Related papers: Shift-invariance for vertex models and polymers
We discover a new property of the stochastic colored six-vertex model called flip-invariance. We use it to show that for a given collection of observables of the model, any transformation that preserves the distribution of each individual…
We formulate and establish symmetries of certain integrable half space models, analogous to recent results on symmetries for models in a full space. Our starting point is the colored stochastic six vertex model in a half space, from which…
In the context of the coloured stochastic vertex model in a quadrant, we identify a family of observables whose averages are given by explicit contour integrals. The observables are certain linear combinations of $q$-moments of the coloured…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the…
Last passage percolation and directed polymer models on $\mathbb Z^2$ are invariant under translation and certain reflections. When these models have an integrable structure coming from either the RSK correspondence or the geometric RSK…
A connection between integrability properties and general statistical properties of the spectra of symmetric transfer matrices of the asymmetric eight-vertex model is studied using random matrix theory (eigenvalue spacing distribution and…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We prove a new shift-invariance property of the colored TASEP. From the shift-invariance of the colored stochastic six-vertex model (proved in Borodin-Gorin-Wheeler or Galashin), one can get a shift-invariance property of the colored TASEP…
We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…
We investigate integrable fermionic models within the scheme of the graded Quantum Inverse Scattering Method, and prove that any symmetry imposed on the solution of the Yang-Baxter Equation reflects on the constants of motion of the model;…
We study the solutions of the Yang-Baxter equation associated to nineteen vertex models invariant by the parity-time symmetry from the perspective of algebraic geometry. We determine the form of the algebraic curves constraining the…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…
We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…
Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…
This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…