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Patrik L. Ferrari

Publications and source records attributed to Patrik L. Ferrari.

At least 55 records · Page 3Linked to original sources
arXiv2013

Anomalous shock fluctuations in TASEP and last passage percolation models

We consider the totally asymmetric simple exclusion process with initial conditions and/or jump rates such that shocks are generated. If the initial condition is deterministic, then the shock at time t will have a width of order t^{1/3}. We determine the law of particle positions in the large time limit around the shock in a few models. In particular, we cover the case where at both sides of the shock the process of the particle positions is asymptotically described by the Airy_1 process. The limiting distribution is a product of two distribution functions, which is a consequence of the fact that at the shock two characteristics merge and of the slow decorrelation along the characteristics. We show that the result generalizes to generic last passage percolation models.

math-ph↗
arXiv2013

Perturbed GUE Minor Process and Warren's Process with Drifts

We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the Gelfand-Tsetlin pattern that also appears in a generalization of Warren's process, in which Brownian motions have level-dependent drifts. Finally, we show that this process arises in a diffusion scaling limit from an interacting particle system in the anisotropic KPZ class in 2+1 dimensions. Our results generalize the known results for the zero drift situation.

math-ph↗
arXiv2013

Nonintersecting random walks in the neighborhood of a symmetric tacnode

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of $\{-m,-m+1,\ldots,m-1,m\}$ at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice $m\simeq2t$ to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling $m=\lfloor2t+σt^{1/3}\rfloor$, where parameter $σ$ controls the strength of interaction between the two groups of random walkers.

math-ph↗
arXiv2013

Dimers and orthogonal polynomials: connections with random matrices

In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing structure, and the correlation functions are given in terms of a kernel. In the basic examples, the kernel is expressed in terms of orthogonal polynomials.

math-ph↗
arXiv2013

Convergence of the two-point function of the stationary TASEP

We consider the two-point function of the totally asymmetric simple exclusion process with stationary initial conditions. The two-point function can be expressed as the discrete Laplacian of the variance of the associated height function. The limit of the distribution function of the appropriately scaled height function was obtained previously by Ferrari and Spohn. In this paper we show that the convergence can be improved to the convergence of moments. This implies the convergence of the two-point function in a weak sense along the near-characteristic direction as time tends to infinity, thereby confirming the conjecture in the paper of Ferrari and Spohn.

math-ph↗
arXiv2013

Scaling Limit for the Space-Time Covariance of the Stationary Totally Asymmetric Simple Exclusion Process

The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli ρmeasure as initial conditions, 0<ρ<1, is stationary in space and time. Let N_t(j) be the number of particles which have crossed the bond from j to j+1 during the time span [0,t]. For j=(1-2ρ)t+2w(ρ(1-ρ))^{1/3} t^{2/3} we prove that the fluctuations of N_t(j) for large t are of order t^{1/3} and we determine the limiting distribution function F_w(s), which is a generalization of the GUE Tracy-Widom distribution. The family F_w(s) of distribution functions have been obtained before by Baik and Rains in the context of the PNG model with boundary sources, which requires the asymptotics of a Riemann-Hilbert problem. In our work we arrive at F_w(s) through the asymptotics of a Fredholm determinant. F_w(s) is simply related to the scaling function for the space-time covariance of the stationary TASEP, equivalently to the asymptotic transition probability of a single second class particle.

math-ph↗
arXiv2012

Limit process of stationary TASEP near the characteristic line

The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The limiting distribution has also been obtained explicitly. In this paper we determine the limiting multi-point distribution of the current fluctuations moving away from the characteristics by the order t^{2/3}. The main tool is the analysis of a related directed last percolation model. We also discuss the process limit in tandem queues in equilibrium.

math-ph↗
arXiv2012

On the spatial persistence for Airy processes

In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.

math-ph↗
arXiv2012

Non-colliding Brownian bridges and the asymmetric tacnode process

We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming a tacnode. We obtain the limiting process at the tacnode, the "asymmetric tacnode process". It is a determinantal point process with correlation kernel given by two parameters: (1) the curvature's ratio λ>0 of the limit shapes of the two families of bridges, (2) a parameter σcontrolling the interaction on the fluctuation scale. This generalizes the result for the symmetric tacnode process (λ=1 case).

math.PR↗
arXiv2011

Finite time corrections in KPZ growth models

We consider some models in the Kardar-Parisi-Zhang universality class, namely the polynuclear growth model and the totally/partially asymmetric simple exclusion process. For these models, in the limit of large time t, universality of fluctuations has been previously obtained. In this paper we consider the convergence to the limiting distributions and determine the (non-universal) first order corrections, which turn out to be a non-random shift of order t^{-1/3} (of order 1 in microscopic units). Subtracting this deterministic correction, the convergence is then of order t^{-2/3}. We also determine the strength of asymmetry in the exclusion process for which the shift is zero. Finally, we discuss to what extend the discreteness of the model has an effect on the fitting functions.

math-ph↗
arXiv2010

From interacting particle systems to random matrices

In this contribution we consider stochastic growth models in the Kardar-Parisi-Zhang universality class in 1+1 dimension. We discuss the large time distribution and processes and their dependence on the class on initial condition. This means that the scaling exponents do not uniquely determine the large time surface statistics, but one has to further divide into subclasses. Some of the fluctuation laws were first discovered in random matrix models. Moreover, the limit process for curved limit shape turned out to show up in a dynamical version of hermitian random matrices, but this analogy does not extend to the case of symmetric matrices. Therefore the connections between growth models and random matrices is only partial.

math-ph↗
arXiv2010

Airy processes with wanderers and new universality classes

Consider $n+m$ nonintersecting Brownian bridges, with $n$ of them leaving from 0 at time $t=-1$ and returning to 0 at time $t=1$, while the $m$ remaining ones (wanderers) go from $m$ points $a_i$ to $m$ points $b_i$. First, we keep $m$ fixed and we scale $a_i,b_i$ appropriately with $n$. In the large-$n$ limit, we obtain a new Airy process with wanderers, in the neighborhood of $\sqrt{2n}$, the approximate location of the rightmost particle in the absence of wanderers. This new process is governed by an Airy-type kernel, with a rational perturbation. Letting the number $m$ of wanderers tend to infinity as well, leads to two Pearcey processes about two cusps, a closing and an opening cusp, the location of the tips being related by an elliptic curve. Upon tuning the starting and target points, one can let the two tips of the cusps grow very close; this leads to a new process, which might be governed by a kernel, represented as a double integral involving the exponential of a quintic polynomial in the integration variables.

math.PR↗
arXiv2010

On the partial connection between random matrices and interacting particle systems

In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of large matrices arise also in the long time limit for interacting particles and growth models. Examples of these are the famous Tracy-Widom distribution functions and the Airy_2 process. The link is however sometimes fragile. For example, the connection between the eigenvalues in the Gaussian Orthogonal Ensembles (GOE) and growth on a flat substrate is restricted to one-point distribution, and the connection breaks down if we consider the joint distributions. In this paper we first discuss known relations between random matrices and the asymmetric exclusion process (and a 2+1 dimensional extension). Then, we show that the correlation functions of the eigenvalues of the matrix minors for beta=2 Dyson's Brownian motion have, when restricted to increasing times and decreasing matrix dimensions, the same correlation kernel as in the 2+1 dimensional interacting particle system under diffusion scaling limit. Finally, we analyze the analogous question for a diffusion on (complex) sample covariance matrices.

math-ph↗
arXiv2010

Limit processes for TASEP with shocks and rarefaction fans

We consider the totally asymmetric simple exclusion process (TASEP) with two-sided Bernoulli initial condition, i.e., with left density rho_- and right density rho_+. We consider the associated height function, whose discrete gradient is given by the particle occurrences. Macroscopically one has a deterministic limit shape with a shock or a rarefaction fan depending on the values of rho_{+/-}. We characterize the large time scaling limit of the fluctuations as a function of the densities rho_{+/-} and of the different macroscopic regions. Moreover, using a slow decorrelation phenomena, the results are extended from fixed time to the whole space-time, except along the some directions (the characteristic solutions of the related Burgers equation) where the problem is still open. On the way to proving the results for TASEP, we obtain the limit processes for the fluctuations in a class of corner growth processes with external sources, of equivalently for the last passage time in a directed percolation model with two-sided boundary conditions. Additionally, we provide analogous results for eigenvalues of perturbed complex Wishart (sample covariance) matrices.

math-ph↗
arXiv2010

Random Growth Models

The link between a particular class of growth processes and random matrices was established in the now famous 1999 article of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. During the past ten years, this connection has been worked out in detail and led to an improved understanding of the large scale properties of one-dimensional growth models. The reader will find a commented list of references at the end. Our objective is to provide an introduction highlighting random matrices. From the outset it should be emphasized that this connection is fragile. Only certain aspects, and only for specific models, the growth process can be reexpressed in terms of partition functions also appearing in random matrix theory.

math.PR↗
arXiv2009

Two speed TASEP

We consider the TASEP on Z with two blocks of particles having different jump rates. We study the large time behavior of particles' positions. It depends both on the jump rates and the region we focus on, and we determine the complete process diagram. In particular, we discover a new transition process in the region where the influence of the random and deterministic parts of the initial condition interact. Slow particles may create a shock, where the particle density is discontinuous and the distribution of a particle's position is asymptotically singular. We determine the diffusion coefficient of the shock without using second class particles. We also analyze the case where particles are effectively blocked by a wall moving with speed equal to their intrinsic jump rate.

math-ph↗
arXiv2008

Anisotropic KPZ growth in 2+1 dimensions: fluctuations and covariance structure

In [arXiv:0804.3035] we studied an interacting particle system which can be also interpreted as a stochastic growth model. This model belongs to the anisotropic KPZ class in 2+1 dimensions. In this paper we present the results that are relevant from the perspective of stochastic growth models, in particular: (a) the surface fluctuations are asymptotically Gaussian on a sqrt(ln(t)) scale and (b) the correlation structure of the surface is asymptotically given by the massless field.

cond-mat.stat-mech↗