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Alexei Borodin

Publications and source records attributed to Alexei Borodin.

At least 91 records · Page 5Linked to original sources
arXiv2010

CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution

We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting three-dimensional generalized Gaussian process; its restrictions to two-dimensional sections that are monotone in matrix sizes and time moments coincide with the two-dimensional Gaussian Free Field with zero boundary conditions. The proof is by moment convergence, and it extends to more general Wigner matrices and their stochastic evolution.

math.PR↗
arXiv2010

CLT for spectra of submatrices of Wigner random matrices

We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-digonal entries is GOE/GUE-like then the limiting Gaussian process can be viewed as a collection of simply yet nontrivially correlated two-dimensional Gaussian Free Fields.

math.PR↗
arXiv2010

Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary of the Gelfand-Tsetlin graph or, equivalently, the space of extreme characters of the infinite-dimensional unitary group U(infinity). The process has a unique invariant distribution which arises as the decomposing measure in a natural problem of harmonic analysis on U(infinity) posed in arXiv:math/0109193. As was shown in arXiv:math/0109194, this measure can also be described as a determinantal point process with a correlation kernel expressed through the Gauss hypergeometric function.

math.PR↗
arXiv2010

Schur dynamics of the Schur processes

We construct discrete time Markov chains that preserve the class of Schur processes on partitions and signatures. One application is a simple exact sampling algorithm for q^{volume}-distributed skew plane partitions with an arbitrary back wall. Another application is a construction of Markov chains on infinite Gelfand-Tsetlin schemes that represent deterministic flows on the space of extreme characters of the infinite-dimensional unitary group.

math.CO↗
arXiv2009

Limits of determinantal processes near a tacnode

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter $\eps> 0$. The domain has two cusps, one pointing up and one pointing down. In the limit $\varepsilon\downarrow 0$ the cusps touch, thus forming a tacnode. The main result of the paper is a derivation of the local correlation kernel around the tacnode in the transition regime $\varepsilon \downarrow 0$. We also prove that the local process interpolates between the Pearcey process and the GUE minor process.

math.PR↗
arXiv2009

Determinantal point processes

We present a list of algebraic, combinatorial, and analytic mechanisms that give rise to determinantal point processes.

math.PR↗
arXiv2009

Two speed TASEP

We consider the TASEP on Z with two blocks of particles having different jump rates. We study the large time behavior of particles' positions. It depends both on the jump rates and the region we focus on, and we determine the complete process diagram. In particular, we discover a new transition process in the region where the influence of the random and deterministic parts of the initial condition interact. Slow particles may create a shock, where the particle density is discontinuous and the distribution of a particle's position is asymptotically singular. We determine the diffusion coefficient of the shock without using second class particles. We also analyze the case where particles are effectively blocked by a wall moving with speed equal to their intrinsic jump rate.

math-ph↗
arXiv2009

q-Distributions on boxed plane partitions

We introduce elliptic weights of boxed plane partitions and prove that they give rise to a generalization of MacMahon's product formula for the number of plane partitions in a box. We then focus on the most general positive degenerations of these weights that are related to orthogonal polynomials; they form three two-dimensional families. For distributions from these families we prove two types of results. First, we construct explicit Markov chains that preserve these distributions. In particular, this leads to a relatively simple exact sampling algorithm. Second, we consider a limit when all dimensions of the box grow and plane partitions become large, and prove that the local correlations converge to those of ergodic translation invariant Gibbs measures. For fixed proportions of the box, the slopes of the limiting Gibbs measures (that can also be viewed as slopes of tangent planes to the hypothetical limit shape) are encoded by a single quadratic polynomial.

math-ph↗
arXiv2009

On adding a list of numbers (and other one-dependent determinantal processes)

Adding a column of numbers produces "carries" along the way. We show that random digits produce a pattern of carries with a neat probabilistic description: the carries form a one-dependent determinantal point process. This makes it easy to answer natural questions: How many carries are typical? Where are they located? We show that many further examples, from combinatorics, algebra and group theory, have essentially the same neat formulae, and that any one-dependent point process on the integers is determinantal. The examples give a gentle introduction to the emerging fields of one-dependent and determinantal point processes.

math.PR↗
arXiv2008

Anisotropic KPZ growth in 2+1 dimensions: fluctuations and covariance structure

In [arXiv:0804.3035] we studied an interacting particle system which can be also interpreted as a stochastic growth model. This model belongs to the anisotropic KPZ class in 2+1 dimensions. In this paper we present the results that are relevant from the perspective of stochastic growth models, in particular: (a) the surface fluctuations are asymptotically Gaussian on a sqrt(ln(t)) scale and (b) the correlation structure of the surface is asymptotically given by the massless field.

cond-mat.stat-mech↗
arXiv2008

Anisotropic growth of random surfaces in 2+1 dimensions

We construct a family of stochastic growth models in 2+1 dimensions, that belong to the anisotropic KPZ class. Appropriate projections of these models yield 1+1 dimensional growth models in the KPZ class and random tiling models. We show that correlation functions associated to our models have determinantal structure, and we study large time asymptotics for one of the models. The main asymptotic results are: (1) The growing surface has a limit shape that consists of facets interpolated by a curved piece. (2) The one-point fluctuations of the height function in the curved part are asymptotically normal with variance of order ln(t) for time t>>1. (3) There is a map of the (2+1)-dimensional space-time to the upper half-plane H such that on space-like submanifolds the multi-point fluctuations of the height function are asymptotically equal to those of the pullback of the Gaussian free (massless) field on H.

math-ph↗
arXiv2008

Large time asymptotics of growth models on space-like paths I: PushASEP

We consider a new interacting particle system on the one-dimensional lattice that interpolates between TASEP and Toom's model: A particle cannot jump to the right if the neighboring site is occupied, and when jumping to the left it simply pushes all the neighbors that block its way. We prove that for flat and step initial conditions, the large time fluctuations of the height function of the associated growth model along any space-like path are described by the Airy_1 and Airy_2 processes. This includes fluctuations of the height profile for a fixed time and fluctuations of a tagged particle's trajectory as special cases.

math-ph↗
arXiv2008

The Ginibre ensemble of real random matrices and its scaling limits

We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We apply this result to the real Ginibre ensemble and compute the bulk and edge scaling limits of its correlation functions as the size of the matrices becomes large.

math-ph↗
arXiv2008

Shuffling algorithm for boxed plane partitions

We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of each step involves O((a+b)c) operations. One application is an efficient perfect random sampling algorithm for uniformly distributed boxed plane partitions. Trajectories of our Markov chains can be viewed as random point configurations in the three-dimensional lattice. We compute the bulk limits of the correlation functions of the resulting random point process on suitable two-dimensional sections. The limiting correlation functions define a two-dimensional determinantal point processes with certain Gibbs properties.

math.CO↗
arXiv2008

Loop-free Markov chains as determinantal point processes

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.

math.PR↗
arXiv2008

Correlation Functions of Asymmetric Real Matrices

We give a closed form for the correlation functions of ensembles of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We also derive closed forms for the matrix kernel and correlation functions for Ginibre's real ensemble.

math-ph↗
arXiv2008

Gibbs Ensembles of Nonintersecting Paths

We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures on lozenge and domino tilings of the plane, some of which are non-translation-invariant. The correlation kernels of our processes can be viewed as extensions of the discrete sine kernel, and we show that the Gibbs property is a consequence of simple linear relations satisfied by these kernels. The processes depend on infinitely many parameters, which are closely related to parametrization of totally positive Toeplitz matrices.

math-ph↗