arXiv subjects

Ivan Corwin

Publications and source records attributed to Ivan Corwin.

At least 37 records · Page 2Linked to original sources

arXiv2022

Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness

In 2002, Johansson conjectured that the maximum of the Airy$_2$ process minus the parabola $x^2$ is almost surely achieved at a unique location. This result was proved a decade later by Corwin and Hammond; Moreno Flores, Quastel and Remenik; and Pimentel. Up to scaling, the Airy$_2$ process minus the parabola $x^2$ arises as the fixed time spatial marginal of the KPZ fixed point when started from narrow wedge initial data. We extend this maximizer uniqueness result to the fixed time spatial marginal of the KPZ fixed point when begun from any element of a very broad class of initial data. None of these results rules out the possibility that at random times, the KPZ fixed point spatial marginal violates maximizer uniqueness. To understand this possibility, we study the probability that the KPZ fixed point has, at a given time, two or more locations where its value is close to the maximum, obtaining quantitative upper and lower bounds in terms of the degree of closeness for a very broad class of initial data. We also compute a quantity akin to the joint density of the locations of two maximizers and the maximum value. As a consequence, the set of times of maximizer non-uniqueness almost surely has Hausdorff dimension at most two-thirds. Our analysis relies on the exact formula for the distribution function of the KPZ fixed point obtained by Matetski, Quastel and Remenik, the variational formula for the KPZ fixed point involving the Airy sheet constructed by Dauvergne, Ortmann and Virág, and the Brownian Gibbs property for the Airy$_2$ process minus the parabola $x^2$ demonstrated by Corwin and Hammond.

math.PR↗

arXiv2022

The ASEP speed process

For ASEP with step initial data and a second class particle started at the origin we prove that as time goes to infinity the second class particle almost surely achieves a velocity that is uniformly distributed on $[-1,1]$. This positively resolves Conjecture 1.9 and 1.10 of [Amir, Angel and Valko, "The TASEP speed process", Annals of Probability 39, 1205--1242, 2011] and allows us to construct the ASEP speed process.

math.PR↗

arXiv2022

Some recent progress on the stationary measure for the open KPZ equation

This note, dedicated in Harold Widom's memory, is an expanded version of a lecture I gave in fall 2021 at the MSRI program "Universality and Integrability in Random Matrices and Interacting Particle Systems". I will focus on the behavior of the stationary measure for the open KPZ equation, a paradigmatic model for interface growth in contact with boundaries. Much of this will review elements of my joint work with A. Knizel as well as with H. Shen, as well as subsequent works of W. Bryc, A. Kuznetsov, Y. Wang, and J. Wesolowski and of G. Barraquand and P. Le Doussal. The basis for this advance is fundamental work of B. Derrida, M. Evans, V. Hakim and V. Pasquier from 1993, of T. Sasamoto, M. Uchiyama and M. Wadati from 2003, and of W. Bryc and J. Wesolowski from 2010 and 2017. I will try to explain how all of this fits together, without laboring details for the sake of exposition. Though this work does not directly follow from Harold Widom's own work, it (and a great deal of my research) is very much inspired by his and Craig Tracy's work on ASEP.

math.PR↗

arXiv2022

Spatial tightness at the edge of Gibbsian line ensembles

Consider a sequence of Gibbsian line ensembles, whose lowest labeled curves (i.e., the edge) have tight one-point marginals. Then, given certain technical assumptions on the nature of the Gibbs property and underlying random walk measure, we prove that the entire spatial process of the edge is tight. We then apply this black-box theory to the log-gamma polymer Gibbsian line ensemble which we construct. The edge of this line ensemble is the transversal free energy process for the polymer, and our theorem implies tightness with the ubiquitous KPZ class $2/3$ exponent, as well as Brownian absolute continuity of all the subsequential limits. A key technical innovation which fuels our general result is the construction of a continuous grand monotone coupling of Gibbsian line ensembles with respect to their boundary data (entrance and exit values, and bounding curves). {\em Continuous} means that the Gibbs measure varies continuously with respect to varying the boundary data, {\em grand} means that all uncountably many boundary data measures are coupled to the same probability space, and {\em monotone} means that raising the values of the boundary data likewise raises the associated measure. This result applies to a general class of Gibbsian line ensembles where the underlying random walk measure is discrete time, continuous valued and log-convex, and the interaction Hamiltonian is nearest neighbor and convex.

math.PR↗

arXiv2022

Harold Widom's work in random matrix theory

This is a survey of Harold Widom's work in random matrices. We start with his pioneering papers on the sine-kernel determinant, continue with his and Craig Tracy's groundbreaking results concerning the distribution functions of random matrix theory, touch on the remarkable universality of the Tracy-Widom distributions in mathematics and physics, and close with Tracy and Widom's remarkable work on the asymmetric simple exclusion process.

math-ph↗

arXiv2021

Random-walk in Beta-distributed random environment

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta distribution. We also describe a related directed polymer model, which is a limit of the $q$-Hahn interacting particle system. Using a Fredholm determinant representation for the quenched probability distribution function of the walker's position, we are able to prove second order cube-root scale corrections to the large deviation principle satisfied by the walker's position, with convergence to the Tracy-Widom distribution. We also show that this limit theorem can be interpreted in terms of the maximum of strongly correlated random variables: the positions of independent walkers in the same environment. The zero-temperature counterpart of the Beta RWRE can be studied in a parallel way. We also prove a Tracy-Widom limit theorem for this model.

math.PR↗

arXiv2021

Stochastic PDE limit of the dynamic ASEP

We study a stochastic PDE limit of the height function of the dynamic asymmetric simple exclusion process (dynamic ASEP). A degeneration of the stochastic Interaction Round-a-Face (IRF) model of arXiv:1701.05239, dynamic ASEP has a jump parameter $q\in (0,1)$ and a dynamical parameter $α>0$. It degenerates to the standard ASEP height function when $α$ goes to $0$ or $\infty$. We consider very weakly asymmetric scaling, i.e., for $\varepsilon$ tending to zero we set $q=e^{-\varepsilon}$ and look at fluctuations, space and time in the scales $\varepsilon^{-1}$, $\varepsilon^{-2}$ and $\varepsilon^{-4}$. We show that under such scaling the height function of the dynamic ASEP converges to the solution of the space-time Ornstein-Uhlenbeck process. We also introduce the dynamic ASEP on a ring with generalized rate functions. Under the very weakly asymmetric scaling, we show that the dynamic ASEP (with generalized jump rates) on a ring also converges to the solution of the space-time Ornstein-Uhlenbeck process on $[0,1]$ with periodic boundary conditions.

math.PR↗

arXiv2020

Fluctuations of the log-gamma polymer free energy with general parameters and slopes

We prove that the free energy of the log-gamma polymer between lattice points $(1,1)$ and $(M,N)$ converges to the GUE Tracy-Widom distribution in the $M^{1/3}$ scaling, provided that $N/M$ remains bounded away from zero and infinity. We prove this result for the model with inverse gamma weights of any shape parameter $θ>0$ and furthermore establish a moderate deviation estimate for the upper tail of the free energy in this case. Finally, we consider a non i.i.d. setting where the weights on finitely many rows and columns have different parameters, and we show that when these parameters are critically scaled the limiting free energy fluctuations are governed by a generalization of the Baik-Ben Arous-Péché distribution from spiked random matrices with two sets of parameters.

math.PR↗

arXiv2020

KPZ equation correlations in time

We consider the narrow wedge solution to the Kardar-Parisi-Zhang stochastic PDE under the characteristic $3:2:1$ scaling of time, space and fluctuations. We study the correlation of fluctuations at two different times. We show that when the times are close to each other, the correlation approaches one at a power-law rate with exponent $2/3$, while when the two times are remote from each other, the correlation tends to zero at a power-law rate with exponent $-1/3$. We also prove exponential-type tail bounds for differences of the solution at two space-time points. Three main tools are pivotal to proving these results: 1) a representation for the two-time distribution in terms of two independent narrow wedge solutions; 2) the Brownian Gibbs property of the KPZ line ensemble; and 3) recently proved one-point tail bounds on the narrow wedge solution.

math.PR↗

arXiv2020

SPDE Limit of Weakly Inhomogeneous ASEP

We study ASEP in a spatially inhomogeneous environment on a torus $ \mathbb{T}^{(N)} = \mathbb{Z}/N\mathbb{Z} $ of $ N $ sites. A given inhomogeneity $ \widetilde{a}(x) \in (0,\infty) $, $x \in \mathbb{T} $, perturbs the overall asymmetric jumping rates $ r < \ell \in (0,1) $ at bonds, so that particles jump from site $ x $ to $ x+1 $ with rate $ r\widetilde{a}(x) $ and from $x+1$ to $x$ with rate $ \ell\widetilde{a}(x) $ (subject to the exclusion rule in both cases). Under the limit $ N\to\infty $, we suitably tune the asymmetry $ (\ell-r) $ to zero like $N^{-\frac{1}{2}}$ and the inhomogeneity $ \widetilde{a}(x) $ to unity, so that the two compete on equal footing. At the level of the Gärtner (or microscopic Hopf--Cole) transform, we show convergence to a new SPDE -- the Stochastic Heat Equation with a mix of spatial and spacetime multiplicative noise. Equivalently, at the level of the height function we show convergence to the Kardar--Parisi--Zhang equation with a mix of spatial and spacetime additive noise. Our method applies to a general class of $ \widetilde{a}(x) $, which, in particular, includes i.i.d., long-range correlated, and periodic inhomogeneities. The key technical component of our analysis consists of a host of estimates on the \emph{kernel} of the semigroup $ \mathcal{Q}(t):=e^{t\mathcal{H}} $ for a Hill-type operator $ \mathcal{H}:= \frac12\partial_{xx} + \mathcal{A}'(x) $, and its discrete analog, where $ \mathcal{A} $ (and its discrete analog) is a generic Hölder continuous function.

math.PR↗

arXiv2020

Half-space Macdonald processes

Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems, including the Kardar-Parisi-Zhang (KPZ) equation and a number of other models in its universality class. In this paper we develop the structural theory behind half-space variants of these models and the corresponding half-space Macdonald processes. These processes are built using a Littlewood summation identity instead of the Cauchy identity, and their analysis is considerably harder than their full-space counterparts. We compute moments and Laplace transforms of observables for general half-space Macdonald measures. Introducing new dynamics preserving this class of measures, we relate them to various stochastic processes, in particular the log-gamma polymer in a half-quadrant (they are also related to the stochastic six-vertex model in a half-quadrant and the half-space ASEP). For the polymer model, we provide explicit integral formulas for the Laplace transform of the partition function. Non-rigorous saddle point asymptotics yield convergence of the directed polymer free energy to either the Tracy-Widom GOE, GSE or the Gaussian distribution depending on the average size of weights on the boundary.

math.PR↗

arXiv2020

KPZ line ensemble

For each $t\geq 1$ we construct an $\mathbf{N}$-indexed ensemble of random continuous curves with three properties: 1. The lowest indexed curve is distributed as the time $t$ Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) stochastic PDE with narrow wedge initial data; 2. The entire ensemble satisfies a resampling invariance which we call the $\mathbf{H}$-Brownian Gibbs property (with $\mathbf{H}(x)=e^{x}$); 3. Increments of the lowest indexed curve, when centered by $-t/24$ and scaled down vertically by $t^{1/3}$ and horizontally by $t^{2/3}$, remain uniformly absolutely continuous (i.e. have tight Radon-Nikodym derivatives) with respect to Brownian bridges as time $t$ goes to infinity. This construction uses as inputs the diffusion that O'Connell discovered in relation to the O'Connell-Yor semi-discrete Brownian polymer, the convergence result of Nica of the lowest indexed curve of that diffusion to the solution of the KPZ equation with narrow wedge initial data, and the one-point distribution formula proved by Amir-Corwin-Quastel for the solution of the KPZ equation with narrow wedge initial data. We provide four main applications of this construction: 1. Uniform (as $t$ goes to infinity) Brownian absolute continuity of the time $t$ solution to the KPZ equation with narrow wedge initial data, even when scaled vertically by $t^{1/3}$ and horizontally by $t^{2/3}$; 2. Universality of the $t^{1/3}$ one-point (vertical) fluctuation scale for the solution of the KPZ equation with general initial data; 3. Concentration in the $t^{2/3}$ scale for the endpoint of the continuum directed random polymer; 4.Exponential upper and lower tail bounds for the solution at fixed time of the KPZ equation with general initial data.

math.PR↗

arXiv2020

KPZ equation tails for general initial data

We consider the upper and lower tail probabilities for the centered (by time$/24$) and scaled (according to KPZ time$^{1/3}$ scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn from a very general class. For the lower tail, we prove an upper bound which demonstrates a crossover from super-exponential decay with exponent $3$ in the shallow tail to an exponent $5/2$ in the deep tail. For the upper tail, we prove super-exponential decay bounds with exponent $3/2$ at all depth in the tail.

math.PR↗

arXiv2020

Invariance of polymer partition functions under the geometric RSK correspondence

We prove that the values of discrete directed polymer partition functions involving multiple non-intersecting paths remain invariant under replacing the background weights by their images under the geometric RSK correspondence. This result is inspired by a recent and remarkable identity proved by Dauvergne, Orthmann and Virág which is recovered as the zero-temperature, semi-discrete limit of our main result.

math.PR↗

arXiv2020

Stochastic six-vertex model in a half-quadrant and half-line open ASEP

We consider the asymmetric simple exclusion process (ASEP) on the positive integers with an open boundary condition. We show that, when starting devoid of particles and for a certain boundary condition, the height function at the origin fluctuates asymptotically (in large time $τ$) according to the Tracy-Widom GOE distribution on the $τ^{1/3}$ scale. This is the first example of KPZ asymptotics for a half-space system outside the class of free-fermionic/determinantal/Pfaffian models. Our main tool in this analysis is a new class of probability measures on Young diagrams that we call half-space Macdonald processes, as well as two surprising relations. The first relates a special (Hall-Littlewood) case of these measures to the half-space stochastic six-vertex model (which further limits to ASEP) using a Yang-Baxter graphical argument. The second relates certain averages under these measures to their half-space (or Pfaffian) Schur process analogs via a refined Littlewood identity.

math.PR↗

arXiv2019

Limit Shape of Subpartition Maximizing Partitions

This is an expository note answering a question posed to us by Richard Stanley, in which we prove a limit shape theorem for partitions of $n$ which maximize the number of subpartitions. The limit shape and the growth rate of the number of subpartitions are explicit. The key ideas are to use large deviations estimates for random walks, together with convex analysis and the Hardy-Ramanujan asymptotics. Our limit shape coincides with Vershik's limit shape for uniform random partitions.

math.PR↗

arXiv2019

Stochastic higher spin vertex models on the line

We introduce a four-parameter family of interacting particle systems on the line which can be diagonalized explicitly via a complete set of Bethe ansatz eigenfunctions, and which enjoy certain Markov dualities. Using this, for the systems started in step initial data we write down nested contour integral formulas for moments and Fredholm determinant formulas for Laplace-type transforms. Taking various choices or limits of parameters, this family degenerates to many of the known exactly solvable models in the Kardar-Parisi-Zhang universality class, as well as leads to many new examples of such models. In particular, ASEP, the stochastic six-vertex model, q-TASEP and various directed polymer models all arise in this manner. Our systems are constructed from stochastic versions of the R-matrix related to the six-vertex model. One of the key tools used here is the fusion of R-matrices and we provide a probabilistic proof of this procedure.

math.PR↗

arXiv2019

The q-Hahn PushTASEP

We introduce the $q$-Hahn PushTASEP --- an integrable stochastic interacting particle system which is a 3-parameter generalization of the PushTASEP, a well-known close relative of the TASEP (Totally Asymmetric Simple Exclusion Process). The transition probabilities in the $q$-Hahn PushTASEP are expressed through the $_4ϕ_3$ basic hypergeometric function. Under suitable limits, the $q$-Hahn PushTASEP degenerates to all known integrable (1+1)-dimensional stochastic systems with a pushing mechanism. One can thus view our new system as a pushing counterpart of the $q$-Hahn TASEP introduced by Povolotsky (2013). We establish Markov duality relations and contour integral formulas for the $q$-Hahn PushTASEP. In a $q\to 1$ limit of our process we arrive at a random recursion which, in a special case, appears to be similar to the inverse-Beta polymer model. However, unlike in recursions for Beta polymer models, the weights (i.e., the coefficients of the recursion) in our model depend on the previous values of the partition function in a nontrivial manner.

math.PR↗