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Milind Hegde

Publications and source records attributed to Milind Hegde.

15 recordsLinked to original sources

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.

math.PR

Scaling limit and tail bounds for a random walk model of SOS level lines

This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D solid-on-solid (SOS) model, where the emergence of these level lines has been rigorously established. The model we consider is a line ensemble of non-crossing random walk bridges above a wall with geometrically growing area tilts. Our main result, which in particular resolves a question of Caputo, Ioffe, and Wachtel (2019), is an edge 1:2:3 scaling limit for this ensemble as the domain size $N$ diverges, with a growing number of walks (including the number of level lines of the SOS model) and high boundary conditions (covering the maximum upper deviation of the SOS level lines). As a key input, we establish Tracy--Widom-type upper tail bounds for each of the relevant curves in the line ensemble. An ingredient which may be of independent interest is a ballot theorem for random walk bridges under a broader range of boundary values than available in the literature.

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KPZ fixed point convergence of the ASEP and stochastic six-vertex models

We consider the stochastic six-vertex (S6V) model and asymmetric simple exclusion process (ASEP) under general initial conditions which are bounded below lines of arbitrary slope at $\pm\infty$. We show under Kardar-Parisi-Zhang (KPZ) scaling of time, space, and fluctuations that the height functions of these models converge to the KPZ fixed point. Previously, our results were known in the case of ASEP (for a particular direction in the rarefaction fan) via a comparison approach arXiv:2008.06584.

math.PR

Large deviation principle for the stationary measures of open asymmetric simple exclusion processes

We consider the stationary measure of the asymmetric simple exclusion process (ASEP) on a finite interval in $\mathbb{Z}$ with open boundaries. Fixing all the jump rates and letting the system size approach infinity, the height profile of such a sequence of stationary measures satisfies a large deviation principle (LDP), whose rate function was predicted in the physics work arXiv:cond-mat/0205353. In this paper, we provide the first rigorous proof of the large deviation principle in the "fan region" part of the phase diagram. Our proof relies on two key ingredients: a two-layer expression of the stationary measure of open ASEP, arising from the Enaud-Derrida representation arXiv:cond-mat/0307023 of the matrix product ansatz, and the large deviation principle of the open totally asymmetric simple exclusion process (TASEP) recently established in arXiv:2403.03275.

math.PR

Scaling limit of the colored ASEP and stochastic six-vertex models

We consider the colored asymmetric simple exclusion process (ASEP) and stochastic six vertex (S6V) model with fully packed initial conditions; the states of these models can be encoded by 2-parameter height functions. We show under Kardar-Parisi-Zhang (KPZ) scaling of time, space, and fluctuations that these height functions converge to the Airy sheet. Several corollaries follow. (1) For ASEP and the S6V model under the basic coupling, we consider the 4-parameter height function at position $y$ and time $t$ with a step initial condition at position $x$ and time $s < t$, and prove that under KPZ scaling it converges to the directed landscape. (2) We prove that ASEPs under the basic coupling, with multiple general initial data, converge to KPZ fixed points coupled through the directed landscape. (3) We prove that the colored ASEP stationary measures converge to the stationary horizon. (4) We prove a strong form of decoupling for the colored ASEP height functions, as well as for the stationary two-point function, as broadly predicted by the theory of non-linear fluctuating hydrodynamics. The starting point for our Airy sheet convergence result is an embedding of these colored models into a larger structure -- a color-indexed family of coupled line ensembles with an explicit Gibbs property, i.e., a colored Hall-Littlewood line ensemble. The core of our work then becomes to develop a framework to analyze the edge scaling limit of these ensembles.

math.PR

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.

math.PR

The lower tail of $q$-pushTASEP

We study $q$-pushTASEP, a discrete time interacting particle system whose distribution is related to the $q$-Whittaker measure. We prove a uniform in $N$ lower tail bound on the fluctuation scale for the location $x_N(N)$ of the right-most particle at time $N$ when started from step initial condition. Our argument relies on a map from the $q$-Whittaker measure to a model of periodic last passage percolation (LPP) with geometric weights in an infinite strip that was recently established in [arXiv:2106.11922]. By a path routing argument we bound the passage time in the periodic environment in terms of an infinite sum of independent passage times for standard LPP on $N\times N$ squares with geometric weights whose parameters decay geometrically. To prove our tail bound result we combine this reduction with a concentration inequality, and a crucial new technical result -- lower tail bounds on $N\times N$ last passage times uniformly over all $N \in \mathbb N$ and all the geometric parameters in $(0,1)$. This technical result uses Widom's trick [arXiv:math/0108008] and an adaptation of an idea of Ledoux introduced for the GUE [Led05a] to reduce the uniform lower tail bound to uniform asymptotics for very high moments, up to order $N$, of the Meixner ensemble. This we accomplish by first obtaining sharp uniform estimates for factorial moments of the Meixner ensemble from an explicit combinatorial formula of Ledoux [Led05b], and translating them to polynomial bounds via a further careful analysis and delicate cancellation.

math.PR

Sharp upper tail behavior of line ensembles via the tangent method

We develop a new probabilistic and geometric method to obtain several sharp results pertaining to the upper tail behavior of continuum Gibbs measures on infinite ensembles of random continuous curves, also known as line ensembles, satisfying some natural assumptions. The arguments make crucial use of Brownian resampling invariance properties and correlation inequalities admitted by such Gibbs measures. We obtain sharp one-point upper tail estimates showing that the probability of the value at zero being larger than $\theta$ is $\exp(-\frac{4}{3}\theta^{3/2}(1+o(1)))$. A key intermediate step is developing a precise understanding of the profile when conditioned on the value at zero equaling $\theta$. Our method further allows one to obtain multi-point asymptotics which were out of reach of previous approaches. As an example, we prove sharp explicit two-point upper tail estimates. This framework is then used to establish the corresponding results for the KPZ equation, which are all new. Even for the zero-temperature case of the Airy$_2$ process, our arguments yield new proofs for one-point estimates previously known due to its connections to random matrix theory, as well as new two-point asymptotics. To showcase the reach of the method, we obtain the same results in a purely non-integrable setting under only assumptions of stationarity and extremality in the class of Gibbs measures. Our method bears resemblance to the tangent method introduced by Colomo-Sportiello and mathematically realized by Aggarwal in the context of the six-vertex model.

math.PR

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

Local and global comparisons of the Airy difference profile to Brownian local time

There has recently been much activity within the Kardar-Parisi-Zhang universality class spurred by the construction of the canonical limiting object, the parabolic Airy sheet $\mathcal{S}:\mathbb{R}^2\to\mathbb{R}$ [arXiv:1812.00309]. The parabolic Airy sheet provides a coupling of parabolic Airy$_2$ processes -- a universal limiting geodesic weight profile in planar last passage percolation models -- and a natural goal is to understand this coupling. Geodesic geometry suggests that the difference of two parabolic Airy$_2$ processes, i.e., a difference profile, encodes important structural information. This difference profile $\mathcal{D}$, given by $\mathbb{R}\to\mathbb{R}:x\mapsto \mathcal{S}(1,x)-\mathcal{S}(-1,x)$, was first studied by Basu, Ganguly, and Hammond [arXiv:1904.01717], who showed that it is monotone and almost everywhere constant, with its points of non-constancy forming a set of Hausdorff dimension $1/2$. Noticing that this is also the Hausdorff dimension of the zero set of Brownian motion, we adopt a different approach. Establishing previously inaccessible fractal structure of $\mathcal{D}$, we prove, on a global scale, that $\mathcal{D}$ is absolutely continuous on compact sets to Brownian local time (of rate four) in the sense of increments, which also yields the main result of [arXiv:1904.01717] as a simple corollary. Further, on a local scale, we explicitly obtain Brownian local time of rate four as a local limit of $\mathcal{D}$ at a point of increase, picked by a number of methods, including at a typical point sampled according to the distribution function $\mathcal{D}$. Our arguments rely on the representation of $\mathcal{S}$ in terms of a last passage problem through the parabolic Airy line ensemble and an understanding of geodesic geometry at deterministic and random times.

math.PR

Optimal tail exponents in general last passage percolation via bootstrapping & geodesic geometry

We consider last passage percolation on $\mathbb Z^2$ with general weight distributions, which is expected to be a member of the Kardar-Parisi-Zhang (KPZ) universality class. In this model, an oriented path between given endpoints which maximizes the sum of the i.i.d. weight variables associated to its vertices is called a geodesic. Under natural conditions of curvature of the limiting geodesic weight profile and stretched exponential decay of both tails of the point-to-point weight, we use geometric arguments to upgrade the assumptions to prove optimal upper and lower tail behavior with the exponents of $3/2$ and $3$ for the weight of the geodesic from $(1,1)$ to $(r,r)$ for all large finite $r$. The proofs merge several ideas, including the well known super-additivity property of last passage values, concentration of measure behavior for sums of stretched exponential random variables, and geometric insights coming from the study of geodesics and more general objects called geodesic watermelons. Previously such optimal behavior was only known for exactly solvable models, with proofs relying on hard analysis of formulas from integrable probability, which are unavailable in the general setting. Our results illustrate a facet of universality in a class of KPZ stochastic growth models and provide a geometric explanation of the upper and lower tail exponents of the GUE Tracy-Widom distribution, the conjectured one point scaling limit of such models. The key arguments are based on an observation of general interest that super-additivity allows a natural iterative bootstrapping procedure to obtain improved tail estimates.

math.PR

Interlacing and scaling exponents for the geodesic watermelon in last passage percolation

In discrete planar last passage percolation (LPP), random values are assigned independently to each vertex in $\mathbb Z^2$, and each finite upright path in $\mathbb Z^2$ is ascribed the weight given by the sum of values of its vertices. The weight of a collection of disjoint paths is the sum of its members' weights. The notion of a geodesic, a maximum weight path between two vertices, has a natural generalization concerning several disjoint paths: a $k$-geodesic watermelon in $[1,n]^2\cap\mathbb Z^2$ is a collection of $k$ disjoint paths contained in this square that has maximum weight among all such collections. While the weights of such collections are known to be important objects, the maximizing paths have been largely unexplored beyond the $k=1$ case. For exactly solvable models, such as exponential and geometric LPP, it is well known that for $k=1$ the exponents that govern fluctuation in weight and transversal distance are $1/3$ and $2/3$; that is, typically, the weight of the geodesic on the route $(1,1) \to (n,n)$ fluctuates around a dominant linear growth of the form $μn$ by the order of $n^{1/3}$; and the maximum Euclidean distance of the geodesic from the diagonal has order $n^{2/3}$. Assuming a strong but local form of convexity and one-point moderate deviation bounds for the geodesic weight profile---which are available in all known exactly solvable models---we establish that, typically, the $k$-geodesic watermelon's weight falls below $μnk$ by order $k^{5/3}n^{1/3}$, and its transversal fluctuation is of order $k^{1/3}n^{2/3}$. Our arguments crucially rely on, and develop, a remarkable deterministic interlacing property that the watermelons admit. Our methods also yield sharp rigidity estimates for naturally associated point processes, which improve on estimates obtained via tools from the theory of determinantal point processes available in the integrable setting.

math.PR

Brownian structure in the KPZ fixed point

Many models of one-dimensional local random growth are expected to lie in the Kardar-Parisi-Zhang (KPZ) universality class. For such a model, the interface profile at advanced time may be viewed in scaled coordinates specified via characteristic KPZ scaling exponents of one-third and two-thirds. When the long time limit of this scaled interface is taken, it is expected -- and proved for a few integrable models -- that, up to a parabolic shift, the Airy$_2$ process $\mathcal{A}:\mathbb{R} \to \mathbb{R}$ is obtained. This process may be embedded via the Robinson-Schensted-Knuth correspondence as the uppermost curve in an $\mathbb{N}$-indexed system of random continuous curves, the Airy line ensemble. Among our principal results is the assertion that the Airy$_2$ process enjoys a very strong similarity to Brownian motion $B$ (of rate two) on unit-order intervals; as a consequence, the Radon-Nikodym derivative of the law of $\mathcal{A}$ on say $[-1,1]$, with respect to the law of $B$ on this interval, lies in every $L^p$ space for $p \in (1,\infty)$. Our technique of proof harnesses a probabilistic resampling or {\em Brownian Gibbs} property satisfied by the Airy line ensemble after parabolic shift, and this article develops Brownian Gibbs analysis of this ensemble begun in [CH14] and pursued in [Ham19a]. Our Brownian comparison for scaled interface profiles is an element in the ongoing programme of studying KPZ universality via probabilistic and geometric methods of proof, aided by limited but essential use of integrable inputs. Indeed, the comparison result is a useful tool for studying this universality class. We present and prove several applications, concerning for example the structure of near ground states in Brownian last passage percolation, or Brownian structure in scaled interface profiles that arise from evolution from any element in a very general class of initial data.

math.PR

Lower Deviations in $β$-ensembles and Law of Iterated Logarithm in Last Passage Percolation

For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we show that $\liminf_{n\to \infty} \frac{T_{n}-4n}{n^{1/3}(\log \log n)^{1/3}}$ almost surely converges to a deterministic negative constant and obtain some estimates on the same. This settles a conjecture of Ledoux (J. Theor. Probab., 2018) where a related lower bound and similar results for the corresponding upper tail were proved. Our proof relies on a slight shift in perspective from point-to-point passage times to considering point-to-line passage times instead, and exploiting the correspondence of the latter to the largest eigenvalue of the Laguerre Orthogonal Ensemble (LOE). A key technical ingredient, which is of independent interest, is a new lower bound of lower tail deviation probability of the largest eigenvalue of $β$-Laguerre ensembles, which extends the results proved in the context of the $β$-Hermite ensembles by Ledoux and Rider (Electron. J. Probab., 2010).

math.PR

Critical point for infinite cycles in a random loop model on trees

We study a spatial model of random permutations on trees with a time parameter $T>0$, a special case of which is the random stirring process. The model on trees was first analysed by Björnberg and Ueltschi[BU16], who established the existence of infinite cycles for $T$ slightly above a putatively identified critical value but left open behaviour at arbitrarily high values of $T$. We show the existence of infinite cycles for all $T$ greater than a constant, thus classifying behaviour for all values of $T$ and establishing the existence of a sharp phase transition. Numerical studies [BBBU15] of the model on $\mathbb{Z}^d$ have shown behaviour with strong similarities to what is proven for trees.

math.PR