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Alexei Borodin

Publications and source records attributed to Alexei Borodin.

At least 55 records · Page 3Linked to original sources
arXiv2016

Between the stochastic six vertex model and Hall-Littlewood processes

We prove that the joint distribution of the values of the height function for the stochastic six vertex model in a quadrant along a down-right path coincides with that for the lengths of the first columns of partitions distributed according to certain Hall-Littlewood processes. In the limit when one of the quadrant axes becomes continuous, we also show that the two-dimensional random field of the height function values has the same distribution as the lengths of the first columns of partitions from certain ascending Hall-Littlewood processes evolving under a Robinson-Schensted-Knuth type Markovian evolution.

math.PR↗
arXiv2016

Moments Match between the KPZ Equation and the Airy Point Process

The results of Amir-Corwin-Quastel, Calabrese-Le Doussal-Rosso, Dotsenko, and Sasamoto-Spohn imply that the one-point distribution of the solution of the KPZ equation with the narrow wedge initial condition coincides with that for a multiplicative statistics of the Airy determinantal random point process. Taking Taylor coefficients of the two sides yields moment identities. We provide a simple direct proof of those via a combinatorial match of their multivariate integral representations.

math-ph↗
arXiv2016

Stochastic higher spin six vertex model and Madconald measures

We prove an identity that relates the q-Laplace transform of the height function of a (higher spin inhomogeneous) stochastic six vertex model in a quadrant on one side, and a multiplicative functional of a Macdonald measure on the other. The identity is used to prove the GUE Tracy-Widom asymptotics for two instances of the stochastic six vertex model via asymptotics analysis of the corresponding Schur measures.

math-ph↗
arXiv2016

The ASEP and determinantal point processes

We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show how such ensembles arise as limits of various hypergeometric orthogonal polynomials ensembles. We then prove that the q-Laplace transform of the height function of the ASEP with step initial condition is equal to the expectation of a simple multiplicative functional on a discrete Laguerre ensemble --- a member of the new family. This allows us to obtain the large time asymptotics of the ASEP in three limit regimes: (a) for finitely many rightmost particles; (b) GUE Tracy-Widom asymptotics of the height function; (c) KPZ asymptotics of the height function for the ASEP with weak asymmetry. We also give similar results for two instances of the stochastic six vertex model in a quadrant. The proofs are based on limit transitions for the corresponding determinantal point processes.

math-ph↗
arXiv2016

Phase Transitions in the ASEP and Stochastic Six-Vertex Model

In this paper we consider two models in the Kardar-Parisi-Zhang (KPZ) universality class, the asymmetric simple exclusion process (ASEP) and the stochastic six-vertex model. We introduce a new class of initial data (which we call {\itshape generalized step Bernoulli initial data}) for both of these models that generalizes the step Bernoulli initial data studied in a number of recent works on the ASEP. Under this class of initial data, we analyze the current fluctuations of both the ASEP and stochastic six-vertex model and establish the existence of a phase transition along a characteristic line, across which the fluctuation exponent changes from $1 / 2$ to $1 / 3$. On the characteristic line, the current fluctuations converge to the general (rank $k$) Baik-Ben-Arous-Péché distribution for the law of the largest eigenvalue of a critically spiked covariance matrix. For $k = 1$, this was established for the ASEP by Tracy and Widom; for $k > 1$ (and also $k = 1$, for the stochastic six-vertex model), the appearance of these distributions in both models is new.

math.PR↗
arXiv2016

Lectures on Integrable probability: Stochastic vertex models and symmetric functions

We consider a homogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the case of the step initial condition, our formulas degenerate in appropriate limits to many known formulas of such type for integrable probabilistic systems in the (1+1)d KPZ universality class, including the stochastic six vertex model, ASEP, various q-TASEPs, and associated zero range processes. Our arguments are largely based on properties of a family of symmetric rational functions (introduced in arXiv:1410.0976) that can be defined as partition functions of the higher spin six vertex model for suitable domains; they generalize classical Hall-Littlewood and Schur polynomials. A key role is played by Cauchy-like summation identities for these functions, which are obtained as a direct corollary of the Yang-Baxter equation for the higher spin six vertex model. These are lecture notes for a course given by A.B. at the Ecole de Physique des Houches in July of 2015. All the results and proofs presented here generalize to the setting of the fully inhomogeneous higher spin six vertex model, see arXiv:1601.05770 for a detailed exposition of the inhomogeneous case.

math.PR↗
arXiv2016

Higher spin six vertex model and symmetric rational functions

We consider a fully inhomogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the case of the step initial condition, our formulas degenerate in appropriate limits to many known formulas of such type for integrable probabilistic systems in the (1+1)d KPZ universality class, including the stochastic six vertex model, ASEP, various q-TASEPs, and associated zero range processes. Our arguments are largely based on properties of a family of symmetric rational functions which can be defined as partition functions of the inhomogeneous higher spin six vertex model for suitable domains. In the homogeneous case, such functions were previously studied in http://arxiv.org/abs/1410.0976; they also generalize classical Hall-Littlewood and Schur polynomials. A key role is played by Cauchy-like summation identities for these functions, which are obtained as a direct corollary of the Yang-Baxter equation for the higher spin six vertex model.

math.PR↗
arXiv2016

Stochastic heat equation limit of a (2+1)d growth model

We determine a $q\to 1$ limit of the two-dimensional $q$-Whittaker driven particle system on the torus studied previously in [Corwin-Toninelli, arXiv:1509.01605]. This has an interpretation as a $(2+1)$-dimensional stochastic interface growth model, that is believed to belong to the so-called anisotropic Kardar-Parisi-Zhang (KPZ) class. This limit falls into a general class of two-dimensional systems of driven linear SDEs which have stationary measures on gradients. Taking the number of particles to infinity we demonstrate Gaussian free field type fluctuations for the stationary measure. Considering the temporal evolution of the stationary measure, we determine that along characteristics, correlations are asymptotically given by those of the $(2+1)$-dimensional additive stochastic heat equation. This confirms (for this model) the prediction that the non-linearity for the anisotropic KPZ equation in $(2+1)$-dimension is irrelevant.

math.PR↗
arXiv2015

Directed random polymers via nested contour integrals

We study the partition function of two versions of the continuum directed polymer in 1+1 dimension. In the full-space version, the polymer starts at the origin and is free to move transversally in the reals, and in the half-space version, the polymer starts at the origin but is reflected at the origin and stays in the negative reals. The partition functions solves the stochastic heat equation in full-space or half-space with mixed boundary condition at the origin; or equivalently the free energy satisfies the Kardar-Parisi-Zhang equation. We derive exact formulas for the Laplace transforms of the partition functions. In the full-space this is expressed as a Fredholm determinant while in the half-space this is expressed as a Fredholm Pfaffian. Taking long-time asymptotics we show that the limiting free energy fluctuations scale with exponent 1/3 and are given by the GUE and GSE Tracy-Widom distributions. These formulas come from summing divergent moment generating functions, hence are not mathematically justified. The primary purpose of this work is to present a mathematical perspective on the polymer replica method which is used to derive these results. In contrast to other replica method work, we do not appeal directly to the Bethe ansatz for the Lieb-Liniger model but rather utilize nested contour integral formulas for moments as well as their residue expansions.

math-ph↗
arXiv2015

Limit shapes for growing extreme characters of $U(\infty)$

We prove the existence of a limit shape and give its explicit description for certain probability distribution on signatures (or highest weights for unitary groups). The distributions have representation theoretic origin-they encode decomposition on irreducible characters of the restrictions of certain extreme characters of the infinite-dimensional unitary group $U(\infty)$ to growing finite-dimensional unitary subgroups $U(N)$. The characters of $U(\infty)$ are allowed to depend on $N$. In a special case, this describes the hydrodynamic behavior for a family of random growth models in $(2+1)$-dimensions with varied initial conditions.

math.RT↗
arXiv2015

Random tilings and Markov chains for interlacing particles

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint sets of models is a consequence of the presence of shuffling algorithms that generate random tilings under consideration. To see the precise connection, we represent both a random tiling and the corresponding particle system through a set of non-intersecting lines, whose dynamics is induced by the shuffling algorithm or the particle dynamics. The resulting class of measures on line ensembles also fits into the framework of the Schur processes.

math-ph↗
arXiv2015

Lectures on integrable probability

These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.

math.PR↗
arXiv2014

From duality to determinants for q-TASEP and ASEP

We prove duality relations for two interacting particle systems: the $q$-deformed totally asymmetric simple exclusion process ($q$-TASEP) and the asymmetric simple exclusion process (ASEP). Expectations of the duality functionals correspond to certain joint moments of particle locations or integrated currents, respectively. Duality implies that they solve systems of ODEs. These systems are integrable and for particular step and half-stationary initial data we use a nested contour integral ansatz to provide explicit formulas for the systems' solutions, and hence also the moments. We form Laplace transform-like generating functions of these moments and via residue calculus we compute two different types of Fredholm determinant formulas for such generating functions. For ASEP, the first type of formula is new and readily lends itself to asymptotic analysis (as necessary to reprove GUE Tracy--Widom distribution fluctuations for ASEP), while the second type of formula is recognizable as closely related to Tracy and Widom's ASEP formula [Comm. Math. Phys. 279 (2008) 815--844, J. Stat. Phys. 132 (2008) 291--300, Comm. Math. Phys. 290 (2009) 129--154, J. Stat. Phys. 140 (2010) 619--634]. For $q$-TASEP, both formulas coincide with those computed via Borodin and Corwin's Macdonald processes [Probab. Theory Related Fields (2014) 158 225--400]. Both $q$-TASEP and ASEP have limit transitions to the free energy of the continuum directed polymer, the logarithm of the solution of the stochastic heat equation or the Hopf--Cole solution to the Kardar--Parisi--Zhang equation. Thus, $q$-TASEP and ASEP are integrable discretizations of these continuum objects; the systems of ODEs associated to their dualities are deformed discrete quantum delta Bose gases; and the procedure through which we pass from expectations of their duality functionals to characterizing generating functions is a rigorous version of the replica trick in physics.

math.PR↗
arXiv2014

On a family of symmetric rational functions

This paper is about a family of symmetric rational functions that form a one-parameter generalization of the classical Hall-Littlewood polynomials. We introduce two sets of (skew and non-skew) functions that are akin to P and Q Hall-Littlewood polynomials. We establish (a) a combinatorial formula that represents our functions as partition functions for certain path ensembles in the square grid; (b) symmetrization formulas for non-skew functions; (c) identities of Cauchy and Pieri type; (d) explicit formulas for principal specializations; (e) two types of orthogonality relations for non-skew functions. Our construction is closely related to the half-infinite volume, finite magnon sector limit of the higher spin six-vertex (or XXZ) model, with both sets of functions representing higher spin six-vertex partition functions and/or transfer-matrices for certain domains.

math.CO↗
arXiv2014

Stochastic six-vertex model

We study the asymmetric six-vertex model in the quadrant with parameters on the stochastic line. We show that the random height function of the model converges to an explicit deterministic limit shape as the mesh size tends to 0. We further prove that the one-point fluctuations around the limit shape are asymptotically governed by the GUE Tracy-Widom distribution. We also explain an equivalent formulation of our model as an interacting particle system, which can be viewed as a discrete time generalization of ASEP started from the step initial condition. Our results confirm an earlier prediction of Gwa and Spohn (1992) that this system belongs to the KPZ universality class.

math.PR↗
arXiv2014

Spectral theory for the q-Boson particle system

We develop spectral theory for the generator of the q-Boson (stochastic) particle system. Our central result is a Plancherel type isomorphism theorem for this system. This theorem has various implications. It proves the completeness of the Bethe ansatz for the q-Boson generator and consequently enables us to solve the Kolmogorov forward and backward equations for general initial data. Owing to a Markov duality with q-TASEP, this leads to moment formulas which characterize the fixed time distribution of q-TASEP started from general initial conditions. The theorem also implies the biorthogonality of the left and right eigenfunctions. We consider limits of our q-Boson results to a discrete delta Bose gas considered previously by van Diejen, as well as to another discrete delta Bose gas that describes the evolution of moments of the semi-discrete stochastic heat equation (or equivalently, the O'Connell-Yor semi-discrete directed polymer partition function). A further limit takes us to the delta Bose gas which arises in studying moments of the stochastic heat equation / Kardar-Parisi-Zhang equation.

math-ph↗