Integrable Probability: Random Polymers, Random Tilings, and Interacting Particle Systems


One of the versions of my “job talk” in Fall 2013 describing many facets of integrable probability. It is supposed to be accessible. The talk is based on [15] and on the previous two talks. More details can also be found in arXiv:1106.1596 [math.PR] by Corwin and arXiv:1212.3351 [math.PR] by Borodin and Gorin.

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O'Connell-Yor directed random polymer
O'Connell-Yor directed random polymer