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Lingfu Zhang

Publications and source records attributed to Lingfu Zhang.

At least 19 recordsLinked to original sources

The directed landscape in half-space

We prove that two half-space models in the KPZ universality class, exponential last-passage percolation and a family of Poisson-avoiding metrics generalizing colored TASEP, converge to a common scaling limit. This scaling limit is the directed landscape in half-space, a random directed metric in the half-plane indexed by a parameter which determines the strength of the boundary interaction. As part of our analysis, we characterize the half-space directed landscape in terms of the half-space KPZ fixed point, and prove convergence of geodesics. We also give an explicit construction of joint stationary measures (or horizons) in half-space for the log-gamma polymer, the KPZ equation, exponential and geometric last passage percolation, and the directed landscape itself.

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van den Berg-Kesten--type correlation inequalities for disjoint polymers in the KPZ universality class

In classical percolation theory, the van den Berg-Kesten (BK) inequality is a fundamental tool that shows that disjoint events induce negative conditionings on each other. The inequality also holds in the context of last passage percolation (LPP), which is the zero temperature limit of polymer models and an important subclass in the Kardar-Parisi-Zhang (KPZ) universality class. Recently, an analog of the BK inequality was discovered in the context of zero temperature line ensembles and the scaling limit of LPP, where it was used to study upper tail probabilities of the weight and the scaling limit of geodesics under such upper tail conditionings. However, while it has become apparent that such an inequality in the positive temperature setting would have a number of applications, it seems likely that a direct generalization of the zero temperature inequality would not hold. In this work we prove a version of the BK inequality for the KPZ line ensemble and the continuum directed random polymer. We do so by working with the log gamma polymer, making use of its integrability and the geometric RSK correspondence. Our inequality serves as a key input in analyzing the KPZ line ensemble and proving sharp upper tail estimates of the KPZ equation in arXiv:2208.08922, and proving convergence of the continuum directed random polymer to Brownian bridge under the upper tail event in arXiv:2311.12009. The crucial role of integrability in the validity of such an inequality is highlighted via a counter-example for a non-integrable model.

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Characterization of the directed landscape from the KPZ fixed point

We show that the directed landscape is the unique coupling of the KPZ fixed point from all initial conditions satisfying three natural properties: independent increments, monotonicity, and shift commutativity. Equivalently, we show that the directed landscape is the unique directed metric on $\mathbb R^2$ with independent increments and KPZ fixed point marginals. This unifies the two central objects in the KPZ universality class. Our main theorem also provides a general framework for proving convergence to the directed landscape given convergence to the KPZ fixed point. We apply this framework to prove landscape convergence in a range of models: exotic couplings of ASEP and TASEP, the random walk and Brownian web distances, and a class of non-integrable asymmetric exclusion processes with the basic coupling that perturb off of TASEP (this final class requires random initial data). All of our convergence theorems are new except for colored TASEP, where we provide a short alternative proof.

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Airy$_β$ line ensemble and its Laplace transform

The Airy$_β$ line ensemble is a random collection of continuous curves, which should serve as a universal edge scaling limit in problems related to eigenvalues of random matrices and models of 2d statistical mechanics. This line ensemble unifies many existing universal objects including Tracy-Widom distributions, eigenvalues of the Stochastic Airy Operator, Airy$_2$ process from the KPZ theory. Here $β>0$ is a real parameter governing the strength of the repulsion between the curves. We introduce and characterize the Airy$_β$ line ensemble in terms of the Laplace transform, by producing integral formulas for its joint multi-time moments. We prove two asymptotic theorems for each $β>0$: the trajectories of the largest eigenvalues in the Dyson Brownian Motion converge to the Airy$_β$ line ensemble; the extreme particles in the G$β$E corners process converge to the same limit. The proofs are based on the convergence of random walk expansions for the multi-time moments of prelimit objects towards their Brownian counterparts. The expansions are produced through Dunkl differential-difference operators acting on multivariate Bessel generating functions.

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A convergence framework for Airy$_\beta$ line ensemble via pole evolution

The Airy$_\beta$ line ensemble is an infinite sequence of random curves. It is a natural extension of the Tracy-Widom$_\beta$ distributions, and is expected to be the universal edge scaling limit of a range of models in random matrix theory and statistical mechanics. In this work, we provide a framework of proving convergence to the Airy$_\beta$ line ensemble, via a characterization through the pole evolution of meromorphic functions satisfying certain stochastic differential equations. Our framework is then applied to prove the universality of the Airy$_\beta$ line ensemble as the edge limit of various continuous time processes, including Dyson Brownian motions with general $\beta$ and potentials, Laguerre processes and Jacobi processes.

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Non-Markovianity of $2K-B$ and a degeneration

We study the process of $2K-B$, where $B$ is a standard one-dimensional Brownian motion and $K$ is its concave majorant. In light of Pitman's $2M-B$ theorem, it was recently conjectured by Ouaki and Pitman \cite{OP} that $2K-B$ has the law of the BES(5) process. The two processes share properties such as Brownian scaling, time inversion and quadratic variation, and the same one point distribution and infinitesimal generator, among many other evidences; and it remains to prove that $2K-B$ is Markovian. However, we show that this conjecture is false. To better understand the similarity between these two processes, we study a degeneration of $2K-B$. We show it is a mixture of BES(3), and get other properties including multiple points distribution, infinitesimal generator, and path decomposition at future infimum. We also further investigate the Markovian structure and the filtrations of $2K-B, B$ and $K$.

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Brownian bridge limit of path measures in the upper tail of KPZ models

For models in the KPZ universality class, such as the zero temperature model of planar last passage-percolation (LPP) and the positive temperature model of directed polymers, its upper tail behavior has been a topic of recent interest, with particular focus on the associated path measures (i.e., geodesics or polymers). For Exponential LPP, diffusive fluctuation had been established in Basu-Ganguly. In the directed landscape, the continuum limit of LPP, the limiting Gaussianity at one point, as well as of related finite-dimensional distributions of the KPZ fixed point, were established, using exact formulas in Liu and Wang-Liu. It was further conjectured in these works that the limit of the corresponding geodesic should be a Brownian bridge. We prove it in both zero and positive temperatures; for the latter, neither the one-point limit nor the scale of fluctuations was previously known. Instead of relying on formulas (which are still missing in the positive temperature literature), our arguments are geometric and probabilistic, using the results on the shape of the weight and free energy profiles under the upper tail from Ganguly-Hegde as a starting point. Another key ingredient involves novel coalescence estimates, developed using the recently discovered shift-invariance Borodin-Gorin-Wheeler in these models. Finally, our proof also yields insight into the structure of the polymer measure under the upper tail conditioning, establishing a quenched localization exponent around a random backbone.

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Infinite order phase transition in the slow bond TASEP

In the slow bond problem the rate of a single edge in the Totally Asymmetric Simple Exclusion Process (TASEP) is reduced from 1 to $1-\varepsilon$ for some small $\varepsilon>0$. Janowsky and Lebowitz posed the well-known question of whether such very small perturbations could affect the macroscopic current. Different groups of physicists, using a range of heuristics and numerical simulations reached opposing conclusions on whether the critical value of $\varepsilon$ is 0. This was ultimately resolved rigorously in Basu-Sidoravicius-Sly which established that $\varepsilon_c=0$. Here we study the effect of the current as $\varepsilon$ tends to 0 and in doing so explain why it was so challenging to predict on the basis of numerical simulations. In particular we show that the current has an infinite order phase transition at 0, with the effect of the perturbation tending to 0 faster than any polynomial. Our proof focuses on the Last Passage Percolation formulation of TASEP where a slow bond corresponds to reinforcing the diagonal. We give a multiscale analysis to show that when $\varepsilon$ is small the effect of reinforcement remains small compared to the difference between optimal and near optimal geodesics. Since geodesics can be perturbed on many different scales, we inductively bound the tails of the effect of reinforcement by controlling the number of near optimal geodesics and giving new tail estimates for the local time of (near) geodesics along the diagonal.

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Pearcey universality at cusps of polygonal lozenge tiling

We study uniformly random lozenge tilings of general simply connected polygons. Under a technical assumption that is presumably generic with respect to polygon shapes, we show that the local statistics around a cusp point of the arctic curve converge to the Pearcey process. This verifies the widely predicted universality of edge statistics in the cusp case. Together with the smooth and tangent cases proved in Aggarwal-Huang and Aggarwal-Gorin, these are believed to be the three types of edge statistics that can arise in a generic polygon. Our proof is via a local coupling of the random tiling with non-intersecting Bernoulli random walks (NBRW). To leverage this coupling, we establish an optimal concentration estimate for the tiling height function around the cusp. As another step and also a result of potential independent interest, we show that the local statistics of NBRW around a cusp converge to the Pearcey process when the initial configuration consists of two parts with proper density growth, via careful asymptotic analysis of the determinantal formula.

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Shift-Invariance of the Colored TASEP and Finishing Times of the Oriented Swap Process

We prove a new shift-invariance property of the colored TASEP. From the shift-invariance of the colored stochastic six-vertex model (proved in Borodin-Gorin-Wheeler or Galashin), one can get a shift-invariance property of the colored TASEP at one time, and our result generalizes this to multiple times. Our proof takes the single-time shift-invariance as an input, and uses analyticity of the probability functions and induction arguments. We apply our shift-invariance to prove a distributional identity between the finishing times of the oriented swap process and the point-to-line passage times in exponential last-passage percolation, which is conjectured by Bisi-Cunden-Gibbons-Romik and Bufetov-Gorin-Romik, and is also equivalent to a purely combinatorial identity related to the Edelman-Greene correspondence. With known results from last-passage percolation, we also get new asymptotic results on the colored TASEP and the finishing times of the oriented swap process.

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Discrete geodesic local time converges under KPZ scaling

The directed landscape constructed in (Dauvergne-Ortmann-Virag '18) produces a directed, planar, random geometry, and is believed to be the universal scaling limit of two-dimensional first and last passage percolation models in the Kardar-Parisi-Zhang (KPZ) universality class. Geodesics in this random geometry form an important class of random continuous curves exhibiting fluctuation theory quite different from that of Brownian motion. In this vein, counterpart to Brownian local time, BLT (a self-similar measure supported on the set of zeros of Brownian motion), a local time for geodesics, GLT, was recently constructed and used to study fractal properties of the directed landscape in (Ganguly-Zhang '22). It is a classical fact and can be proven using the Markovian property of Brownian motion that the uniform discrete measure on the set of zeros of the simple random walk converges to BLT. In this paper, we prove the ''KPZ analog'' of this by showing that the local times for discrete geodesics in pre-limiting integrable last passage percolation models converge to GLT under suitable scaling guided by KPZ exponents. In absence of any Markovianity, our arguments rely on the recently proven convergence of geodesics in pre-limiting models to that in the directed landscape (Dauvergne-Virag '21). However, this input concerns macroscopic properties and is too coarse to capture the microscopic information required for local time analysis. To relate the macroscopic and microscopic behavior, a key ingredient is an a priori smoothness estimate of the local time in the discrete model, proved relying on geometric ideas such as the coalescence of geodesics as well as their stability under perturbations of boundary data.

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Mean Field Behavior during the Big Bang Regime for Coalescing Random Walks

In this paper we consider coalescing random walks on a general connected graph $G=(V,E)$. We set up a unified framework to study the leading order of the decay rate of $P_t$, the expectation of the fraction of occupied sites at time $t$, particularly for the `Big Bang' regime where $t\ll t_{\text{coal}}:=\mathbb{E}[\inf\{s:\text{There is only one particle at time }s\}]$. Our results show that $P_t$ satisfies certain mean field behavior, if the graphs satisfy certain transience-like conditions. We apply this framework to two families of graphs: (1) graphs given by the configuration model with a degree distribution supported in $[3,\bar d]$ for some $\bar d\geq 3$, and (2) finite and infinite vertex-transitive graphs. In the first case, we show that for $1 \ll t \ll |V|$, $P_t$ decays in the order of $t^{-1}$, and $(tP_t)^{-1}$ is approximately the probability that two particles starting from the root of the corresponding unimodular Galton-Watson tree never collide after one of them leaves the root, which is also roughly $|V|/(2t_{\text{meet}})$, where $t_{\text{meet}}$ is the mean meeting time of two walkers. By taking the local weak limit, for the unimodular Galton-Watson tree we prove the convergence of $tP_t$ as $t\to\infty$. For the second family of graphs, if we take a sequence of finite graphs $G_n=(V_n, E_n)$, such that $t_{\text{meet}}=O(|V_n|)$ and the inverse of the spectral gap $t_{\text{rel}}$ is $o(|V_n|)$, then for $t_{\text{rel}}\ll t\ll t_{\text{coal}}$, $(tP_t)^{-1}$ is approximately the probability that two random walks never meet before time $t$, and also $|V|/(2t_{\text{meet}})$. In addition, we define a natural uniform transience condition, and show that it implies the above for all $1\ll t\ll t_{\text{coal}}$. Such estimates of $tP_t$ are also obtained for all infinite transient transitive unimodular graphs, in particular, all transient transitive amenable graphs.

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Cutoff profile of the Metropolis biased card shuffling

We consider the Metropolis biased card shuffling (also called the multi-species ASEP on a finite interval or the random Metropolis scan). Its convergence to stationary was believed to exhibit a total-variation cutoff, and that was proved a few years ago by Labb\'e and Lacoin. In this paper, we prove that (for $N$ cards) the cutoff window is in the order of $N^{1/3}$, and the cutoff profile is given by the GOE Tracy-Widom distribution function. This confirms a conjecture by Bufetov and Nejjar. Our approach is different from Labb\'e-Lacoin, by comparing the card shuffling with the multi-species ASEP on $\mathbb{Z}$, and using Hecke algebra and recent ASEP shift-invariance and convergence results. Our result can also be viewed as a generalization of the Oriented Swap Process finishing time convergence of Bufetov-Gorin-Romik, which is the TASEP version (of our result).

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Disjoint optimizers and the directed landscape

We study maximal length collections of disjoint paths, or 'disjoint optimizers', in the directed landscape. We show that disjoint optimizers always exist, and that their lengths can be used to construct an extended directed landscape. The extended directed landscape can be built from an independent collection of extended Airy sheets, which we define from the parabolic Airy line ensemble. We show that the extended directed landscape and disjoint optimizers are scaling limits of the corresponding objects in Brownian last passage percolation (LPP). As two consequences of this work, we show that one direction of the Robinson-Schensted-Knuth bijection passes to the KPZ limit, and we find a criterion for geodesic disjointness in the directed landscape that uses only a single parabolic Airy line ensemble. The proofs rely on a new notion of multi-point LPP across the parabolic Airy line ensemble, combinatorial properties of multi-point LPP, and probabilistic resampling ideas.

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Fractal geometry of the space-time difference profile in the directed landscape via construction of geodesic local times

The Directed Landscape, a random directed metric on the plane (where the first and the second coordinates are termed spatial and temporal respectively), was constructed in the breakthrough work of Dauvergne, Ortmann, and Virág, and has since been shown to be the scaling limit of various integrable models of Last Passage percolation, a central member of the Kardar-Parisi-Zhang universality class. It exhibits several scale invariance properties making it a natural source of rich fractal behavior. Such a study was initiated in Basu-Ganguly-Hammond, where the difference profile i.e., the difference of passage times from two fixed points (say $(\pm 1,0)$), was considered. Owing to geodesic geometry, it turns out that this difference process is almost surely locally constant. The set of non-constancy is connected to disjointness of geodesics and inherits remarkable fractal properties. In particular, it has been established that when only the spatial coordinate is varied, the set of non-constancy of the difference profile has Hausdorff dimension $1/2$, and bears a rather strong resemblance to the zero set of Brownian motion. The arguments crucially rely on a monotonicity property, which is absent when the temporal structure of the process is probed, necessitating the development of new methods. In this paper, we put forth several new ideas, and show that the set of non-constancy of the 2D difference profile and the 1D temporal process (when the spatial coordinate is fixed and the temporal coordinate is varied) have Hausdorff dimensions $5/3$ and $2/3$ respectively. A particularly crucial ingredient in our analysis is the novel construction of a local time process for the geodesic akin to Brownian local time, supported on the "zero set" of the geodesic. Further, we show that the latter has Hausdorff dimension $1/3$ in contrast to the zero set of Brownian motion which has dimension $1/2.$

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Ising model on trees and factors of IID

We study the ferromagnetic Ising model on the infinite $d$-regular tree under the free boundary condition. This model is known to be a factor of IID in the uniqueness regime, when the inverse temperature $β\ge 0$ satisfies $\tanh β\le (d-1)^{-1}$. However, in the reconstruction regime ($\tanh β> (d-1)^{-\frac{1}{2}}$), it is not a factor of IID. We construct a factor of IID for the Ising model beyond the uniqueness regime via a strong solution to an infinite dimensional stochastic differential equation which partially answers a question of Lyons. The solution $\{X_t(v) \}$ of the SDE is distributed as \[ X_t(v) = tτ_v + B_t(v), \] where $\{τ_v \}$ is an Ising sample and $\{B_t(v) \}$ are independent Brownian motions indexed by the vertices in the tree. Our construction holds whenever $\tanh β\le c(d-1)^{-\frac{1}{2}}$, where $c>0$ is an absolute constant.

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Stationary Distributions for the Voter Model in $d\geq 3$ are Factors of IID

For the Voter Model on $\mathbb{Z}^d$, $d\geq 3$, we show that the (extremal) stationary distributions are isomorphic to Bernoulli shifts, and answer an open question asked by Steif and Tykesson. The proof gives explicit constructions of the stationary distributions as factors of IID processes on $\mathbb{Z}^d$.

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Convergence of the Environment Seen from Geodesics in Exponential Last-Passage Percolation

A well-known question in planar first-passage percolation concerns the convergence of the empirical distribution of weights as seen along geodesics. We demonstrate this convergence for an explicit model, directed last-passage percolation on $\mathbb{Z}^2$ with i.i.d. exponential weights, and provide explicit formulae for the limiting distributions, which depend on the asymptotic direction. For example, for geodesics in the direction of the diagonal, the limiting weight distribution has density $(1/4+x/2+x^2/8)e^{-x}$, and so is a mixture of Gamma($1,1$), Gamma($2,1$) and Gamma($3,1$) distributions with weights $1/4$, $1/2$, and $1/4$ respectively. More generally, we study the local environment as seen from vertices along geodesics (including information about the shape of the path and about the weights on and off the path in a local neighborhood). We consider finite geodesics from $(0,0)$ to $n\boldsymbol{\rho}$ for some vector $\boldsymbol{\rho}$ in the first quadrant, in the limit as $n\to\infty$, as well as semi-infinite geodesics in direction $\boldsymbol{\rho}$. We show almost sure convergence of the empirical distributions of the environments along these geodesics, as well as convergence of the distributions of the environment around a typical point in these geodesics, to the same limiting distribution, for which we give an explicit description. We make extensive use of a correspondence with TASEP as seen from an isolated second-class particle for which we prove new results concerning ergodicity and convergence to equilibrium. Our analysis relies on geometric arguments involving estimates for last-passage times, available from the integrable probability literature.

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