Discrete Whittaker processes (Q6086821)

An integer partition \(\lambda\) is a sequence of non-negative integers \(\lambda_1 \geq \lambda_2 \geq \cdots\) for which \(\lambda_n = 0\) for all large enough \(n\). Associated to \(\lambda\) is a Young diagram, which can be represented in row--column coordinates as \(\{ (i,j) \in \mathbb{N}^2 : 1 \leq j \leq \lambda_i \}\), with \((1,1)\) in the top left corner. A \emph{reverse plane partition} \(\pi\) with \emph{shape} \(\lambda\) is a filling of the Young diagram for \(\lambda\) with non-negative integers \(\pi_{i,j}\) that are non-decreasing across rows and down columns, i.e., \(\pi_{i+1,j} \geq \pi_{i,j}\) and \(\pi_{i,j+1} \geq \pi_{i,j}\) for all valid \((i,j)\). The author defines a continuous-time Markov chain RRP(\(\lambda\)) on the set of reverse plane partitions for a fixed shape \(\lambda\), which performs monotone dynamics as follows. For every \((i,j)\), entry \(\pi_{i,j}\) transitions to \(\pi_{i,j} -1\) at rate \((\pi_{i,j} - \pi_{i,j-1} )(\pi_{i,j} - \pi_{i-1,j})\); the convention is \(\pi_{i,0} = \pi_{0,j} = 0\), so that the non-negativity and order constraints are maintained, and \(\pi \equiv 0\) is an absorbing state. It is shown that these Markov dynamics enjoy some surprising restriction properties, for well-chosen initial conditions. Moreover, the author exhibits a duality relation that relates the generator of the Markov chain to the Hamiltonian of the quantum Toda chain, and hence derives a probabilistic interpretation for fundamental SL\((r+1,\mathbb{R})\) Whittaker functions (series solutions to the eigenvalue problem corresponding to the quantum Toda chain) in terms of certain exponential functionals of multidimensional Brownian motions (arising from the Markov duality). This complements a similar representation for class one Whittaker functions given by [\textit{F. Baudoin} and \textit{N. O'Connell}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1096--1120 (2011; Zbl 1269.60066)]. Further results include the demonstration that the RRP(\(\lambda\)) process has a unique ``coming down from infinity'' entrance law, started from \(\pi \equiv \infty\), an alternative description in terms of a system of interacting corner growth processes, encoding a version of the discrete \(\delta\)-Bose gas, and a number of other extremely interesting complements, extensions, and links to other probabilistic, combinatorial, and algebraic systems.