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Wlodek Bryc

Publications and source records attributed to Wlodek Bryc.

At least 19 recordsLinked to original sources

Stationary measures for log-gamma polymer on a strip and in half-space

We study stationary measures of the log-gamma polymer on a finite diagonal strip and in a half-space. We establish the phase diagram for the stationary measure on the strip. To this end we develop a representation of {the Laplace transform of} this stationary measure by independent $\mathrm{Beta}_{II}$ random variables. We also present an analytic approach that extends Barraquand's contour integral representation of the Laplace transform. We prove that, as the strip width tends to infinity, the stationary measure of the log-gamma polymer on the strip converges to the stationary measure of the half-space log-gamma polymer. Finally, we derive a contour integral formula for the Laplace transform of the stationary measure of the half-space log-gamma polymer.

math.PR

Free Askey--Wilson functionals and geometric last passage percolation on a strip

Barraquand, Corwin, and Yang arXiv:2306.05983 established that geometric last passage percolation (LPP) on a strip of $\mathbb{Z}^2$ has a unique stationary measure. Building on this, Barraquand arXiv:2409.08927 derived explicit contour integral formulas for the model's multipoint probability generating function. In this paper, we introduce free Askey--Wilson functionals and use them to extend these generating function formulas. Our framework yields explicit expressions valid over a broader range of boundary parameters than previously accessible. This generalization allows us to determine the full phase diagram that characterizes how the large-scale asymptotics of the stationary measure depend on the boundary conditions. In addition, we prove a Poisson approximation for the stationary measure when the parameters vary with the strip width.

math.PR

A two-line representation of stationary measure for open TASEP

We show that the stationary measure for the totally asymmetric simple exclusion process on a segment with open boundaries is given by a marginal of a two-line measure with a simple and explicit description. We use this representation to analyze asymptotic fluctuations of the height function near the triple point for a larger set of parameters than was previously studied. As a second application, we determine a single expression for the rate function in the large deviation principle for the height function in the fan and in the shock region. We then discuss how this expression relates to the expressions available in the literature.

math.PR

Stationary Distribution of open Asymmetric Simple Exclusion Processes on an Interval as a marginal of a two-layer ensemble

We investigate the asymmetric simple exclusion process (ASEP) on an interval with open boundaries. We provide a representation for its stationary distribution as a marginal of the top layer of a two-layer ensemble under Liggett's condition. The representation is valid in the fan region and in the shock region, extending the representation previously obtained in [Bryc-Zatitskii-2024 arXiv:2403.03275] to ASEP. We also give a recursion for the two-layer weight function.

math.PR

Markov limits of steady states of the KPZ equation on an interval

This paper builds upon the research of Corwin and Knizel who proved the existence of stationary measures for the KPZ equation on an interval and characterized them through a Laplace transform formula. Bryc, Kuznetsov, Wang and Wesolowski found a probabilistic description of the stationary measures in terms of a Doob transform of some Markov kernels; essentially at the same time, another description connecting the stationary measures to the exponential functionals of the Brownian motion appeared in work of Barraquand and Le Doussal. Our first main result clarifies and proves the equivalence of the two probabilistic description of these stationary measures. We then use the Markovian description to give rigorous proofs of some of the results claimed in Barraquand and Le Doussal. We analyze how the stationary measures of the KPZ equation on finite interval behave at large scale. We investigate which of the limits of the steady states of the KPZ equation obtained recently by G. Barraquand and P. Le Doussal can be represented by Markov processes in spatial variable under an additional restriction on the range of parameters.

math.PR

Markov processes related to the stationary measure for the open KPZ equation

We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our work builds on a recent formula of Corwin and Knizel which expresses the multipoint Laplace transform of the stationary solution of the open KPZ in terms of another Markov process $\mathbb T$: the continuous dual Hahn process with Laplace variables taking on the role of time-points in the process. The core of our approach is to prove that the Laplace transforms of the finite dimensional distributions of $Y$ and $\mathbb T$ are equal when the time parameters of one process become the Laplace variables of the other process and vice versa.

math.PR

From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval

Barraquand and Le~Doussal introduced a family of stationary measures for the (conjectural) KPZ fixed point on an interval with Neumann boundary conditions, and predicted that they arise as scaling limit of stationary measures of all models in the KPZ universality class on an interval. In this paper, we show that the stationary measures for KPZ fixed point on an interval arise as the scaling limits of the height increment processes for the open asymmetric simple exclusion process in the steady state, with parameters changing appropriately as the size of the system tends to infinity.

math.PR

On the continuous dual Hahn process

In this note we extend the continuous dual Hahn process constructed by Corwin and Knizel on a finite time interval to the entire real line by taking a limit of a closely related Markov process. We also characterize this Markov processes by conditional means and variances under bidirectional conditioning.

math.PR

Singular values of large non-central random matrices

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It provides a decomposition of the largest $K$ singular values into the deterministic rate of growth, random centered fluctuations given as explicit linear combinations of the entries of the matrix, and a term negligible in probability. We use this representation to establish asymptotic normality of the largest singular values for random matrices with means that have block structure. We also deduce asymptotic normality for the largest eigenvalues of the normalized covariance matrix arising in a model of population genetics.

math.PR

Asymmetric Simple Exclusion Process with open boundaries and Quadratic Harnesses

We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses. We use our representation to prove the large deviations principle for the total number of particles in the system. We use the generator of the Markov process to show how explicit formulas for the average occupancy of a site arise for special choices of parameters. We also give similar representations for limits of stationary measures as the number of sites tends to infinity.

math.PR

Meixner matrix ensembles

We construct a family of matrix ensembles that fits Anshelevich's regression postulates for "Meixner laws on matrices". We show that the Laplace transform of a general n by n Meixner matrix ensemble satisfies a system of partial differential equations which is explicitly solvable for n=2. We rely on these solutions to identify the six types of 2 by 2 Meixner matrix ensembles.

math.PR

Separation of the largest eigenvalues in eigenanalysis of genotype data from discrete subpopulations

We present a mathematical model, and the corresponding mathematical analysis, that justifies and quantifies the use of principal component analysis of biallelic genetic marker data for a set of individuals to detect the number of subpopulations represented in the data. We indicate that the power of the technique relies more on the number of individuals genotyped than on the number of markers.

q-bio.PE

On integration with respect to the q-Brownian motion

For a parameter 0<q<1, we use the Jackson q-integral to define integration with respect to the so called q-Brownian motion. Our main results are the q-analogs of the L_2-isometry and of the Ito formula for polynomial integrands. We also indicate how the L_2-isometry extends the integral to more general functions.

math.PR

Infinitesimal generators of q-Meixner processes

We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials.

math.PR

On Cauchy-Stieltjes Kernel Families

We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes family. We also investigate when the domain of means can be extended beyond the "natural domain".

math.PR

Stitching pairs of Levy processes into harnesses

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single harness. The stitching consists of deterministic reparametrization of the time for both processes, so that they run on adjacent time intervals, and of the choice of the appropriate law at the boundary. Processes in the Levy-Meixner class have an additional property that they are quadratic harnesses, and in this case stitching constructions produce quadratic harnesses.

math.PR

On integrability of quadratic harnesses

We investigate integrability properties of processes with linear regressions and quadratic conditional variances. We establish the right order of dependence of which moments are finite on the parameter defined below, raising the question of determining the optimal constant.

math.PR

Wilson's 6-j laws and stitched Markov processes

We show how to insert time into the parameters of the Wilson's 6-j laws to construct discrete Markov chains with these laws. By a quadratic transformation we convert them into Markov processes with linear regressions and quadratic conditional variances. Further conversion into the "standard form" gives "quadratic harnesses" with "classical" value of parameter gamma. A random-parameter-representation of the original Markov chain allows us to stitch together two copies of the process, extending time domain of the quadratic harness from (0,1) to all t>0.

math.PR