Related papers: The Airy$_2$ process and the 3D Ising model
We introduce a new diffusion process which arises as the $n\to\infty$ limit of a Bessel process of dimension $d \ge 2$ conditioned upon remaining bounded below one until time $n$. In addition to being interesting in its own right, we argue…
We consider the Dyson Ferrari--Spohn diffusion $\mathcal{X}^N = (\mathcal{X}^N_1,\dots,\mathcal{X}^N_N)$, consisting of $N$ non-intersecting Ferrari--Spohn diffusions $\mathcal{X}^N_1 > \cdots > \mathcal{X}^N_N > 0$ on $\mathbb{R}$. This…
Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's…
In this paper, we survey and discuss various surface phenomena such as prewetting, layering and faceting for a family of two- and three-dimensional low-temperature models of statistical mechanics, notably Ising models and (2+1)-dimensional…
In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common…
To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…
We consider families of non-colliding random walks above a hard wall, which are subject to a self-potential of tilted area type. We view such ensembles as effective models for the level lines of a class of $2+1$-dimensional discrete-height…
A horizontal $N$-dimensional plane, having a diffusion of its own, exchanges with the lower half space. There, a reaction-diffusion process, modelled by a free boundary problem, takes place. We wish to understand whether, and how, the free…
At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…
The 1D Ising model is the simplest Hamiltonian-based model in statistical mechanics. The sim- plest interacting particle process is the Symmetric Exclusion Process (SEP), a 1D lattice gas of particles that hop symmetrically and cannot…
We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…
The effect of the correlations in the diluteness pattern in the systems with non-integral dimensionality, on $\nu=\frac{4}{5}$ superdiffusion process is considered in this paper. These spatial correlations have proved to be very effective…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
In the ordered phase of the 3D Ising model, minority spin clusters are surrounded by a boundary of dual plaquettes. As the temperature is raised, these spin clusters become more numerous, and it is found that eventually their boundaries…
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…