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Domains of attraction are identified for the universality classes of one-point asymptotic fluctuations for the Kardar-Parisi-Zhang (KPZ) equation with general initial data. The criterion is based on a large deviation rate function for the…

Probability · Mathematics 2020-10-15 Jeremy Quastel , Daniel Remenik

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

Probability · Mathematics 2015-03-19 Alexei Borodin , Ivan Corwin

Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…

Mathematical Physics · Physics 2019-10-08 Mattia Cafasso , Tom Claeys

The one-dimensional totally asymmetric simple exclusion process (TASEP), a Markov process describing classical hard-core particles hopping in the same direction, is considered on a periodic lattice of $L$ sites. The relaxation to the…

Statistical Mechanics · Physics 2016-03-09 Sylvain Prolhac

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…

Probability · Mathematics 2024-08-20 Konstantin Matetski , Jeremy Quastel , Daniel Remenik

We study the totally asymmetric simple exclusion process (TASEP) on $\mathbb{Z}$ with a general initial condition and a deterministically moving wall in front of the particles. Using colour-position symmetry, we express the one-point…

Probability · Mathematics 2025-09-24 Sabrina Gernholt

We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…

Probability · Mathematics 2025-09-23 C. Alexander Rodriguez

In 2002, Johansson conjectured that the maximum of the Airy$_2$ process minus the parabola $x^2$ is almost surely achieved at a unique location. This result was proved a decade later by Corwin and Hammond; Moreno Flores, Quastel and…

Probability · Mathematics 2022-08-02 Ivan Corwin , Alan Hammond , Milind Hegde , Konstantin Matetski

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

These notes are based on a talk given at the 2018 Arizona School of Analysis and Mathematical Physics. We give a comprehensive introduction to the KPZ universality class, a conjectured class of stochastic process with local interactions…

Mathematical Physics · Physics 2019-04-09 Axel Saenz

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

Mathematical Physics · Physics 2013-07-25 Mark Adler , Patrik L. Ferrari , Pierre van Moerbeke

We introduce two new exactly solvable (stochastic) interacting particle systems which are discrete time versions of q-TASEP. We call these geometric and Bernoulli discrete time q-TASEP. We obtain concise formulas for expectations of a large…

Probability · Mathematics 2013-05-15 Alexei Borodin , Ivan Corwin

We consider the totally asymmetric simple exclusion process on a ring with stationary initial conditions. The crossover between KPZ dynamics and equilibrium dynamics occurs when time is proportional to the $3/2$ power of the ring size. We…

Probability · Mathematics 2017-03-02 Zhipeng Liu

We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…

Mathematical Physics · Physics 2014-11-13 Tomohiro Sasamoto , Herbert Spohn

What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…

solv-int · Physics 2007-05-23 M. Adler , T. Shiota , P. van Moerbeke

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

Mathematical Physics · Physics 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao

We study the semi-discrete directed polymer model introduced by O'Connell-Yor in its stationary regime, based on our previous work on the stationary $q$-totally asymmetric simple exclusion process ($q$-TASEP) using a two-sided $q$-Whittaker…

Mathematical Physics · Physics 2017-08-02 Takashi Imamura , Tomohiro Sasamoto

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of…

Mathematical Physics · Physics 2020-10-12 Christophe Charlier , Antoine Doeraene

We obtain a formula for the $n$-dimensional distributions of the Airy$_1$ process in terms of a Fredholm determinant on $L^2(\rr)$, as opposed to the standard formula which involves extended kernels, on $L^2(\{1,...,n\}\times\rr)$. The…

Probability · Mathematics 2020-10-15 Jeremy Quastel , Daniel Remenik