Hammersley Process Research Articles

Poisson limit theorems for the Robinson–Schensted correspondence and for the multi-line Hammersley process

We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Poisson limit theorem for the resulting Plancherel growth process. In this way we extend the result of Aldous and Diaconis to more than just one row. This result can be interpreted as convergence of the multi-line Hammersley process to its stationary distribution which is given by a collection of independent Poisson point processes.

Mapping TASEP back in time

We obtain a new relation between the distributions upmu _t at different times tge 0 of the continuous-time totally asymmetric simple exclusion process (TASEP) started from the step initial configuration. Namely, we present a continuous-time Markov process with local interactions and particle-dependent rates which maps the TASEP distributions upmu _t backwards in time. Under the backwards process, particles jump to the left, and the dynamics can be viewed as a version of the discrete-space Hammersley process. Combined with the forward TASEP evolution, this leads to a stationary Markov dynamics preserving upmu _t which in turn brings new identities for expectations with respect to upmu _t. The construction of the backwards dynamics is based on Markov maps interchanging parameters of Schur processes, and is motivated by bijectivizations of the Yang–Baxter equation. We also present a number of corollaries, extensions, and open questions arising from our constructions.

Variations on Hammersley’s interacting particle process

The longest increasing subsequence problem for permutations has been studied extensively in the last fifty years. The interpretation of the longest increasing subsequence as the longest 21-avoiding subsequence in the context of permutation patterns leads to many interesting research directions. We introduce and study the statistical properties of Hammersleytype interacting particle processes related to these generalizations and explore the finer structures of their distributions. We also propose three different interacting particle systems in the plane analogous to the Hammersley process in one dimension and obtain estimates for the asymptotic orders of the mean and variance of the number of particles in the systems.

Order of the Variance in the Discrete Hammersley Process with Boundaries

We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of Bernoulli points that can be collected on a piecewise linear path, where each segment has strictly positive but finite slope. We show that along characteristic directions the order of the variance of the last passage time is of order N^{2/3} in the model with boundary. These characteristic directions are restricted in a cone starting at the origin, and along any direction outside the cone, the order of the variance changes to O(N) in the boundary model and to O(1) for the non-boundary model. This behaviour is the result of the two flat edges of the shape function.

Hydrodynamic Limit and Viscosity Solutions for a Two‐Dimensional Growth Process in the Anisotropic KPZ Class

AbstractWe study a two‐dimensional stochastic interface growth model that is believed to belong to the so‐called anisotropic KPZ (AKPZ) universality class [4,5]. It can be seen either as a two‐dimensional interacting particle process with drift that generalizes the one‐dimensional Hammersley process [1,24], or as an irreversible dynamics of lozenge tilings of the plane [5,29]. Our main result is a hydrodynamic limit: the interface height profile converges, after a hyperbolic scaling of space and time, to the solution of a nonlinear first‐order PDE of Hamilton‐Jacobi type with nonconvex Hamiltonian (nonconvexity of the Hamiltonian is a distinguishing feature of the AKPZ class). We prove the result in two situations: (1) for smooth initial profiles and times smaller than the time Tshock when singularities (shocks) appear or (2) for all times, including t > Tshock, if the initial profile is convex. In the latter case, the height profile converges to the viscosity solution of the PDE. As an important ingredient, we introduce a Harris‐type graphical construction for the process. © 2018 Wiley Periodicals, Inc.

Optimality Regions and Fluctuations for Bernoulli Last Passage Models

We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At zero penalty the independent model becomes an exactly solvable model and we identify cases for which the law of the last passage time converges to a Tracy-Widom law.

From Hammersley’s lines to Hammersley’s trees

We construct a stationary random tree, embedded in the upper half plane, with prescribed offspring distribution and whose vertices are the atoms of a unit Poisson point process. This process which we call Hammersley's tree process extends the usual Hammersley's line process. Just as Hammersley's process is related to the problem of the longest increasing subsequence, this model also has a combinatorial interpretation: it counts the number of heaps (i.e. increasing trees) required to store a random permutation. This problem was initially considered by Byers et. al (2011) and Istrate and Bonchis (2015) in the case of regular trees. We show, in particular, that the number of heaps grows logarithmically with the size of the permutation.

Shock Fluctuations for the Hammersley Process

We consider the Hammersley interacting particle system starting from a shock initial profile with densities $\lambda,\rho\in\mathbb{R}$ ($\lambda > \rho$). The microscopic shock is taken as the position of a second-class particle initially at the origin, and the main results are: a central limit theorem for the shock; the variance of the shock equals $2[\lambda\rho(\lambda - \rho)]^{-1}t + O(t^{2/3})$. By using the same method of proof, we also prove similar results for first-class particles.

Discrete Hammersley’s lines with sources and sinksm

We introduce two stationary versions of two discrete variants of Hammersley's process in a finite box, this allows us to recover in a unified and simple way the laws of large numbers proved by T. Seppalainen for two generalized Ulam's problems. As a by-product we obtain an elementary solution for the original Ulam problem. We also prove that for the first process defined on Z, Bernoulli product measures are the only extremal and translation-invariant stationary measures.

Busemann functions and the speed of a second class particle in the rarefaction fan

In this paper we will show how the results found in [Probab. Theory Related Fields 154 (2012) 89–125], about the Busemann functions in last-passage percolation, can be used to calculate the asymptotic distribution of the speed of a single second class particle starting from an arbitrary deterministic configuration which has a rarefaction fan, in either the totally asymetric exclusion process or the Hammersley interacting particle process. The method will be to use the well-known last-passage percolation description of the exclusion process and of the Hammersley process, and then the well-known connection between second class particles and competition interfaces.

Behavior of a second class particle in Hammersley's process

In the case of a rarefaction fan in a non-stationary Hammersley process, we explicitly calculate the asymptotic behavior of the process as we move out along a ray, and the asymptotic distribution of the angle within the rarefaction fan of a second class particle and a dual second class particle. Furthermore, we consider a stationary Hammersley process and use the previous results to show that trajectories of a second class particle and a dual second class particles touch with probability one, and we give some information on the area enclosed by the two trajectories, up until the first intersection point. This is linked to the area of influence of an added Poisson point in the plane.

Cube Root Fluctuations for the Corner Growth Model Associated to the Exclusion Process

We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance of the last-passage time in a characteristic direction is of order $t^{2/3}$. With more general boundary conditions that include the rarefaction fan case we show that the last-passage time fluctuations are still of order $t^{1/3}$, and also that the transversal fluctuations of the maximal path have order $t^{2/3}$. We adapt and then build on a recent study of Hammersley's process by Cator and Groeneboom, and also utilize the competition interface introduced by Ferrari, Martin and Pimentel. The arguments are entirely probabilistic, and no use is made of the combinatorics of Young tableaux or methods of asymptotic analysis.

Perturbation of the equilibrium for a totally asymmetric stick process in one dimension

We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as an example is Hammersley's process as seen from a tagged particle, which can be viewed as a process of interacting positive-valued stick heights on the sites of $\mathbf{Z}$. It is known that under Euler scaling (space and time scale $n$) the empirical stick profile obeys the Burgers equation. We refine this result in two ways. If the process starts close enough to equilibrium, then over times $n^\nu$ for $1 \le \nu < 3$, and up to errors that vanish in hydrodynamic scale, the dynamics merely translates the initial stick configuration. In particular, on the hydrodynamic time scale, diffusive fluctuations are translated rigidly. A time evolution for the perturbation is visible under a particular family of scalings:over times $n_{\nu}, 1 < \nu < 3/2$, a perturbation of order $n^{1-\nu}$ from equilibrium follows the inviscid Burgers equation. The results for the stick model are derived from asymptotic results for tagged particles in Hammersley's process.

Exact Tracer Diffusion Coefficient in the Asymmetric Random Average Process

We study tracer diffusion in the continuous-time asymmetric random average process which is an interacting particle system on ℝ generalizing the Hammersley process. From the equations of motion for the particle-position correlations we obtain the exact tracer diffusion coefficient which is in agreement with a recent heuristic result by Krug and Garcia.

Large deviations for increasing sequences on the plane

We prove a large deviation principle with explicit rate functions for the length of the longest increasing sequence among Poisson points on the plane. The rate function for lower tail deviations is derived from a 1977 result of Logan and Shepp about Young diagrams of random permutations. For the upper tail we use a coupling with Hammersley's particle process and convex-analytic techniques. Along the way we obtain the rate function for the lower tail of a tagged particle in a totally asymmetric Hammersley's process.

Hammersley's interacting particle process and longest increasing subsequences

In a famous paper [8] Hammersley investigated the lengthL n of the longest increasing subsequence of a randomn-permutation. Implicit in that paper is a certain one-dimensional continuous-space interacting particle process. By studying a hydrodynamical limit for Hammersley's process we show by fairly “soft” arguments that limn ′1/2 EL n =2. This is a known result, but previous proofs [14, 11] relied on hard analysis of combinatorial asymptotics.