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Daniel Remenik

Publications and source records attributed to Daniel Remenik.

33 records · Page 2Linked to original sources
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↗
arXiv2016

Exact formulas for random growth with half-flat initial data

We obtain exact formulas for moments and generating functions of the height function of the asymmetric simple exclusion process at one spatial point, starting from special initial data in which every positive even site is initially occupied. These complement earlier formulas of E. Lee [J. Stat. Phys. 140 (2010) 635-647] but, unlike those formulas, ours are suitable in principle for asymptotics. We also explain how our formulas are related to divergent series formulas for half-flat KPZ of Le Doussal and Calabrese [J. Stat. Mech. 2012 (2012) P06001], which we also recover using the methods of this paper. These generating functions are given as a series without any apparent Fredholm determinant or Pfaffian structure. In the long time limit, formal asymptotics show that the fluctuations are given by the Airy$_{2\to1}$ marginals.

math.PR↗
arXiv2015

Renormalization fixed point of the KPZ universality class

The one dimensional Kardar-Parisi-Zhang universality class is believed to describe many types of evolving interfaces which have the same characteristic scaling exponents. These exponents lead to a natural renormalization/rescaling on the space of such evolving interfaces. We introduce and describe the renormalization fixed point of the Kardar-Parisi-Zhang universality class in terms of a random nonlinear semigroup with stationary independent increments, and via a variational formula. Furthermore, we compute a plausible formula the exact transition probabilities using replica Bethe ansatz. The semigroup is constructed from the Airy sheet, a four parameter space-time field which is the Airy2 process in each of its two spatial coordinates. Minimizing paths through this field describe the renormalization group fixed point of directed polymers in a random potential. At present, the results we provide do not have mathematically rigorous proofs, and they should at most be considered proposals.

cond-mat.stat-mech↗
arXiv2015

A Pfaffian representation for flat ASEP

We obtain a Fredholm Pfaffian formula for an appropriate generating function of the height function of the asymmetric simple exclusion process starting from flat (periodic) initial data. Formal asymptotics lead to the GOE Tracy-Widom distribution.

math.PR↗
arXiv2013

Airy processes and variational problems

We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities that they lie below a given curve as Fredholm determinants of certain boundary value operators, and the several applications of these formulas to variational problems involving Airy processes that arise in physical problems, as well as to their local behaviour.

math.PR↗
arXiv2013

Multiplicative functionals on ensembles of non-intersecting paths

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants involving such kernels arise naturally in studying ratios of partition functions and expectations of multiplicative functionals for ensembles of non-intersecting paths on weighted graphs. Our second result shows how Fredholm determinants with extended kernels (as arise in the study of extended determinantal point processes such as the Airy_2 process) are equal to Fredholm determinants with path-integral kernels. We also show how the second result applies to a number of examples including the stationary (GUE) Dyson Brownian motion, the Airy_2 process, the Pearcey process, the Airy_1 and Airy_{2->1} processes, and Markov processes on partitions related to the z-measures.

math.PR↗
arXiv2012

Supremum of the Airy2 process minus a parabola on a half line

Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leqα}\{aip(t)-t^2}+\min{0,α}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $α$. These marginals form a family of distributions crossing over from the GUE Tracy-Widom distribution $F_{\rm GUE}(x)$ for the Gaussian Unitary Ensemble of random matrices, to a rescaled version of the GOE Tracy-Widom distribution $F_{\rm GOE}(4^{1/3}x)$ for the Gaussian Orthogonal Ensemble. Furthermore, we show that for every $α$ the distribution has the same right tail decay $e^{-(4/3)x^{3/2}}$.

math.PR↗
arXiv2012

Tails of the endpoint distribution of directed polymers

We prove that the random variable $\ct=\argmax_{t\in\rr}\{\aip(t)-t^2\}$ has tails which decay like $e^{-ct^3}$. The distribution of $\ct$ is a universal distribution which governs the rescaled endpoint of directed polymers in 1+1 dimensions for large time or temperature.

math.PR↗
arXiv2012

Log-Gamma polymer free energy fluctuations via a Fredholm determinant identity

We prove that under n^{1/3} scaling, the limiting distribution as n goes to infinity of the free energy of Seppalainen's log-Gamma discrete directed polymer is GUE Tracy-Widom. The main technical innovation we provide is a general identity between a class of n-fold contour integrals and a class of Fredholm determinants. Applying this identity to the integral formula proved in [Corwin-O'Connell-Seppalainen-Zygouras] for the Laplace transform of the log-Gamma polymer partition function, we arrive at a Fredholm determinant which lends itself to asymptotic analysis (and thus yields the free energy limit theorem). The Fredholm determinant was anticipated in [Borodin-Corwin] via the formalism of Macdonald processes yet its rigorous proof was so far lacking because of the nontriviality of certain decay estimates required by that approach.

math.PR↗
arXiv2012

Continuum statistics of the Airy2 process

We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $\sup(\aip(x)-x^2)$ is distributed as a GOE random variable. Both the continuum formula and the GOE result have applications in the study of the end point of an unconstrained directed polymer in a disordered environment. We explain Johansson's [Joh03] observation that the GOE result follows from this polymer interpretation and exact results within that field. In a companion paper [MQR11] these continuum statistics are used to compute the distribution of the endpoint of directed polymers.

math.PR↗
arXiv2012

Endpoint distribution of directed polymers in 1+1 dimensions

We give an explicit formula for the joint density of the max and argmax of the Airy$_2$ process minus a parabola. The argmax has a universal distribution which governs the rescaled endpoint for large time or temperature of directed polymers in 1+1 dimensions.

math.PR↗
arXiv2011

Local Brownian property of the narrow wedge solution of the KPZ equation

Let H(t,x) be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac delta. Also let H^{eq}(t,x) be the solution at time t of the KPZ equation with the same noise, but with initial condition given by a standard two-sided Brownian motion, so that H^{eq}(t,x)-H^{eq}(0,x) is itself distributed as a standard two-sided Brownian motion. We provide a simple proof of the following fact: for fixed t, H(t,x)-(H(t,x)-H^{eq}(t,0)) is locally of finite variation. Using the same ideas we also show that if the KPZ equation is started with a two-sided Brownian motion plus a Lipschitz function then the solution stays in this class for all time.

math.PR↗
arXiv2009

Chaos in a spatial epidemic model

We investigate an interacting particle system inspired by the gypsy moth, whose populations grow until they become sufficiently dense so that an epidemic reduces them to a low level. We consider this process on a random 3-regular graph and on the $d$-dimensional lattice and torus, with $d\geq2$. On the finite graphs with global dispersal or with a dispersal radius that grows with the number of sites, we prove convergence to a dynamical system that is chaotic for some parameter values. We conjecture that on the infinite lattice with a fixed finite dispersal distance, distant parts of the lattice oscillate out of phase so there is a unique nontrivial stationary distribution.

math.PR↗
arXiv2009

Limit Theorems for Individual-Based Models in Economics and Finance

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions between agents. Our purpose is to present a general framework that encompasses a broad range of models, by proving a law of large numbers and a central limit theorem for certain interacting particle systems with very general state spaces. To do this we draw inspiration from some work done in mathematical ecology and mathematical physics. The first result is proved for the system seen as a measure-valued process, while to prove the second one we will need to introduce a chain of embeddings of some abstract Banach and Hilbert spaces of test functions and prove that the fluctuations converge to the solution of a certain generalized Gaussian stochastic differential equation taking values in the dual of one of these spaces.

math.PR↗