arXiv subjects

Daniel Remenik

Publications and source records attributed to Daniel Remenik.

At least 19 recordsLinked to original sources

arXiv2025

Pfaffian Transition Probability and Correlation Kernel of TASEP in Half-space

We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the right, we show that the transition probability reduces to a single Pfaffian for a large class of initial conditions. We further derive a Fredholm Pfaffian formula for the multipoint distribution of the totally asymmetric model conditioned on the number of particles in the system using a connection with a Pfaffian point process supported on Gelfand-Tsetlin patterns.

math.PR↗

arXiv2025

Myopic non-intersection in a periodic potential

We introduce a class of Markov processes conditioned to avoid intersection over a moving time window of length T>0, a setting we refer to as myopic non-intersection. In particular, we study a system of myopic non-intersecting Brownian motions subject to a periodic potential. Our focus lies in understanding the interplay between the confining effect of the potential and the repulsion induced by the non-intersection constraint. We show that, in the long time limit, and as both T and the strength of the potential become large, the model converges to a system of myopic non-intersecting random walks, which transitions between standard non-intersection dynamics and exclusion behavior. The main technical contribution of the paper is the introduction of an algorithm, based on a modification of the acceptance-rejection sampling scheme, that provides an explicit construction of myopically constrained systems.

math.PR↗

arXiv2023

Exact solution of TASEP and variants with inhomogeneous speeds and memory lengths

In [arXiv:1701.00018, arXiv:2107.07984] an explicit biorthogonalization method was developed that applies to a class of determinantal measures which describe the evolution of several variants of classical interacting particle systems in the KPZ universality class. The method leads to explicit Fredholm determinant formulas for the multipoint distributions of these systems which are suitable for asymptotic analysis. In this paper we extend the method to a broader class of determinantal measures which is applicable to systems where particles have different jump speeds and different memory lengths. As an application of our results we study three particular examples: some variants of TASEP with two blocks of particles having different speeds, a version of discrete time TASEP which mixes particles with sequential and parallel update, and a version of sequential TASEP with a block of long memory particles placed at the bulk of the system.

math.PR↗

arXiv2022

Polynuclear growth and the Toda lattice

It is shown that the polynuclear growth model is a completely integrable Markov process in the sense that its transition probabilities are given by Fredholm determinants of kernels produced by a scattering transform based on the invariant measures modulo the absolute height, continuous time simple random walks. From the linear evolution of the kernels, it is shown that the $n$-point distributions are determinants of $n\times n$ matrices evolving according to the two dimensional non-Abelian Toda lattice.

math.PR↗

arXiv2022

Integrable fluctuations in the KPZ universality class

The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of a broad class of models of random interface growth in one dimension, the one-dimensional KPZ universality class. In this survey we review the construction of the KPZ fixed point and some of the history that led to it, in particular through the exact solution of the totally asymmetric simple exclusion process, a special solvable model in the class. We also explain how the construction reveals the KPZ fixed point as a stochastic integrable system, and how from this it follows that its finite dimensional distributions satisfy a classical integrable dispersive PDE, the Kadomtsev-Petviashvili (KP) equation.

math.PR↗

arXiv2021

One-sided reflected Brownian motions and the KPZ fixed point

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and hitting times of exponential random walks, and that it converges in the 1:2:3 scaling limit to the KPZ fixed point, the scaling invariant Markov process defined in [MQR17] and believed to govern the long time large scale fluctuations for all models in the KPZ universality class. Brownian last passage percolation was shown recently in [DOV18] to converge to the Airy sheet (or directed landscape), defined there as a strong limit of a functional of the Airy line ensemble. This establishes the variational formula for the KPZ fixed point in terms of the Airy sheet.

math.PR↗

arXiv2021

TASEP and generalizations: Method for exact solution

The explicit biorthogonalization method, developed in [arXiv:1701.00018] for continuous time TASEP, is generalized to a broad class of determinantal measures which describe the evolution of several interacting particle systems in the KPZ universality class. The method is applied to sequential and parallel update versions of each of the four variants of discrete time TASEP (with Bernoulli and geometric jumps, and with block and push dynamics) which have determinantal transition probabilities; to continuous time PushASEP; and to a version of TASEP with generalized update. In all cases, multipoint distribution functions are expressed in terms of a Fredholm determinant with an explicit kernel involving hitting times of certain random walks to a curve defined by the initial data of the system. The method is further applied to systems of interacting caterpillars, an extension of the discrete time TASEP models which generalizes sequential and parallel updates.

math.PR↗

arXiv2021

Data Science for Engineers: A Teaching Ecosystem

We describe an ecosystem for teaching data science (DS) to engineers which blends theory, methods, and applications, developed at the Faculty of Physical and Mathematical Sciences, Universidad de Chile, over the last three years. This initiative has been motivated by the increasing demand for DS qualifications both from academic and professional environments. The ecosystem is distributed in a collaborative fashion across three departments in the above Faculty and includes postgraduate programmes, courses, professional diplomas, data repositories, laboratories, trainee programmes, and internships. By sharing our teaching principles and the innovative components of our approach to teaching DS, we hope our experience can be useful to those developing their own DS programmes and ecosystems. The open challenges and future plans for our ecosystem are also discussed at the end of the article.

cs.CY↗

arXiv2020

The KPZ fixed point

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving the biorthogonal ensemble/non-intersecting path representation found by [Sas05; BFPS07]. The resulting kernel involves transition probabilities of a random walk forced to hit a curve defined by the initial data. In the KPZ 1:2:3 scaling limit the formula leads in a transparent way to a Fredholm determinant formula, in terms of analogous kernels based on Brownian motion, for the transition probabilities of the scaling invariant Markov process at the centre of the KPZ universality class. The formula readily reproduces known special self-similar solutions such as the Airy$_1$ and Airy$_2$ processes. The process takes values in real valued functions which look locally like Brownian motion, and is Hölder $1/3-$ in time. Both the KPZ fixed point and TASEP are shown to be stochastic integrable systems in the sense that the time evolution of their transition probabilities can be linearized through a new Brownian scattering transform and its discrete analogue.

math.PR↗

arXiv2020

Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy--Widom GOE distribution

We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the first $N-m$ paths start and end at the origin and the remaining $m$ go between arbitrary positions. The distribution provides a $2m$-parameter deformation of the Tracy--Widom GOE distribution, which is recovered in the limit corresponding to all Brownian paths starting and ending at the origin. We provide several descriptions of this distribution function: (i) A Fredholm determinant formula; (ii) A formula in terms of Painlev\'e II functions; (iii) A representation as a marginal of the KPZ fixed point with initial data given as the top path in a stationary system of reflected Brownian motions with drift; (iv) A characterization as the solution of a version of the Bloemendal--Virag PDE (arXiv:1011.1877, arXiv:1109.3704) for spiked Tracy--Widom distributions; (v) A representation as a solution of the KdV equation. We also discuss connections with a model of last passage percolation with boundary sources.

math.PR↗

arXiv2020

The contact process with dynamic edges on $\mathbb{Z}$

We study the contact process running in the one-dimensional lattice undergoing dynamical percolation, where edges open at rate $vp$ and close at rate $v(1-p)$. Our goal is to explore how the speed of the environment, $v$, affects the behavior of the process. We show in particular that for small enough $v$ the process dies out, while for large $v$ the process behaves like a contact process on $\mathbb{Z}$ with rate $λp$, so it survives if $λ$ is large. We also show that if $v$ and $p$ are small then the network becomes immune, in the sense that the process dies out for any infection rate $λ$, while if $p$ is sufficiently close to $1$ then for all $v>0$ survival is possible for large enough $λ$.

math.PR↗

arXiv2020

Solution of the Kolmogorov equation for TASEP

We provide a direct and elementary proof that the formula obtained in [MQR17] for the TASEP transition probabilities for general (one-sided) initial data solves the Kolmogorov backward equation. The same method yields the solution for the related PushASEP particle system.

math.PR↗

arXiv2019

KP governs random growth off a one dimensional substrate

The logarithmic derivative of the marginal distributions of randomly fluctuating interfaces in one dimension on a large scale evolve according to the Kadomtsev-Petviashvili (KP) equation. This is derived algebraically from a Fredholm determinant obtained in [MQR17, arXiv:1701.00018] for the KPZ fixed point as the limit of the transition probabilities of TASEP, a special solvable model in the KPZ universality class. The Tracy-Widom distributions appear as special self-similar solutions of KP and KdV. In addition, it is noted that several known exact solutions of the KPZ equation also solve KP.

math.PR↗

arXiv2019

The contact process in a dynamic random environment

We study a contact process running in a random environment in $\mathbb {Z}^d$ where sites flip, independently of each other, between blocking and nonblocking states, and the contact process is restricted to live in the space given by nonblocked sites. We give a partial description of the phase diagram of the process, showing in particular that, depending on the flip rates of the environment, survival of the contact process may or may not be possible for large values of the birth rate. We prove block conditions for the process that parallel the ones for the ordinary contact process and use these to conclude that the critical process dies out and that the complete convergence theorem holds in the supercritical case.

math.PR↗

arXiv2018

Coexistence for a population model with forest fire epidemics

We investigate the effect on survival and coexistence of introducing forest fire epidemics to a certain two-species competition model. The model is an extension of the one introduced by Durrett and Remenik [DR09], who studied a discrete time particle system running on a random 3-regular graph where occupied sites grow until they become sufficiently dense so that an epidemic wipes out large clusters. In our extension we let two species affected by independent epidemics compete for space, and we allow the epidemic to attack not only giant clusters, but also clusters of smaller order. Our main results show that, for the two-type model, there are explicit parameter regions where either one species dominates or there is coexistence; this contrasts with the behavior of the model without epidemics, where the fitter species always dominates. We also discuss the survival and extinction regimes for the model with a single species. In both cases we prove convergence to explicit dynamical systems; simulations suggest that their orbits present chaotic behavior.

math.PR↗

arXiv2017

Extreme statistics of non-intersecting Brownian paths

We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute in each case the joint distribution of the maximal height of the top path and the location at which this maximum is attained. The resulting formulas are analogous to the ones obtained in [MFQR13] for the joint distribution of $\mathcal{M}={\rm max}_{x\in\mathbb{R}}\{\mathcal{A}_2(x)-x^2\}$ and $\mathcal{T}={\rm argmax}_{x\in\mathbb{R}}\{\mathcal{A}_2(x)-x^2\}$, where $\mathcal{A}_2$ is the Airy$_2$ process, and we use them to show that in the three cases the joint distribution converges, as $N\to\infty$, to the joint distribution of $\mathcal{M}$ and $\mathcal{T}$. In the case of non-intersecting Brownian bridges on the line, we also establish small deviation inequalities for the argmax which match the tail behavior of $\mathcal{T}$. Our proofs are based on the method introduced in [CQR13,BCR15] for obtaining formulas for the probability that the top line of these line ensembles stays below a given curve, which are given in terms of the Fredholm determinant of certain "path-integral" kernels.

math.PR↗

arXiv2017

How flat is flat in random interface growth?

Domains of attraction are identified for the universality classes of one-point asymptotic fluctuations for the Kardar-Parisi-Zhang (KPZ) equation with general initial data. The criterion is based on a large deviation rate function for the rescaled initial data, which arises naturally from the Hopf-Cole transformation. This allows us, in particular, to distinguish the domains of attraction of curved, flat, and Brownian initial data, and to identify the boundary between the curved and flat domains of attraction, which turns out to correspond to square root initial data. The distribution of the asymptotic one-point fluctuations is characterized by means of a variational formula written in terms of certain limiting processes (arising as subsequential limits of the spatial fluctuations of KPZ equation with narrow wedge initial data, as shown in [CH16]) which are widely believed to coincide with the Airy$_2$ process. In order to identify these distributions for general initial data, we extend earlier results on continuum statistics of the Airy$_2$ process to probabilities involving the process on the entire line. In particular, this allows us to write an explicit Fredholm determinant formula for the case of square root initial data.

math.PR↗

arXiv2016

Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble

We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johansson's result that the supremum of the Airy$_2$ process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier.

math.PR↗