arXiv subjects
Publications and source records attributed to Neil O'Connell.
We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping, with Brownian motion as input, to the quantum Toda lattice.
How does one introduce randomness into a classical dynamical system in order to produce something which is related to the `corresponding' quantum system? We consider this question from a probabilistic point of view, in the context of some integrable Hamiltonian systems.
We show that the geometric lifting of the RSK correspondence introduced by A.N. Kirillov (2001) is volume preserving with respect to a natural product measure on its domain, and that the integrand in Givental's integral formula for GL(n,R)-Whittaker functions arises naturally in this context. Apart from providing further evidence that Whittaker functions are the natural analogue of Schur polynomials in this setting, our results also provide a new `combinatorial' framework for the study of random polymers. When the input matrix consists of random inverse gamma distributed weights, the probability distribution of a polymer partition function constructed from these weights can be written down explicitly in terms of Whittaker functions. Next we restrict the geometric RSK mapping to symmetric matrices and show that the volume preserving property continues to hold. We determine the probability law of the polymer partition function with inverse gamma weights that are constrained to be symmetric about the main diagonal, with an additional factor on the main diagonal. The third combinatorial mapping studied is a variant of the geometric RSK mapping for triangular arrays, which is again showed to be volume preserving. This leads to a formula for the probability distribution of a polymer model whose paths are constrained to stay below the diagonal. We also show that the analogues of the Cauchy-Littlewood identity in the setting of this paper are equivalent to a collection of Whittaker integral identities conjectured by Bump (1989) and Bump and Friedberg (1990) and proved by Stade (2001, 2002). Our approach leads to new `combinatorial' proofs and generalizations of these identities, with some restrictions on the parameters.
We establish a fundamental connection between the geometric RSK correspondence and GL(N,R)-Whittaker functions, analogous to the well known relationship between the RSK correspondence and Schur functions. This gives rise to a natural family of measures associated with GL(N,R)-Whittaker functions which are the analogues in this setting of the Schur measures on integer partitions. The corresponding analogue of the Cauchy-Littlewood identity can be seen as a generalisation of an integral identity for GL(N,R)-Whittaker functions due to Bump and Stade. As an application, we obtain an explicit integral formula for the Laplace transform of the law of the partition function associated with a one-dimensional directed polymer model with log-gamma weights recently introduced by one of the authors (TS).
We introduce a q-weighted version of the Robinson-Schensted (column insertion) algorithm which is closely connected to q-Whittaker functions (or Macdonald polynomials with t=0) and reduces to the usual Robinson-Schensted algorithm when q=0. The q-insertion algorithm is `randomised', or `quantum', in the sense that when inserting a positive integer into a tableau, the output is a distribution of weights on a particular set of tableaux which includes the output which would have been obtained via the usual column insertion algorithm. There is also a notion of recording tableau in this setting. We show that the distribution of weights of the pair of tableaux obtained when one applies the q-insertion algorithm to a random word or permutation takes a particularly simple form and is closely related to q-Whittaker functions. In the case $0\le q<1$, the q-insertion algorithm applied to a random word also provides a new framework for solving the q-TASEP interacting particle system introduced (in the language of q-bosons) by Sasamoto and Wadati (1998) and yields formulas which are equivalent to some of those recently obtained by Borodin and Corwin (2011) via a stochastic evolution on discrete Gelfand-Tsetlin patterns (or semistandard tableaux) which is coupled to the q-TASEP process. We show that the sequence of P-tableaux obtained when one applies the q-insertion algorithm to a random word defines another, quite different, evolution on semistandard tableaux which is also coupled to the q-TASEP process.
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
Motivated by recent developments on random polymer models we propose a generalisation of reflected Brownian motion (RBM) in a polyhedral domain. This process is obtained by replacing the singular drift on the boundary by a continuous one which depends, via a potential U, on the position of the process relative to the domain. It was shown by Harrison and Williams (1987) that RBM in a polyhe- dral domain has an invariant measure in product form if a certain skew-symmetry condition holds. We show that (modulo technical assumptions) the generalised RBM has an invariant measure in product form if (and essentially only if) the same skew-symmetry condition holds, independent of the choice of potential. The invari- ant measure of course does depend on the potential. Examples include TASEP-like particle systems, generalisations of Brownian motion with rank-dependent drift and diffusions connected to the generalised Pitman transform.
We characterize the law of the partition function of a Brownian directed polymer model in terms of a diffusion process associated with the quantum Toda lattice. The proof is via a multidimensional generalization of a theorem of Matsumoto and Yor concerning exponential functionals of Brownian motion. It is based on a mapping which can be regarded as a geometric variant of the RSK correspondence.
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up to a constant factor, to a Schrodinger-type partial differential equation. We derive a similar equation for the probability density. We then characterize all diffusion processes which can be interpreted as having the law of the Brownian motion with drift conditioned on the law of its exponential functionals. In the case where the family of linear functionals is a set of simple roots, the Laplace transform of the joint law of the corresponding exponential functionals can be expressed in terms of a (class-one) Whittaker function associated with the corresponding root system. In this setting, we establish some basic properties of the corresponding diffusion processes.
We introduce a notion of continuous crystal analogous, for general Coxeter groups, to the combinatorial crystals introduced by Kashiwara in representation theory of Lie algebras. We use a generalization of the Littelmann path model to show the existence of the crystals, and study an associated Duistermaat-Heckman measure, which we interpret in terms of Brownian motion. We also show that the Littelmann path operators can be derived from simple considerations on Sturm-Liouville equations.
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned systems of particles on the line. One of the Markov chains we consider gives rise to a family of Gibbs measures on `bead configurations' on the infinite cylinder. We show that these measures have determinantal structure and compute the corresponding space-time correlation kernel.
The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. In this paper we show that the associated measure-preserving transformation is metrically isomorphic to a two-sided Bernoulli shift. We also discuss some extensions of Burke's theorem where it remains an open problem to determine if, or under what conditions, the analogue of this result holds.
Consider the single server queue with an infinite buffer and a FIFO discipline, either of type M/M/1 or Geom/Geom/1. Denote by A the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by D the departure process in equilibrium and by r the time spent by the customers at the very back of the queue. We prove that (D,r) has the same law as (A,s) which is an extension of the classical Burke Theorem. In fact, r can be viewed as the departures from a dual storage model. This duality between the two models also appears when studying the transient behavior of a tandem by means of the RSK algorithm: the first and last row of the resulting semi-standard Young tableau are respectively the last instant of departure in the queue and the total number of departures in the store.
We prove a formula conjectured in O'Connell and Yor (2001) for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions.
We study some path transformations related to Littelmann path model and their applications to representation theory and Brownian motion in a Weyl chamber.
In [O'Connell and Yor (2002)] a path-transformation G was introduced with the property that, for X belonging to a certain class of random walks on the integer lattice, the transformed walk G(X) has the same law as that of the original walk conditioned never to exit a type-A Weyl chamber. In this paper, we show that G is closely related to the Robinson-Schensted algorithm, and use this connection to give a new proof of the above representation theorem. The new proof is valid for a larger class of random walks and yields additional information about the joint law of X and G(X). The corresponding results for the Brownian model are recovered by Donsker's theorem. These are connected with Hermitian Brownian motion and the Gaussian Unitary Ensemble of random matrix theory. The connection we make between the path-transformation G and the RS algorithm also provides a new formula and interpretation for the latter. This can be used to study properties of the RS algorithm and, moreover, extends easily to a continuous setting.
This is survey of some recent results connecting random matrices, non-colliding processes and queues.