Noncolliding Bernoulli random walks

Universality of local statistics for noncolliding random walks

[2016/08/09]

We consider the $N$-particle noncolliding Bernoulli random walk — a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in{0,1}$ by conditioning that they never collide. We study the asymptotic behavior of local statistics of this process started from an arbitrary initial configuration on short times $T\ll N$ as $N\to+\infty$.

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Creation operator in a Bethe ansatz representation

Lectures on Integrable probability: Stochastic vertex models and symmetric functions

[2016/05/03]

We consider a homogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the case of the step initial condition, our formulas degenerate in appropriate limits to many known formulas of such type for integrable probabilistic systems in the (1+1)d KPZ universality class, including the stochastic six vertex model, ASEP, various q-TASEPs, and associated zero range processes.

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inhomogeneous stochastic six vertex model

Higher spin six vertex model and symmetric rational functions

[2016/01/20]

We consider a fully inhomogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the case of the step initial condition, our formulas degenerate in appropriate limits to many known formulas of such type for integrable probabilistic systems in the (1+1)d KPZ universality class, including the stochastic six vertex model, ASEP, various q-TASEPs, and associated zero range processes.

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Wigner's semicirle law

MATH 8380 • Random Matrices

[Spring 2016 semester]
Moscow in December 2015

2015 travel

January

25-29 • Paris • Inhomogeneous Random Systems conference

All travel in 2015 »

MATH 3100 • Introduction to Probability

[Fall 2015 semester]
A q-deformation of the Robinson-Schensted-Knuth algorithm

q-randomized Robinson-Schensted-Knuth correspondences and random polymers

[2015/04/01]

We introduce and study $q$-randomized Robinson-Schensted-Knuth (RSK) correspondences which interpolate between the classical ($q=0$) and geometric ($q\to 1$) RSK correspondences (the latter ones are sometimes also called tropical).

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Fluctuations of the stochastic six vertex model

Simulations of stochastic higher spin vertex model

[2015/03/12]

The stochastic higher spin vertex model introduced in my paper with Ivan Corwin ([arXiv:1502.07374 [math.PR]][ivan6v]) generalizes the stochastic six vertex model considered by Borodin, Corwin, and Gorin, arXiv:1407.6729 [math.PR]. Here are some simulations related to this model.

Dear colleagues:

Feel free to use these pictures to illustrate your research in talks and papers, with attribution (CC BY-SA 4.0 (opens in new tab)). Some of the images are available in very high resolution upon request.

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