Jekyll2020-02-06T22:28:00-05:00https://lpetrov.cc/posts/feed.xmlLeonid PetrovLeonid Petrov. Integrable ProbabilityLeonid PetrovMATRIX program 20202020-01-26T00:00:00-05:002020-01-26T00:00:00-05:00https://lpetrov.cc/2020/01/MATRIX<div>Program "<a href="https://www.matrix-inst.org.au/events/integrability-and-combinatorics-at-finite-temperature/">Integrability and Combinatorics at Finite Temperature</a>",
MATRIX Institute, University of Melbourne, <b>June 1-19, 2020</b>.</div>Leonid PetrovProgram "Integrability and Combinatorics at Finite Temperature", MATRIX Institute, University of Melbourne, June 1-19, 2020.2021 travel2020-01-17T00:00:00-05:002020-01-17T00:00:00-05:00https://lpetrov.cc/2020/01/travel-2021<!-- ##### January -->
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<p>22-26 • San Jose, CA • AIM SQuaRE</p>
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<p>3-21
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Florence, Italy
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Program “Randomness, Integrability and Universality” at Galileo Galilei Institute</p>
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<!-- ##### December -->Leonid PetrovMATH 3340 • Complex Variables with Applications2020-01-04T00:00:00-05:002020-01-04T00:00:00-05:00https://lpetrov.cc/2020/01/complexLeonid PetrovMATH 7310 • Real Analysis and Linear Spaces I2020-01-04T00:00:00-05:002020-01-04T00:00:00-05:00https://lpetrov.cc/2020/01/grad-realLeonid PetrovParameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions2019-12-17T00:00:00-05:002019-12-17T00:00:00-05:00https://lpetrov.cc/2019/12/pert_GUE_symm<p>The perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix $G+\mathrm{diag}(\mathbf{a})$, where $G$ is the random matrix from the Gaussian Unitary Ensemble (GUE), and $\mathrm{diag}(\mathbf{a})$ is a fixed diagonal matrix. We introduce Markov transitions based on exponential jumps of eigenvalues, and show that their successive application is equivalent in distribution to a deterministic shift of the matrix. This result also leads to a new distributional symmetry for a family of reflected Brownian motions with drifts coming from an arithmetic progression.</p>
<p>The construction we present may be viewed as a random matrix analogue of the <a href="https://lpetrov.cc/2019/07/backwards_TASEP/">recent results</a> of the first author and Axel Saenz.</p>Leonid PetrovThe perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix $G+\mathrm{diag}(\mathbf{a})$, where $G$ is the random matrix from the Gaussian Unitary Ensemble (GUE), and $\mathrm{diag}(\mathbf{a})$ is a fixed diagonal matrix. We introduce Markov transitions based on exponential jumps of eigenvalues, and show that their successive application is equivalent in distribution to a deterministic shift of the matrix. This result also leads to a new distributional symmetry for a family of reflected Brownian motions with drifts coming from an arithmetic progression. The construction we present may be viewed as a random matrix analogue of the recent results of the first author and Axel Saenz.Parameter permutation symmetry in particle systems and random polymers2019-12-12T00:00:00-05:002019-12-12T00:00:00-05:00https://lpetrov.cc/2019/12/symm_IPS<p>Many integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its various deformations, with a notable exception of ASEP) remain integrable when we equip each particle $x_i$ with its own jump rate parameter $\nu_i$. It is a consequence of integrability that the distribution of each particle $x_n(t)$ in a system started from the step initial configuration depends on the parameters $\nu_j$, $j\le n$, in a symmetric way. A transposition $\nu_n \leftrightarrow \nu_{n+1}$ of the parameters thus affects only the distribution of $x_n(t)$. For $q$-Hahn TASEP and its degenerations (namely, $q$-TASEP and beta polymer) we realize the transposition $\nu_n \leftrightarrow \nu_{n+1}$ as an explicit Markov swap operator acting on the single particle $x_n(t)$. For beta polymer, the swap operator can be interpreted as a simple modification of the lattice on which the polymer is considered. Our main tools are Markov duality and contour integral formulas for joint moments.</p>
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<p>In particular, our constructions lead to a continuous time Markov process $\mathsf{Q}^{(\mathsf{t})}$ preserving the time $\mathsf{t}$ distribution of the $q$-TASEP (with step initial configuration, where $\mathsf{t}\in \mathbb{R}_{>0}$ is fixed). The dual system is a certain transient modification of the stochastic $q$-Boson system. We identify asymptotic survival probabilities of this transient process with $q$-moments of the $q$-TASEP, and use this to show convergence of the process $\mathsf{Q}^{(\mathsf{t})}$ with arbitrary initial data to its stationary distribution.</p>
<p>Setting $q=0$, we recover the results about the usual TASEP established recently in <a href="https://lpetrov.cc/2019/07/backwards_TASEP/">this paper</a> by a different approach based on Gibbs ensembles of interlacing particles in two dimensions.</p>Leonid PetrovMany integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its various deformations, with a notable exception of ASEP) remain integrable when we equip each particle $x_i$ with its own jump rate parameter $\nu_i$. It is a consequence of integrability that the distribution of each particle $x_n(t)$ in a system started from the step initial configuration depends on the parameters $\nu_j$, $j\le n$, in a symmetric way. A transposition $\nu_n \leftrightarrow \nu_{n+1}$ of the parameters thus affects only the distribution of $x_n(t)$. For $q$-Hahn TASEP and its degenerations (namely, $q$-TASEP and beta polymer) we realize the transposition $\nu_n \leftrightarrow \nu_{n+1}$ as an explicit Markov swap operator acting on the single particle $x_n(t)$. For beta polymer, the swap operator can be interpreted as a simple modification of the lattice on which the polymer is considered. Our main tools are Markov duality and contour integral formulas for joint moments.PushTASEP in inhomogeneous space2019-10-20T00:00:00-04:002019-10-20T00:00:00-04:00https://lpetrov.cc/2019/10/pushTASEP<p>We consider the PushTASEP (pushing totally asymmetric simple exclusion process, also sometimes called long-range TASEP) with the step initial configuration evolving in an inhomogeneous space. That is, the rate of each particle’s jump depends on the location of this particle. We match the distribution of the height function of this PushTASEP with Schur processes. Using this matching and determinantal structure of Schur processes, we obtain limit shape and fluctuation results which are typical for stochastic particle systems in the Kardar-Parisi-Zhang universality class. PushTASEP is a close relative of the usual TASEP. In inhomogeneous space the former is integrable, while the integrability of the latter is not known.</p>Leonid PetrovWe consider the PushTASEP (pushing totally asymmetric simple exclusion process, also sometimes called long-range TASEP) with the step initial configuration evolving in an inhomogeneous space. That is, the rate of each particle’s jump depends on the location of this particle. We match the distribution of the height function of this PushTASEP with Schur processes. Using this matching and determinantal structure of Schur processes, we obtain limit shape and fluctuation results which are typical for stochastic particle systems in the Kardar-Parisi-Zhang universality class. PushTASEP is a close relative of the usual TASEP. In inhomogeneous space the former is integrable, while the integrability of the latter is not known.Mapping TASEP back in time2019-09-09T00:00:00-04:002019-09-09T00:00:00-04:00https://lpetrov.cc/2019/09/TASEP<p>We obtain a new relation between the distributions $\mu_t$ at different times $t ≥ 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a continuous-time Markov process with local interactions and particle-dependent rates which maps the TASEP distributions μt backwards in time. Under the backwards process, particles jump to the left, and the dynamics can be viewed as a version of the discrete-space Hammersley process. Combined with the forward TASEP evolution, this leads to a stationary Markov dynamics preserving $\mu_t$ which in turn brings new identities for expectations with respect to $\mu_t$. Based on a <a href="https://lpetrov.cc/2019/07/backwards_TASEP/">joint work with Axel Saenz</a>.</p>
<p>Note that the original keynote presentation contained videos which are not included in the PDF download.</p>
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<p><a href="https://storage.lpetrov.cc/research_files/talks/TASEP_back_Osaka.pdf" target="_blank">PDF (13.5 MB)</a></p>Leonid PetrovWe obtain a new relation between the distributions $\mu_t$ at different times $t ≥ 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a continuous-time Markov process with local interactions and particle-dependent rates which maps the TASEP distributions μt backwards in time. Under the backwards process, particles jump to the left, and the dynamics can be viewed as a version of the discrete-space Hammersley process. Combined with the forward TASEP evolution, this leads to a stationary Markov dynamics preserving $\mu_t$ which in turn brings new identities for expectations with respect to $\mu_t$. Based on a joint work with Axel Saenz. Note that the original keynote presentation contained videos which are not included in the PDF download.Special Session on Integrable Probability 20202019-08-06T00:00:00-04:002019-08-06T00:00:00-04:00https://lpetrov.cc/2019/08/AMS-UVA<div><a href="http://www.ams.org/meetings/sectional/2273_program_ss27.html">Special Session on Integrable Probability at the 2020 AMS Spring Southeastern Sectional Meeting</a> at University of Virginia, <b>March 13-15, 2020</b>.</div>Leonid PetrovSpecial Session on Integrable Probability at the 2020 AMS Spring Southeastern Sectional Meeting at University of Virginia, March 13-15, 2020.Course notes on random matrices2019-07-29T00:00:00-04:002019-07-29T00:00:00-04:00https://lpetrov.cc/2019/07/rmt-announce<div>MATH 8380 Random Matrices (Fall 2019) • <a href="https://rmt-fall2019.s3.amazonaws.com/rmt-fall2019.pdf">PDF course notes</a> • <a href="https://lpetrov.cc/rmt19/">Course page</a></div>Leonid PetrovMATH 8380 Random Matrices (Fall 2019) • PDF course notes • Course page