Lectures on integrable probability

zbMATH Open1388.60157arXiv1212.3351MaRDI QIDQ4641985FDOQ4641985

Alexei Borodin, Vadim Gorin

Publication date: 18 May 2018

Abstract: These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.

Full work available at URL: https://arxiv.org/abs/1212.3351

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical mechanics of polymers (82D60)

Cites Work

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• The coincidence approach to stochastic point processes
• On orthogonal and symplectic matrix ensembles
• Large time asymptotics of growth models on space-like paths. I: Push ASEP
• Level-spacing distributions and the Airy kernel
• Scale invariance of the PNG droplet and the Airy process
• Brownian analogues of Burke's theorem.
• Shape fluctuations and random matrices
• The continuum directed random polymer
• Macdonald processes
• Fluctuation properties of the TASEP with periodic initial configuration
• Observables of Macdonald processes
• The Kardar-Parisi-Zhang equation and universality class
• Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
• Bethe ansatz replica derivation of the GOE Tracy–Widom distribution in one-dimensional directed polymers with free endpoints
• Dynamic Scaling of Growing Interfaces
• Solving the KPZ equation
• An Introduction to Random Matrices
• Log-gamma polymer free energy fluctuations via a Fredholm determinant identity
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Directed polymers and the quantum Toda lattice
• On the distribution of the length of the longest increasing subsequence of random permutations
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• From duality to determinants for \(q\)-TASEP and ASEP
• Free Energy Fluctuations for Directed Polymers in Random Media in 1 + 1 Dimension
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• Exact height distributions for the KPZ equation with narrow wedge initial condition
• Scaling for a one-dimensional directed polymer with boundary conditions
• Shuffling algorithm for boxed plane partitions
• Interaction of Markov processes
• Advanced determinant calculus
• Determinantal probability measures
• The intermediate disorder regime for directed polymers in dimension \(1+1\)
• Eigenvalues of GUE minors
• Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
• Die unzerlegbaren, positiv-definiten Klassenfunktionen der abzählbar unendlichen, symmetrischen Gruppe
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• Course 1 Random matrices and determinantal processes
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• Formulas and asymptotics for the asymmetric simple exclusion process
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• Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram
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• Study of Exactly Soluble One-Dimensional N-Body Problems
• Exact Analysis of an Interacting Bose Gas. I. The General Solution and the Ground State
• \(q\)-distributions on boxed plane partitions
• Yang's system of particles and Hecke algebras
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• Strong stationary times via a new form of duality
• Lectures on Dimers
• Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
• Coincidence probabilities
• Random skew plane partitions and the Pearcey process
• A variational problem for random Young tableaux
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• Asymptotic theory of characters of the symmetric group
• Statistical Theory of the Energy Levels of Complex Systems. I
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• Universality of local spectral statistics of random matrices
• Asymptotics of Plancherel measures for symmetric groups
• Random matrices: The Universality phenomenon for Wigner ensembles
• Discrete orthogonal polynomial ensembles and the Plancherel measure
• Elliptically distributed lozenge tilings of a hexagon
• Dyson's Brownian motions, intertwining and interlacing
• On the Generating Function of a Doubly Infinite, Totally Positive Sequence
• GUEs and queues
• Schur dynamics of the Schur processes
• Diffusion of directed polymers in a random environment.
• Limits of multilevel TASEP and similar processes
• On the shuffling algorithm for domino tilings
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• A new class of symmetric functions
• Distributions on partitions, point processes, and the hypergeometric kernel
• Non-intersecting paths, random tilings and random matrices
• Thoma's theorem and representations of the infinite bisymmetric group
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• Limits of determinantal processes near a tacnode
• Nonintersecting paths, pfaffians, and plane partitions
• A generalization of MacMahon’s formula
• Infinite wedge and random partitions
• Moments and Lyapunov exponents for the parabolic Anderson model
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• Fractals, scaling and growth far from equilibrium
• On a classical limit of \(q\)-deformed Whittaker functions
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• Random skew plane partitions with a piecewise periodic back wall
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Cited In (74)

• Height fluctuations for the stationary KPZ equation
• Correlation functions for determinantal processes defined by infinite block Toeplitz minors
• Limit law of a second class particle in TASEP with non-random initial condition
• Monotonous subsequences and the descent process of invariant random permutations
• Stochastic six-vertex model
• Stochastic higher spin six vertex model and Macdonald measures
• Some algebraic structures in KPZ universality
• Bulk universality for random lozenge tilings near straight boundaries and for tensor products
• From alternating sign matrices to the Gaussian unitary ensemble
• The KPZ universality class and related topics
• Determinantal point processes from symplectic and orthogonal characters and applications
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• Nonlinear fluctuating hydrodynamics in one dimension: the case of two conserved fields
• Markov processes on the duals to infinite-dimensional classical Lie groups
• Phase transitions and equilibrium measures in random matrix models
• Fluctuations of the competition interface in presence of shocks
• Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles
• Commentary on “Longest increasing subsequences: from patience sorting to the Baik–Deift–Johansson theorem” by David Aldous and Persi Diaconis
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• Markov dynamics on the dual object to the infinite-dimensional unitary group
• Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
• The free boundary Schur process and applications. I
• TASEP and generalizations: method for exact solution
• Stationary stochastic higher spin six vertex model and \(q\)-Whittaker measure
• Mapping TASEP Back in time
• Current fluctuations of the stationary ASEP and six-vertex model
• Decorated Young tableaux and the poissonized Robinson-Schensted process
• Random sorting networks: local statistics via random matrix laws
• The one-dimensional KPZ equation and its universality class
• Free field approach to the Macdonald process
• Stationary half-space last passage percolation
• Half-space stationary Kardar-Parisi-Zhang equation
• TASEP fluctuations with soft-shock initial data
• Interacting particle systems at the edge of multilevel Dyson Brownian motions
• Statistical properties of eigenvalues of Laplace-Beltrami operators
• Integrable probability: from representation theory to MacDonald processes
• Universality of local statistics for noncolliding random walks
• A quantization of the harmonic analysis on the infinite-dimensional unitary group
• Recurrence coefficients for discrete orthogonal polynomials with hypergeometric weight and discrete Painlevé equations
• Observables of Macdonald processes
• Limit shapes for growing extreme characters of \(U(\infty)\)
• On global solutions of the random Hamilton–Jacobi equations and the KPZ problem
• The corner growth model with exponential weights
• Multilevel Dyson Brownian motions via Jack polynomials
• Correlation functions of the Schur process through Macdonald difference operators
• A periodic hexagon tiling model and non-Hermitian orthogonal polynomials
• Global fluctuations for multiple orthogonal polynomial ensembles
• Airy Processes and Variational Problems
• On time correlations for KPZ growth in one dimension
• The intermediate disorder regime for Brownian directed polymers in Poisson environment
• Correlation functions of the Pfaffian Schur process using Macdonald difference operators
• Representations of classical Lie groups and quantized free convolution
• Stochastic Airy semigroup through tridiagonal matrices
• On the exponent governing the correlation decay of the \(\text{Airy}_1\) process
• Transition between characters of classical groups, decomposition of Gelfand-Tsetlin patterns and last passage percolation
• Time-time covariance for last passage percolation with generic initial profile
• Dynamical phase transition of ASEP in the KPZ regime
• Dynamical correlation functions for products of random matrices
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• Pearcey universality at cusps of polygonal lozenge tilings
• Identity between restricted Cauchy sums for the \(q\)-Whittaker and skew Schur polynomials
• Directed polymers in a random environment: a review of the phase transitions
• Matrix Whittaker processes
• Multicritical Schur measures and higher-order analogues of the Tracy-Widom distribution
• Shuffling algorithm for coupled tilings of the Aztec diamond
• Wiener densities for the Airy line ensemble
• Non-uniqueness times for the maximizer of the KPZ fixed point
• Multicritical random partitions
• Normalized characters of symmetric groups and Boolean cumulants via Khovanov's Heisenberg category
• Non-intersecting path constructions for TASEP with inhomogeneous rates and the KPZ fixed point
• Optimal-order exit point bounds in exponential last-passage percolation via the coupling technique
• Harold Widom’s work in random matrix theory
• KPZ limit theorems
• Integrable fluctuations in the KPZ universality class

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