arXiv subjects

Alexei Borodin

Publications and source records attributed to Alexei Borodin.

At least 109 records · Page 6Linked to original sources

arXiv2008

Infinite-dimensional diffusions as limits of random walks on partitions

The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z. The z-measures live on the Thoma simplex, an infinite-dimensional compact space which is a kind of dual object to the infinite symmetric group. The aim of the paper is to introduce stochastic dynamics related to the z-measures. Namely, we construct a family of diffusion processes in the Toma simplex indexed by the same parameter z. Our diffusions are obtained from certain Markov chains on partitions of natural numbers n in a scaling limit as n goes to infinity. These Markov chains arise in a natural way, due to the approximation of the infinite symmetric group by the increasing chain of the finite symmetric groups. Each z-measure P_z serves as a unique invariant distribution for the corresponding diffusion process, and the process is ergodic with respect to P_z. Moreover, P_z is a symmetrizing measure, so that the process is reversible. We describe the spectrum of its generator and compute the associated (pre)Dirichlet form.

math.PR↗

arXiv2008

Correlation Kernels for Discrete Symplectic and Orthogonal Ensembles

H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete ensembles whose weights have rational discrete logarithmic derivatives, and compute explicitly correlation kernels associated to the classical Meixner and Charlier orthogonal polynomials.

math-ph↗

arXiv2007

Asymptotics of Plancherel measures for the infinite-dimensional unitary group

We study a two-dimensional family of probability measures on infinite Gelfand-Tsetlin schemes induced by a distinguished family of extreme characters of the infinite-dimensional unitary group. These measures are unitary group analogs of the well-known Plancherel measures for symmetric groups. We show that any measure from our family defines a determinantal point process, and we prove that in appropriate scaling limits, such processes converge to two different extensions of the discrete sine process as well as to the extended Airy and Pearcey processes.

math.RT↗

arXiv2007

A Note on the Pfaffian Integration Theorem

Two alternative, fairly compact proofs are presented of the Pfaffian integration theorem that is surfaced in the recent studies of spectral properties of Ginibre's Orthogonal Ensemble. The first proof is based on a concept of the Fredholm Pfaffian; the second proof is purely linear-algebraic.

math-ph↗

arXiv2007

Large time asymptotics of growth models on space-like paths II: PNG and parallel TASEP

We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a signed determinantal point process. The long time scaling limit of the surface height is shown to coincide with the Airy_1 process. This result holds more generally for the observation points located along any space-like path in the space-time plane. We also obtain the corresponding results for the discrete time TASEP (totally asymmetric simple exclusion process) with parallel update.

math-ph↗

arXiv2007

Transition between Airy_1 and Airy_2 processes and TASEP fluctuations

We consider the totally asymmetric simple exclusion process, a model in the KPZ universality class. We focus on the fluctuations of particle positions starting with certain deterministic initial conditions. For large time t, one has regions with constant and linearly decreasing density. The fluctuations on these two regions are given by the Airy_1 and Airy_2 processes, whose one-point distributions are the GOE and GUE Tracy-Widom distributions of random matrix theory. In this paper we analyze the transition region between these two regimes and obtain the transition process. Its one-point distribution is a new interpolation between GOE and GUE edge distributions.

math-ph↗

arXiv2007

Asymptotics of Plancherel-type random partitions

We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set {0,1,2,...} of nonnegative integers. This can be viewed as an edge limit ransition. The limit process is determined by a correlation kernel on {0,1,2,...} which is expressed through the Hermite polynomials, we call it the discrete Hermite kernel. The proof is based on a simple argument which derives convergence of correlation kernels from convergence of unbounded self-adjoint difference operators. Our approach can also be applied to a number of other probabilistic models. As an example, we discuss a bulk limit for one more Plancherel-type model of random partitions.

math.PR↗

arXiv2006

Fluctuation properties of the TASEP with periodic initial configuration

We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and determine the kernel in the scaling limit. This result has been announced first in a letter by one of us and here we provide a self-contained derivation. Connections to last passage directed percolation and random matrices are also briefly discussed.

math-ph↗

arXiv2006

Fluctuations in the discrete TASEP with periodic initial configurations and the Airy_1 process

We consider the totally asymmetric simple exclusion process (TASEP) in discrete time with sequential update. The joint distribution of the positions of selected particles is expressed as a Fredholm determinant with a kernel defining a signed determinantal point process. We focus on periodic initial conditions where particles occupy dZ, d>=2. In the proper large time scaling limit, the fluctuations of particle positions are described by the Airy_1 process. Interpreted as a growth model, this confirms universality of fluctuations with flat initial conditions for a discrete set of slopes.

math-ph↗

arXiv2006

Meixner polynomials and random partitions

The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a special and distinguished case of Okounkov's Schur measures. It is known that any Schur measure determines a determinantal point process on the 1-dimensional lattice. In the particular case of z-measures, the correlation kernel of this process, called the discrete hypergeometric kernel, has especially nice properties. The aim of the paper is to derive the discrete hypergeometric kernel by a new method, based on a relationship between the z-measures and the Meixner orthogonal polynomial ensemble. The present paper can be viewed as an introduction to another our paper where the same approach is applied to studying a dynamical model related to the z-measures (Markov processes on partitions, Prob. Theory Rel. Fields 135 (2006), 84-152; arXiv: math-ph/0409075).

math.PR↗

arXiv2006

Giambelli compatible point processes

We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random matrices found earlier by Fyodorov and Strahov. It is closely related to the classical Giambelli formula for Schur symmetric functions. We show that orthogonal polynomial ensembles, z-measures on partitions, and spectral measures of characters of generalized regular representations of the infinite symmetric group generate Giambelli compatible point processes. In particular, we prove determinantal identities for averages of analogs of characteristic polynomials for partitions. Our approach provides a direct derivation of determinantal formulas for correlation functions.

math-ph↗

arXiv2006

Periodic Schur process and cylindric partitions

Periodic Schur process is a generalization of the Schur process introduced in math.CO/0107056. We compute its correlation functions and their bulk scaling limits, and discuss several applications including asymptotic analysis of uniform measures on cylindric partitions, time-dependent extensions of the discrete sine kernel, and bulk limit behavior of certain measures on partitions introduced in hep-th/0306238 in connection with supersymmetric gauge theories.

math.CO↗

arXiv2005

A Model for the Bus System in Cuernevaca (Mexico)

The bus transportation system in Cuernevaca, Mexico, has certain distinguished, innovative features and has been the subject of an intriguing, recent study by M. Krbalek and P. Seba. Krbalek and Seba analyzed the statistics of bus arrivals on Line 4 close to the city center. They studied, in particular, the bus spacing distribution and also the bus number variance measuring the fluctuations of the total number of buses arriving at a fixed location during a time interval T. Quite remarkably, it was found that these two statistics are well modeled by the Gaussian Unitary Ensemble (GUE) of random matrix theory. Our goal in this paper is to provide a plausible explanation of these observations, and to this end we introduce a microscopic model for the bus line that leads simply and directly to GUE.

math.PR↗

arXiv2005

On a conjecture of Widom

We prove a conjecture of H.Widom stated in [W] (math/0108008) about the reality of eigenvalues of certain infinite matrices arising in asymptotic analysis of large Toeplitz determinants. As a byproduct we obtain a new proof of A.Okounkov's formula for the (determinantal) correlation functions of the Schur measures on partitions.

math.CO↗

arXiv2005

Eynard-Mehta theorem, Schur process, and their pfaffian analogs

We give simple linear algebraic proofs of Eynard-Mehta theorem, Okounkov-Reshetikhin formula for the correlation kernel of the Schur process, and Pfaffian analogs of these results. We also discuss certain general properties of the spaces of all determinantal and Pfaffian processes on a given finite set.

math-ph↗

arXiv2004

Stochastic dynamics related to Plancherel measure on partitions

Consider the standard Poisson process in the first quadrant of the Euclidean plane, and for any point (u,v) of this quadrant take the Young diagram obtained by applying the Robinson-Schensted correspondence to the intersection of the Poisson point configuration with the rectangle with vertices (0,0), (u,0), (u,v), (0,v). It is known that the distribution of the random Young diagram thus obtained is the poissonized Plancherel measure with parameter uv. We show that for (u,v) moving along any southeast-directed curve in the quadrant, these Young diagrams form a Markov chain with continuous time. We also describe these chains in terms of jump rates. Our main result is the computation of the dynamical correlation functions of such Markov chains and their bulk and edge scaling limits.

math-ph↗

arXiv2004

Markov processes on partitions

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the dynamical correlation functions of these processes have determinantal structure and we explicitly compute their correlation kernels. We also compute the scaling limits of the kernels in two different regimes. The limit kernels describe the asymptotic behavior of large rows and columns of the corresponding random Young diagrams, and the behavior of the Young diagrams near the diagonal. Our results show that recently discovered analogy between random partitions arising in representation theory and spectra of random matrices extends to the associated time-dependent models.

math-ph↗

arXiv2004

Expectations of hook products on large partitions

Given uniform probability on words of length M=Np+k, from an alphabet of size p, consider the probability that a word (i) contains a subsequence of letters (p, p-1,...,1) in that order and (ii) that the maximal length of the disjoint union of p-1 increasing subsequences of the word is \leq M-N . A generating function for this probability has the form of an integral over the Grassmannian of p-planes in complex C^n. The present paper shows that the asymptotics of this probability, when N tends to infinity, is related to the kth moment of the chi^2-distribution of parameter 2p^2. This is related to the behavior of the integral over the Grassmannian Gr(p,C^n) of p-planes in C^n, when the dimension of the ambient space C^n becomes very large. A different scaling limit for the Poissonized probability is related to a new matrix integral, itself a solution of the Painlevé IV equation. This is part of a more general set-up related to the Painlevé V equation.

math.PR↗