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We study the two-time distribution in directed last passage percolation with geometric weights in the first quadrant. We compute the scaling limit and show that it is given by a contour integral of a Fredholm determinant.

Probability · Mathematics 2018-11-07 Kurt Johansson

In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation…

Mathematical Physics · Physics 2016-06-22 Kurt Johansson

This article studies the inhomogeneous geometric polynuclear growth model, the distribution of which is related to Schur functions. We explain a method to derive its distribution functions in both space-like and time-like directions,…

Probability · Mathematics 2022-03-29 Kurt Johansson , Mustazee Rahman

We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…

Mathematical Physics · Physics 2020-08-26 Yuta Arai

We consider some models in the Kardar-Parisi-Zhang universality class, namely the polynuclear growth model and the totally/partially asymmetric simple exclusion process. For these models, in the limit of large time t, universality of…

Mathematical Physics · Physics 2011-12-22 Patrik L. Ferrari , René Frings

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…

Probability · Mathematics 2011-08-30 Hao Lin

The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more…

Probability · Mathematics 2018-10-30 Jinho Baik , Zhipeng Liu

We consider a discrete-time model for random interface growth which admits exact formulas and converges to the Polynuclear growth model in a particular limit. The height of the interface is initially flat and the evolution involves the…

Probability · Mathematics 2023-08-28 Will FitzGerald

We consider a discrete polynuclear growth (PNG) process and prove a functioal limit theorem for its convergrence to the Airy process. This generalizes previous results by Pr"ahofer and Spohn. The result enables us to express the GOE largest…

Probability · Mathematics 2009-11-07 Kurt Johansson

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

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 introduce and study a model of directed last-passage percolation in planar layered environment. This environment is represented by an array of random exponential clocks arranged in blocks, for each block the average waiting times depend…

Probability · Mathematics 2025-04-01 Sergey Berezin , Eugene Strahov

A mathematical model of the distribution function for the discrete 3-disk is proposed in order to utilize in the statistical evolution equation of the 3-dimensional Universe. The model distribution is constructed based on analyses in known…

General Relativity and Quantum Cosmology · Physics 2015-12-14 Tetsuyuki Yukawa

We show that the transition probability of the Markoc chain $(G(j,1),...,G(j,n))_{j\ge 1}$, where the $G(i,j)'s$ are certain directed last-passage times, is given by a determinant of a special form. An analogous formula has recently been…

Probability · Mathematics 2009-11-13 Kurt Johansson

We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…

Probability · Mathematics 2013-10-30 Onur Gün , Wolfgang König , Ozren Sekulović

We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…

Probability · Mathematics 2015-05-13 Ivan Kojadinovic , Jean-Luc Marichal

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

The two-time distribution gives the limiting joint distribution of the heights at two different times of a local 1D random growth model in the curved geometry. This distribution has been computed in a specific model but is expected to be…

Probability · Mathematics 2020-12-02 Kurt Johansson

This article studies the temporal law of the KPZ fixed point. For the stationary geometry, we find the two-time law, which extends the single time law due to Baik-Rains and Ferrari-Spohn. For the droplet geometry, we find a relatively…

Probability · Mathematics 2025-12-17 Mustazee Rahman

The KPZ fixed point is a universal limiting space-time random field for the Kardar-Parisi-Zhang universality class. While the joint law of the KPZ fixed point at a fixed time has been studied extensively, the multipoint distributions of the…

Probability · Mathematics 2025-09-30 Yuchen Liao , Zhipeng Liu
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