arXiv subjects

Patrik L. Ferrari

Publications and source records attributed to Patrik L. Ferrari.

At least 19 recordsLinked to original sources

arXiv2026

Critical fluctuations of last passage percolation with thick boundaries

We consider the exponential last passage percolation (LPP) with thick two-sided boundary that consists of a few inhomogeneous columns and rows. Ben Arous and Corwin previously studied the limit fluctuations in this model except in a critical regime, for which they predicted that the limit distribution exists and depends only on the most dominant columns and rows. In this article, we prove their conjecture and identify the limit distribution explicitly in terms of a Fredholm determinant of a $2 \times 2$ matrix kernel. This result leads in particular to an explicit variational formula for the one-point marginal of the KPZ fixed point for a new class of initial conditions. Our limit distribution is also a novel generalization of and provides a new numerically efficient representation for the Baik--Rains distribution.

math.PR↗

arXiv2026

Mixing times for the open ASEP at the triple point

We consider mixing times for the open asymmetric simple exclusion process (ASEP) at the triple point. We show that the mixing time of the open ASEP on a segment of length $N$ for bias parameter $q$ is of order $N^{3/2+κ}$ if $1-q \asymp N^{-κ}$ for some $κ\in [0,\frac{1}{2})$, and the same result with poly-logarithmic corrections for $κ=\frac{1}{2}$. Our proof combines a fine analysis of the current of the open ASEP, moderate deviations of second class particles, the censoring inequality, and various couplings and multi-species extensions of the ASEP. Moreover, we establish a comparison between moderate deviations for the current of the open ASEP and the ASEP on the integers, as well as bounds on mixing times for the open ASEP in the weakly high density phase, which are of independent interest.

math.PR↗

arXiv2026

Decoupling and decay of two-point functions in a two-species (T)ASEP

We consider the two-species totally asymmetric simple exclusion process on $\mathbb{Z}$ with a translation-invariant stationary measure as the initial condition. We establish the asymptotic decoupling of the marginal height profiles along characteristic lines and prove the decay of the two-point functions in the large-time limit, thus confirming predictions of the nonlinear fluctuating hydrodynamics theory. Our approach builds on the queueing construction of the stationary measure introduced in [Angel'06, Ferrari-Martin'07] and extends the theory of backwards paths for height functions developed in [Bufetov-Ferrari'22, Ferrari-Nejjar'24]. The arguments for asymptotic decoupling also apply to further homogeneous initial data, and the decay of the two-point functions is proven for the stationary two-species asymmetric simple exclusion process, beyond the totally asymmetric case.

math.PR↗

arXiv2025

Tagged particle fluctuations for TASEP with dynamics restricted by a moving wall

We consider the totally asymmetric simple exclusion process on $\Z$ with step initial condition and with the presence of a rightward-moving wall that prevents the particles from jumping. This model was first studied in [Borodin-Bufetov-Ferrari'21]. We extend their work by determining the limiting distribution of a tagged particle in the case where the wall has influence on its fluctuations in neighbourhoods of multiple macroscopic times.

math.PR↗

arXiv2025

Partial yet definite emergence of the Kardar-Parisi-Zhang class in isotropic spin chains

Integrable spin chains with a continuous non-Abelian symmetry, such as the one-dimensional isotropic Heisenberg model, show superdiffusive transport with little theoretical understanding. Although recent studies reported a surprising connection to the Kardar-Parisi-Zhang (KPZ) universality class in that case, this view was most recently questioned by discrepancies in full counting statistics. Here, by combining extensive numerical simulations of classical and quantum integrable isotropic spin chains with a framework developed by exact studies of the KPZ class, we characterize various two-point quantities that remain hitherto unexplored in spin chains, and find full agreement with KPZ scaling laws without adjustable parameters. This establishes the partial emergence of the KPZ class in integrable isotropic spin chains. Moreover, we reveal that the KPZ scaling laws are intact in the presence of an energy current, under the appropriate Galilean boost required by the propagation of spacetime correlation.

cond-mat.stat-mech↗

arXiv2024

Quasi-geodesics in integrable and non-integrable exclusion processes

Backwards geodesics for TASEP were introduced in [Fer18]. We consider flat initial conditions and show that under proper scaling its end-point converges to maximizer argument of the Airy$_2$ process minus a parabola. We generalize its definition to generic non-integrable models including ASEP and speed changed ASEP (call it quasi-geodesics). We numerically verify that its end-point is universal, where the scaling coefficients are analytically computed through the KPZ scaling theory.

math.PR↗

arXiv2024

Exact decay of the persistence probability in the Airy$_1$ process

We consider the Airy$_1$ process, which is the limit process in KPZ growth models with flat and non-random initial conditions. We study the persistence probability, namely the probability that the process stays below a given threshold $c$ for a time span of length $L$. This is expected to decay as $e^{-κ(c) L}$. We determine an analytic expression for $κ(c)$ for all $c\geq 3/2$ starting with the continuum statistics formula for the persistence probability. As the formula is analytic only for $c>0$, we determine an analytic continuation of $κ(c)$ and numerically verify the validity for $c<0$ as well.

math.PR↗

arXiv2024

The second class particle process at shocks

We consider the totally asymmetric simple exclusion process (TASEP) starting with a shock discontinuity at the origin, with asymptotic densities $λ$ to the left of the origin and $ρ$ to the right of it and $λ<ρ$. We find an exact identity for the distribution of a second class particle starting at the origin. Then we determine the limiting joint distributions of the second class particle. Bypassing the last passage percolation model, we work directly in TASEP, allowing us to extend previous one-point distribution results via a more direct and shorter ansatz.

math.PR↗

arXiv2023

The Airy$_2$ process and the 3D Ising model

The Ferrari-Spohn diffusion process arises as limit process for the 2D Ising model as well as random walks with area penalty. Motivated by the 3D Ising model, we consider $M$ such diffusions conditioned not to intersect. We show that the top process converges to the Airy$_2$ process as $M\to\infty$. We then explain the relation with the 3D Ising model and present some conjectures about it.

math.PR↗

arXiv2022

Height fluctuations for the stationary KPZ equation

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height function H(T,X) grow like T^{1/3} and converge to those previously encountered in the study of the stationary totally asymmetric simple exclusion process, polynuclear growth model and last passage percolation. The starting point for this work is our derivation of a Fredholm determinant formula for Macdonald processes which degenerates to a corresponding formula for Whittaker processes. We relate this to a polymer model which mixes the semi-discrete and log-gamma random polymers. A special case of this model has a limit to the KPZ equation with initial data given by a two-sided Brownian motion with drift beta to the left of the origin and b to the right of the origin. The Fredholm determinant has a limit for beta>b, and the case where beta=b (corresponding to the stationary initial data) follows from an analytic continuation argument.

math.PR↗

arXiv2022

On the exponent governing the correlation decay of the Airy$_1$ process

We study the decay of the covariance of the Airy$_1$ process, $\mathcal{A}_1$, a stationary stochastic process on $\mathbb{R}$ that arises as a universal scaling limit in the Kardar-Parisi-Zhang (KPZ) universality class. We show that the decay is super-exponential and determine the leading order term in the exponent by showing that $\textrm{Cov}(\mathcal{A}_1(0),\mathcal{A}_1(u))= e^{-(\frac{4}{3}+o(1))u^3}$ as $u\to\infty$. The proof employs a combination of probabilistic techniques and integrable probability estimates. The upper bound uses the connection of $\mathcal{A}_1$ to planar exponential last passage percolation and several new results on the geometry of point-to-line geodesics in the latter model which are of independent interest; while the lower bound is primarily analytic, using the Fredholm determinant expressions for the two point function of the Airy$_1$ process together with the FKG inequality.

math.PR↗

arXiv2022

Time-time covariance for last passage percolation in half-space

This article studies several properties of the half-space last passage percolation, in particular the two-time covariance. We show that, when the two end-points are at small macroscopic distance, then the first order correction to the covariance for the point-to-point model is the same as the one of the stationary model. In order to obtain the result, we first derive comparison inequalities of the last passage increments for different models. This is used to prove tightness of the point-to-point process as well as localization of the geodesics. Unlike for the full-space case, for half-space we have to overcome the difficulty that the point-to-point model in half-space with generic start and end points is not known.

math-ph↗

arXiv2021

TASEP with a moving wall

We consider a totally asymmetric simple exclusion on $\mathbb{Z}$ with the step initial condition, under the additional restriction that the first particle cannot cross a deterministally moving wall. We prove that such a wall may induce asymptotic fluctuation distributions of particle positions of the form $$ \mathbb{P}\Big(\sup_{τ\in \mathbb{R}}\{\textrm{Airy}_2(τ) -g(τ)\}\leq S\Big)$$ with arbitrary barrier functions $g$. This is the same class of distributions that arises as one-point asymptotic fluctuations of TASEPs with arbitrary initial conditions. Examples include Tracy-Widom GOE and GUE distributions, as well as a crossover between them, all arising from various particles behind a linearly moving wall. We also prove that if the right-most particle is second class, and a linearly moving wall is shock-inducing, then the asymptotic distribution of the position of the second class particle is a mixture of the uniform distribution on a segment and the atomic measure at its right end.

math.PR↗

arXiv2021

The Preisach graph and longest increasing subsequences

The Preisach graph is a directed graph associated with a permutation $ρ\in{\cal S}_N$. We give an explicit bijection between its vertices and increasing subsequences of $ρ$ with the property that the length of a subsequence equals to the degree of nesting of the corresponding vertex inside a hierarchy of cycles and sub-cycles of the graph. As a consequence, the nesting degree of the Preisach graph equals the length of the longest increasing subsequence.

math.PR↗

arXiv2021

Shock fluctuations in TASEP under a variety of time scalings

We consider the totally asymmetric simple exclusion process (TASEP) with two different initial conditions with shock discontinuities formed by blocks of fully packed particles. Initially a second class particle is at the left of a shock discontinuity. Using multicolored TASEP we derive exact formulas for the distribution of the second class particle and colored height functions. These are given in terms of the height function at different positions of a single TASEP configuration. We study the limiting distributions of second class particles (and colored height functions). The result depends on how the width blocks of particles scale with the observation time; we study a variety of such scalings.

math.PR↗

arXiv2021

Upper tail decay of KPZ models with Brownian initial conditions

In this paper we consider the limiting distribution of KPZ growth models with random but not stationary initial conditions introduced in [Chhita-Ferrari-Spohn 2018]. The one-point distribution of the limit is given in terms of a variational problem. By directly studying it, we deduce the right tail asymptotic of the distribution function. This gives a rigorous proof and extends the results obtained in [Meerson-Schmidt 2017].

math.PR↗

arXiv2021

Stationary half-space last passage percolation

In this paper we study stationary last passage percolation (LPP) in half-space geometry. We determine the limiting distribution of the last passage time in a critical window close to the origin. The result is a new two-parameter family of distributions: one parameter for the strength of the diagonal bounding the half-space (strength of the source at the origin in the equivalent TASEP language) and the other for the distance of the point of observation from the origin. It should be compared with the one-parameter family giving the Baik--Rains distributions for full-space geometry. We finally show that far enough away from the characteristic line, our distributions indeed converge to the Baik--Rains family. We derive our results using a related integrable model having Pfaffian structure together with careful analytic continuation and steepest descent analysis.

math.PR↗

arXiv2020

The hard-edge tacnode process for Brownian motion

We consider $N$ non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In the large $N$ limit, we determine the limiting distribution of the top Brownian bridge conditioned to stay below a function as well as the limiting correlation kernel of the system. It is a one-parameter family of processes which depends on the tuning of the threshold position on the natural fluctuation scale. We also discuss the relation to the six-vertex model and to the Aztec diamond on restricted domains.

math.PR↗