Searcharxiv⌕ Search

arXiv subjects

Guillaume Barraquand

Publications and source records attributed to Guillaume Barraquand.

At least 19 recordsLinked to original sources

Convergence of the KMP model to the KPZ equation

We prove that the Kipnis-Marchioro-Presutti (KMP) process converges to the Kardar-Parisi-Zhang (KPZ) equation, as time $t$ goes to infinity, in a properly scaled observation window shifted by $t^{3/4}$. Our proof is based on identifying the KMP process with a stochastic flow of kernels describing transition probabilities in a certain model of random walk in space-time random environment. This allows to apply a recent result of arXiv:2401.06073 proving convergence of the density field of random walks in random environment to the KPZ equation in a suitably general sense.

math.PR↗

Introduction to quantum exclusion processes

The QSSEP, short for quantum symmetric simple exclusion process, is a paradigm model for stochastic quantum dynamics. Averaging over the noise, the quantum dynamics reduce to the well-studied SSEP (symmetric simple exclusion process). These notes provide an introduction to quantum exclusion processes, focusing on the example of QSSEP and its connection to free probability, with an emphasis on mathematical aspects.

math.PR↗

Random walks in Dirichlet random environment in dimension $d+1$

The atypical behaviour of random walks in time-dependent random environment was recently related to Kardar-Parisi-Zhang (KPZ) growth. While this is now well-understood in spatial dimension $d=1$, further efforts are necessary to better understand these connections in dimensions $d>1$. In this paper, we study this problem numerically for $d=1, 2$ and $3$, focusing on a discrete model with Dirichlet distributed transition probabilities. This model is a generalization of an integrable model in $d=1$, and it has the advantage of admitting an explicit, product-form, stationary measure. We verify that the growth of the variance of the logarithm of point-to-point probabilities, namely from the origin to position $x$ in time $t$, is compatible with KPZ growth in dimension $d=1$ and $d=2$. In spatial dimension $d=3$, we confirm the existence of a phase transition as the angle $\vert x\vert /t$ increases and we obtain a lower bound based on an exact second moment calculation. We find that in the weak disorder phase the point-to-point probability acquires a heavy tailed distribution, and that in the strong disorder phase the cumulants of its logarithm grow with time. Further, we show that for this model, we can compute exactly the sample to sample variance of the thermal average $\overline{ \langle x \rangle^2}$ and that it is related to the extreme diffusion coefficient introduced recently.

cond-mat.stat-mech↗

Stationary inverse-Wishart polymers

A solvable model of directed polymer with matrix-valued disorder is introduced in arXiv:2203.14868. The disorder is made of $d\times d$ inverse-Wishart random matrices, so that the model nicely generalizes the well-studied log-gamma polymer, recovered when $d=1$. Much of the features of the log-gamma polymer seem to have analogues for higher $d$, although the integrability needs to be better understood. In this paper, we introduce stationary inverse-Wishart polymer models on a quadrant or a strip of $\mathbb Z^2$. In each setting, we identify stationary measures, characterized explicitly in terms of random walks with inverse-Wishart increments in special cases, or more complicated two-layer Gibbs measures for generic choices of boundary parameters. We also make conjectures about asymptotics of the free energy, and explain important differences between matrix-valued polymer models and their scalar counterpart, due to non-commutativity.

math.PR↗

Maximal free energy of the log-gamma polymer

We prove a phase transition for the law of large numbers and fluctuations of $\mathsf F_N$, the maximum of the free energy of the log-gamma directed polymer with parameter $θ$, maximized over all possible starting and ending points in an $N\times N$ square. In particular, we find an explicit critical value $θ_c=2Ψ^{-1}(0)>0$ ($Ψ$ is the digamma function) such that: 1. For $θ<θ_c$, $\mathsf F_N+2Ψ(θ/2)N$ has order $N^{1/3}$ GUE Tracy-Widom fluctuations. 2. For $θ=θ_c$, $\mathsf F_N= Θ(N^{1/3}(\log N)^{2/3})$. 3. For $θ>θ_c$, $\mathsf F_N=Θ(\log N)$. Using a connection between the log-gamma polymer and a certain random operator on the honeycomb lattice, recently found by Kotowski and Virág (Commun. Math. Phys. 370, 2019), we deduce a similar phase transition for the asymptotic behavior of the smallest positive eigenvalue of the aforementioned random operator.

math.PR↗

Large time cumulants of the KPZ equation on an interval

We consider the Kardar-Parisi-Zhang equation on the interval $[0,L]$ with Neumann type boundary conditions and boundary parameters $u,v$. We show that the $k$-th order cumulant of the height behaves as $c_k(L,u,v)\, t$ in the large time limit $t \to +\infty$, and we compute the coefficients $c_k(L,u,v)$. We obtain an expression for the upper tail large deviation function of the height. We also consider the limit of large $L$, with $u=\tilde u/\sqrt{L}$, $u=\tilde v/\sqrt{L}$, which should give the same quantities for the two parameter family $(\tilde u, \tilde v)$ KPZ fixed point on the interval. We employ two complementary methods. On the one hand we adapt to the interval the replica Bethe ansatz method pioneered by Brunet and Derrida for the periodic case. On the other hand, we perform a scaling limit using previous results available for the open ASEP. The latter method allows to express the cumulants of the KPZ equation in terms a functional equation involving an integral operator.

math-ph↗

Weakly asymmetric facilitated exclusion process

We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A peculiarity of this system is that, starting from the step initial condition, the density profile develops a downward jump discontinuity around the position of the first particle, unlike other exclusion processes such as the asymmetric simple exclusion process (ASEP). In the weakly asymmetric regime, we show that the field of particle positions around the jump discontinuity converges to the solution of the multiplicative noise stochastic heat equation (i.e. the exponential of a solution to the KPZ equation) on a half-line subject to Dirichlet boundary condition, with initial condition given by the derivative of a Dirac delta function. We prove this result by reformulating the problem in terms of ASEP on a half-line with a boundary reservoir, for which we extend known proofs of convergence to deal with Dirichlet boundary condition and the very singular type of initial condition that arises in our case.

math.PR↗

Facilitated exclusion process

We study the Facilitated TASEP, an interacting particle system on the one dimensional integer lattice. We prove that starting from step initial condition, the position of the rightmost particle has Tracy Widom GSE statistics on a cube root time scale, while the statistics in the bulk of the rarefaction fan are GUE. This uses a mapping with last-passage percolation in a half-quadrant which is exactly solvable through Pfaffian Schur processes. Our results further probe the question of how first particles fluctuate for exclusion processes with downward jump discontinuities in their limiting density profiles. Through the Facilitated TASEP and a previously studied MADM exclusion process we deduce that cube-root time fluctuations seem to be a common feature of such systems. However, the statistics which arise are shown to be model dependent (here they are GSE, whereas for the MADM exclusion process they are GUE). We also discuss a two-dimensional crossover between GUE, GOE and GSE distribution by studying the multipoint distribution of the first particles when the rate of the first one varies. In terms of half-space last passage percolation, this corresponds to last passage times close to the boundary when the size of the boundary weights is simultaneously scaled close to the critical point.

math.PR↗

Pfaffian Schur processes and last passage percolation in a half-quadrant

We study last passage percolation in a half-quadrant, which we analyze within the framework of Pfaffian Schur processes. For the model with exponential weights, we prove that the fluctuations of the last passage time to a point on the diagonal are either GSE Tracy-Widom distributed, GOE Tracy-Widom distributed, or Gaussian, depending on the size of weights along the diagonal. Away from the diagonal, the fluctuations of passage times follow the GUE Tracy-Widom distribution. We also obtain a two-dimensional crossover between the GUE, GOE and GSE distribution by studying the multipoint distribution of last passage times close to the diagonal when the size of the diagonal weights is simultaneously scaled close to the critical point. We expect that this crossover arises universally in KPZ growth models in half-space. Along the way, we introduce a method to deal with diverging correlation kernels of point processes where points collide in the scaling limit.

math.PR↗

Integral formulas for two-layer Schur and Whittaker processes

Stationary measures of last passage percolation with geometric weights and the log-gamma polymer in a strip of the $\mathbb Z^2$ lattice are characterized in arXiv:2306.05983 using variants of Schur and Whittaker processes, called two-layer Gibbs measures. In this article, we prove contour integral formulas characterizing the multipoint joint distribution of two-layer Schur and Whittaker processes. We also express them as Doob transformed Markov processes with explicit transition kernels. As an example of application of our formulas, we compute the growth rate of the KPZ equation on $[0,L]$ with arbitrary boundary parameters.

math.PR↗

Stationary measures for integrable polymers on a strip

We prove that the stationary measures for the free-energy increment process for the geometric last passage percolation (LPP) and log-gamma polymer model on a diagonal strip is given by a marginal of a two-layer Gibbs measure with a simple and explicit description. This result is shown subject to certain restrictions on the parameters controlling the weights on the boundary of the strip. However, from this description and an analytic continuation argument we are able to access the stationary measure for all boundary parameters. Taking an intermediate disorder limit of the log-gamma polymer stationary measure in a strip we readily recover (modulo convergence of the polymer to the open KPZ equation, Conjecture 4.2) the conjectural description from arXiv:2105.15178 of the open KPZ stationary measure for all choices of boundary parameters $u,v\in \mathbb{R}$ (thus going beyond the restriction $u+v\geq 0$ from arXiv:2103.12253).

math.PR↗

Markov duality and Bethe ansatz formula for half-line open ASEP

Using a Markov duality satisfied by ASEP on the integer line, we deduce a similar Markov duality for half-line open ASEP and open ASEP on a segment. This leads to closed systems of ODEs characterizing observables of the models. In the half-line case, we solve the system of ODEs using Bethe ansatz and prove an integral formula for $q$-moments of the current at $n$ distinct spatial locations. We then use this formula to confirm predictions for the moments of the multiplicative noise stochastic heat equation on $\mathbb R_{>0}$ with Robin type boundary condition and we obtain new formulas in the case of a Dirichlet boundary condition.

math.PR↗

KPZ exponents for the half-space log-gamma polymer

We consider the point-to-point log-gamma polymer of length $2N$ in a half-space with i.i.d. $\operatorname{Gamma}^{-1}(2θ)$ distributed bulk weights and i.i.d. $\operatorname{Gamma}^{-1}(α+θ)$ distributed boundary weights for $θ>0$ and $α>-θ$. We establish the KPZ exponents ($1/3$ fluctuation and $2/3$ transversal) for this model when $α=N^{-1/3}μ$ for $μ\in \mathbb{R}$ fixed (critical regime) and when $α>0$ is fixed (supercritical regime). In particular, in these two regimes, we show that after appropriate centering, the free energy process with spatial coordinate scaled by $N^{2/3}$ and fluctuations scaled by $N^{1/3}$ is tight. These regimes correspond to a polymer measure which is not pinned at the boundary. This is the first instance of establishing the $2/3$ transversal exponent for a positive temperature half-space model, and the first instance of the $1/3$ fluctuation exponent besides precisely at the boundary where recent work of arXiv:2204.08420 applies and also gives the exact one-point fluctuation distribution (our methods do not access exact fluctuation distributions). Our proof relies on two inputs -- the relationship between the half-space log-gamma polymer and half-space Whittaker process (facilitated by the geometric RSK correspondence as initiated in arXiv:1110.3489, arXiv:1210.5126), and an identity in arXiv:2108.08737 which relates the point-to-line half-space partition function to the full-space partition function for the log-gamma polymer. The primary technical contribution of our work is to construct the half-space log-gamma Gibbsian line ensemble and develop, in the spirit of work initiated in arXiv:1108.2291, a toolbox for extracting tightness and absolute continuity results from minimal information about the top curve of such half-space line ensembles. This is the first study of half-space line ensembles.

math.PR↗

Stationary measures for the log-gamma polymer and KPZ equation in half-space

We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The stationary measures are stochastic processes that depend on the boundary condition as well as a parameter related to the drift at infinity. They are expressed in terms of exponential functions of Brownian motions and gamma random walks. We conjecture that these constitute all extremal stationary measures for these models. The log-gamma polymer result is proved through a symmetry argument related to half-space Whittaker processes which we expect may be applicable to other integrable models. The KPZ result comes as an intermediate disorder limit of the log-gamma polymer result and confirms the conjectural description of these stationary measures from arXiv:2105.15178. To prove the intermediate disorder limit, we provide a general half-space polymer convergence framework that extends works of arXiv:1804.09815, arXiv:1901.09449, arXiv:1202.4398.

math.PR↗

The KPZ equation in a half space with flat initial condition and the unbinding of a directed polymer from an attractive wall

We present an exact solution for the height distribution of the KPZ equation at any time $t$ in a half space with flat initial condition. This is equivalent to obtaining the free energy distribution of a polymer of length $t$ pinned at a wall at a single point. In the large $t$ limit a binding transition takes place upon increasing the attractiveness of the wall. Around the critical point we find the same statistics as in the Baik-Ben--Arous-Péché transition for outlier eigenvalues in random matrix theory. In the bound phase, we obtain the exact measure for the endpoint and the midpoint of the polymer at large time. We also unveil curious identities in distribution between partition functions in half-space and certain partition functions in full space for Brownian type initial condition.

cond-mat.stat-mech↗

A stationary model of non-intersecting directed polymers

We consider the partition function $Z_{\ell}(\vec x,0\vert \vec y,t)$ of $\ell$ non-intersecting continuous directed polymers of length $t$ in dimension $1+1$, in a white noise environment, starting from positions $\vec x$ and terminating at positions $\vec y$. When $\ell=1$, it is well known that for fixed $x$, the field $\log Z_1(x,0\vert y,t)$ solves the Kardar-Parisi-Zhang equation and admits the Brownian motion as a stationary measure. In particular, as $t$ goes to infinity, $Z_1(x,0\vert y,t)/Z_1(x,0\vert 0,t) $ converges to the exponential of a Brownian motion $B(y)$. In this article, we show an analogue of this result for any $\ell$. We show that $Z_{\ell}(\vec x,0\vert \vec y,t)/Z_{\ell}(\vec x,0\vert \vec 0,t) $ converges as $t$ goes to infinity to an explicit functional $Z_{\ell}^{\rm stat}(\vec y)$ of $\ell$ independent Brownian motions. This functional $Z_{\ell}^{\rm stat}(\vec y)$ admits a simple description as the partition sum for $\ell$ non-intersecting semi-discrete polymers on $\ell$ lines. We discuss applications to the endpoints and midpoints distribution for long non-crossing polymers and derive explicit formulas in the case of two polymers. To obtain these results, we show that the stationary measure of the O'Connell-Warren multilayer stochastic heat equation is given by a collection of independent Brownian motions. This in turn is shown via analogous results in a discrete setup for the so-called log-gamma polymer and exploit the connection between non-intersecting log-gamma polymers and the geometric RSK correspondence found in arXiv:1110.3489. .

cond-mat.stat-mech↗

Stationary measures of the KPZ equation on an interval from Enaud-Derrida's matrix product ansatz representation

The stationary measures of the Kardar-Parisi-Zhang equation on an interval have been computed recently. We present a rather direct derivation of this result by taking the weak asymmetry limit of the matrix product ansatz for the asymmetric simple exclusion process. We rely on the matrix product ansatz representation of Enaud and Derrida, which allows to express the steady-state in terms of re-weighted simple random walks. In the continuum limit, its measure becomes a path integral (or re-weighted Brownian motion) of the form encountered in Liouville quantum mechanics, recovering the recent formula.

math-ph↗

Random walk on nonnegative integers in beta distributed random environment

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(μ,μ)$ distributed random variables, with a specific behaviour at the boundary, controlled by an extra parameter $η$. We show that this model is exactly solvable and prove a formula for the mixed moments of the random heat kernel. We then provide two formulas that allow us to study the large-scale behaviour. The first involves a Fredholm Pfaffian, which we use to prove a local limit theorem describing how the boundary parameter $η$ affects the return probabilities. The second is an explicit series of integrals, and we show that non-rigorous critical point asymptotics suggest that the large deviation behaviour of this half-space random walk in random environment is the same as for the analogous random walk on $\mathbb{Z}$.

math.PR↗