Related papers: Directed polymers and the quantum Toda lattice
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.
We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We generalize the Toda lattice (or Toda chain) equation to the square lattice; i.e., we construct an integrable nonlinear equation, for a scalar field taking values on the square lattice and depending on a continuous (time) variable,…
The transport of self-propelled particles such as bacteria and phoretic swimmers through crowded heterogeneous environments is relevant to many natural and engineering processes, from biofilm formation and contamination processes to…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
In [Matveev-Petrov 2016](arXiv:1504.00666) a $q$-deformed Robinson-Schensted-Knuth algorithm ($q$RSK) was introduced. In this article we give reformulations of this algorithm in terms of the Noumi-Yamada description, growth diagrams and…
In this paper we consider the Toda lattice $(\mathbf{p}(t);\mathbf{q}(t))$ at thermal equilibrium, meaning that its variables $(p_j)$ and $(e^{q_j-q_{j+1}})$ are independent Gaussian and Gamma random variables, respectively. We show under…
It is shown that the polynuclear growth model is a completely integrable Markov process in the sense that its transition probabilities are given by Fredholm determinants of kernels produced by a scattering transform based on the invariant…
We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…
The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…
We consider the limit behavior of partition function of directed polymers in random environment represented by linear model instead of a family of i.i.d.variables in $1+1$ dimensions. Under the assumption that the correlation decays…
We consider the kinetic theory of the quantum and classical Toda lattice models. A kinetic equation of Bethe-Boltzmann type is derived for the distribution function of conserved quasiparticles. Near the classical limit, we show that the…
We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
Recursion relations for orthogonal polynominals, arising in the study of the one-matrix model of two-dimensional gravity, are shown to be equvalent to the equations of the Toda-chain hierarchy supplemented by additional Virasoro…
We discuss the generic definition of the $\tau$ function for the arbitrary Hamiltonian system. The different approaches concerning the deformations of the curves and surfaces are compared. It is shown that the Baker-Akhiezer function for…
We consider the model of Directed Polymers in an i.i.d. gaussian or bounded Environment in the $L^2$ region. We prove the convergence of the law of the environment seen by the particle. As a main technical step, we establish a lower tail…