Discrete Whittaker processes
Probability
2023-12-06 v4 Number Theory
Representation Theory
Abstract
We consider a Markov chain on non-negative integer arrays of a given shape (and satisfying certain constraints) which is closely related to fundamental Whittaker functions and the Toda lattice. In the index zero case the arrays are reverse plane partitions. We show that this Markov chain has non-trivial Markovian projections and a unique entrance law starting from the array with all entries equal to . We also discuss connections with imaginary exponential functionals of Brownian motion, a semi-discrete polymer model with purely imaginary disorder, interacting corner growth processes and discrete -Bose gas, extensions to other root systems, and hitting probabilities for some low rank examples.
Keywords
Cite
@article{arxiv.2211.05718,
title = {Discrete Whittaker processes},
author = {Neil O'Connell},
journal= {arXiv preprint arXiv:2211.05718},
year = {2023}
}