arXiv subjects

Patrik L. Ferrari

Publications and source records attributed to Patrik L. Ferrari.

At least 37 records · Page 2Linked to original sources

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↗

arXiv2020

Fluctuations of the Arctic curve in the tilings of the Aztec diamond on restricted domains

We consider uniform random domino tilings of the restricted Aztec diamond which is obtained by cutting off an upper triangular part of the Aztec diamond by a horizontal line. The restriction line asymptotically touches the arctic circle that is the limit shape of the north polar region in the unrestricted model. We prove that the rescaled boundary of the north polar region in the restricted domain converges to the Airy$_2$ process conditioned to stay below a parabola with explicit continuous statistics and the finite dimensional distribution kernels. The limit is the hard-edge tacnode process which was first discovered in the framework of non-intersecting Brownian bridges. The proof relies on a random walk representation of the correlation kernel of the non-intersecting line ensemble which corresponds to a random tiling.

math.PR↗

arXiv2019

Statistics of TASEP with three merging characteristics

In this paper we consider the totally asymmetric simple exclusion process, with non-random initial condition having three regions of constant densities of particles. From left to right, the densities of the three regions are increasing. Consequently, there are three characteristics which meet, i.e. two shocks merge. We study the particle fluctuations at this merging point and show that they are given by a product of three (properly scaled) GOE Tracy-Widom distribution functions. We work directly in TASEP without relying on the connection to last passage percolation.

math-ph↗

arXiv2018

Time-time covariance for last passage percolation with generic initial profile

We consider time correlation for KPZ growth in 1+1 dimensions in a neighborhood of a characteristics. We prove convergence of the covariance with droplet, flat and stationary initial profile. In particular, this provides a rigorous proof of the exact formula of the covariance for the stationary case obtained in [SIGMA 12 (2016), 074]. Furthermore, we prove the universality of the first order correction when the two observation times are close and provide a rigorous bound of the error term. This result holds also for random initial profiles which are not necessarily stationary.

math-ph↗

arXiv2018

Limit law of a second class particle in TASEP with non-random initial condition

We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density $ρ$ on $\mathbb{Z}_-$ and $λ$ on $\mathbb{Z}_+$, and a second class particle initially at the origin. For $ρ<λ$, there is a shock and the second class particle moves with speed $1-λ-ρ$. For large time $t$, we show that the position of the second class particle fluctuates on a $t^{1/3}$ scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time $t$.

math.PR↗

arXiv2018

Anisotropic (2+1)d growth and Gaussian limits of q-Whittaker processes

We consider a discrete model for anisotropic (2+1)-dimensional growth of an interface height function. Owing to a connection with q-Whittaker functions, this system enjoys many explicit integral formulas. By considering certain Gaussian stochastic differential equation limits of the model we are able to prove a space-time limit to the (2+1)-dimensional additive stochastic heat equation (or Edwards-Wilkinson equation) along characteristic directions. In particular, the bulk height function converges to the Gaussian free field which evolves according to this stochastic PDE.

math.PR↗

arXiv2018

Universality of the GOE Tracy-Widom distribution for TASEP with arbitrary particle density

We consider TASEP in continuous time with non-random initial conditions and arbitrary fixed density of particles rho. We show GOE Tracy-Widom universality of the one-point fluctuations of the associated height function. The result phrased in last passage percolation language is the universality for the point-to-line problem where the line has an arbitrary slope.

math.PR↗

arXiv2017

Speed and fluctuations for some driven dimer models

We consider driven dimer models on the square and honeycomb graphs, starting from a stationary Gibbs measure. Each model can be thought of as a two dimensional stochastic growth model of an interface, belonging to the anisotropic KPZ universality class. We use a combinatorial approach to determine the speed of growth and show logarithmic growth in time of the variance of the height function fluctuations.

math.PR↗

arXiv2017

A combinatorial identity for the speed of growth in an anisotropic KPZ model

The speed of growth for a particular stochastic growth model introduced by Borodin and Ferrari in [Comm. Math. Phys. 325 (2014), 603-684], which belongs to the KPZ anisotropic universality class, was computed using multi-time correlations. The model was recently generalized by Toninelli in [arXiv:1503.05339] and for this generalization the stationary measure is known but the time correlations are unknown. In this note, we obtain algebraic and combinatorial proofs for the expression of the speed of growth from the prescribed dynamics.

math-ph↗

arXiv2016

Fluctuations of the competition interface in presence of shocks

We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied by Ferrari and Pimentel in [Ann. Probab. 33 (2005), 1235-1254] for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deterministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of [Probab. Theory Relat. Fields 61 (2015), 61-109].

math-ph↗

arXiv2016

Coupled Kardar-Parisi-Zhang Equations in One Dimension

Over the past years our understanding of the scaling properties of the solutions to the one-dimensional KPZ equation has advanced considerably, both theoretically and experimentally. In our contribution we export these insights to the case of coupled KPZ equations in one dimension. We establish equivalence with nonlinear fluctuating hydrodynamics for multi-component driven stochastic lattice gases. To check the predictions of the theory, we perform Monte Carlo simulations of the two-component AHR model. Its steady state is computed using the matrix product ansatz. Thereby all coefficients appearing in the coupled KPZ equations are deduced from the microscopic model. Time correlations in the steady state are simulated and we confirm not only the scaling exponent, but also the scaling function and the non-universal coefficients.

cond-mat.stat-mech↗

arXiv2016

On Time Correlations for KPZ Growth in One Dimension

Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate. In each case the power laws of the covariance for short and long times are obtained. They are derived from a variational problem involving two independent Airy processes. For stationary initial conditions we derive an exact formula for the stationary covariance with two approaches: (1) the variational problem and (2) deriving the covariance of the time-integrated current at the origin for the corresponding driven lattice gas. In the stationary case we also derive the l arge time behavior for the covariance of the height gradients.

math-ph↗

arXiv2015

Random tilings and Markov chains for interlacing particles

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint sets of models is a consequence of the presence of shuffling algorithms that generate random tilings under consideration. To see the precise connection, we represent both a random tiling and the corresponding particle system through a set of non-intersecting lines, whose dynamics is induced by the shuffling algorithm or the particle dynamics. The resulting class of measures on line ensembles also fits into the framework of the Schur processes.

math-ph↗

arXiv2015

Scaling limit for Brownian motions with one-sided collisions

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Schütz-type formula is derived for the transition probability. We investigate an infinite system with periodic initial configuration, that is, particles are located at the integer lattice at time zero. The joint distribution of the positions of a finite subset of particles is expressed as a Fredholm determinant with a kernel defining a signed determinantal point process. In the appropriate large time scaling limit, the fluctuations in the particle positions are described by the Airy$_1$ process.

math-ph↗

arXiv2015

Brownian Motions with One-Sided Collisions: The Stationary Case

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution we consider initial configurations distributed according to a Poisson point process with constant intensity, which makes the process space-time stationary. We prove convergence to the Airy process for stationary the case. As a byproduct we obtain a novel representation of the finite-dimensional distributions of this process. Our method differs from the one used for the TASEP and the KPZ equation by removing the initial step only after the limit $t\to\infty$. This leads to a new universal cross-over process.

math-ph↗

arXiv2014

Shock fluctuations in flat TASEP under critical scaling

We consider TASEP with two types of particles starting at every second site. Particles to the left of the origin have jump rate $1$, while particles to the right have jump rate $α$. When $α<1$ there is a formation of a shock where the density jumps to $(1-α)/2$. For $α<1$ fixed, the statistics of the associated height functions around the shock is asymptotically (as time $t\to\infty$) a maximum of two independent random variables as shown in\cite{FN14}. In this paper we consider the critical scaling when $1-α=a t^{-1/3}$, where $t\gg 1$ is the observation time. In that case the decoupling does not occur anymore. We determine the limiting distributions of the shock and numerically study its convergence as a function of $a$. We see that the convergence to $F_{\rm GOE}^2$ occurs quite rapidly as $a$ increases. The critical scaling is analogue to the one used in the last passage percolation to obtain the BBP transition processes\cite{BBP06}.

math-ph↗

arXiv2014

Tracy-Widom asymptotics for q-TASEP

We consider the q-TASEP that is a q-deformation of the totally asymmetric simple exclusion process (TASEP) on Z for q in [0,1) where the jump rates depend on the gap to the next particle. For step initial condition, we prove that the current fluctuation of q-TASEP at time t are of order t^{1/3} and asymptotically distributed as the GUE Tracy-Widom distribution, which confirms the KPZ scaling theory conjecture.

math.PR↗

arXiv2013

Why random matrices share universal processes with interacting particle systems?

In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common mathematical structure on an interlacing structure, also known as Gelfand-Tsetlin pattern, that appears for specific models in both fields.

math-ph↗