraic Bethe ansatz for $E_{τ,η}(sl_2)$.

math-ph↗