Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q, t ∈ [0, 1). We prove several results about these processes, which include the following.(1) We explicitly evaluate expectations of a rich family of observables for these processes. (2) In the case t = 0, we find a Fredholm determinant formula for a q-Laplace transform of the distribution of the last part of the Macdonald-random partition. (3) We introduce Markov dynamics that preserve the class of Macdonald processes and lead to new "integrable" 2d and 1d interacting particle systems. (4) In a large time limit transition, and as q goes to 1, the particles of these systems crystallize on a lattice, and fluctuations around the lattice converge to O'Connell's Whittaker process that describe semi-discrete Brownian directed polymers.
We construct a family of stochastic growth models in 2 + 1 dimensions, that belong to the anisotropic KPZ class. Appropriate projections of these models yield 1 + 1 dimensional growth models in the KPZ class and random tiling models. We show that correlation functions associated to our models have determinantal structure, and we study large time asymptotics for one of the models.The main asymptotic results are: (1) The growing surface has a limit shape that consists of facets interpolated by a curved piece.(2) The one-point fluctuations of the height function in the curved part are asymptotically normal with variance of order ln(t) for time t ≫ 1. (3) There is a map of the (2 + 1)-dimensional space-time to the upper half-plane H such that on space-like submanifolds the multipoint fluctuations of the height function are asymptotically equal to those of the pullback of the Gaussian free (massless) field on H.
We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and determine the kernel in the scaling limit. This result has been announced first in a letter by one of us [34] and here we provide a self-contained derivation. Connections to last passage directed percolation and random matrices are also briefly discussed.
We prove duality relations for two interacting particle systems: the q-deformed totally asymmetric simple exclusion process (q-TASEP) and the asymmetric simple exclusion process (ASEP). Expectations of the duality functionals correspond to certain joint moments of particle locations or integrated currents, respectively. Duality implies that they solve systems of ODEs. These systems are integrable and for particular step and half-stationary initial data we use a nested contour integral ansatz to provide explicit formulas for the systems' solutions, and hence also the moments.We form Laplace transform-like generating functions of these moments and via residue calculus we compute two different types of Fredholm determinant formulas for such generating functions. For ASEP, the first type of formula is new and readily lends itself to asymptotic analysis (as necessary to reprove GUE Tracy-Widom distribution fluctuations for ASEP), while the second type of formula is recognizable as closely related to Tracy and Widom's ASEP formula Both q-TASEP and ASEP have limit transitions to the free energy of the continuum directed polymer, the logarithm of the solution of the stochastic heat equation or the Hopf-Cole solution to the
Abstract. One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one-parametric deformation of these ensembles, which is defined in terms of the biorthogonal polynomials of Jacobi, Laguerre and Hermite type.Our main result is a series of explicit expressions for the correlation functions in the scaling limit (as the number of points goes to infinity). As in the classical case, the correlation functions have determinantal form. They are given by certain new kernels which are described in terms of the Wright's generalized Bessel function and can be viewed as a generalization of the well-known sine and Bessel kernels.In contrast to the conventional kernels, the new kernels are non-symmetric. However, they possess other, rather surprising, symmetry properties.Our approach to finding the limit kernel also differs from the conventional one, because of lack of a simple explicit Christoffel-Darboux formula for the biorthogonal polynomials.
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