GUE Tracy-Widom Research Articles

Second order cubic corrections of large deviations for perturbed random walks

We prove that the Beta random walk, introduced in [BC17] 2017, has cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values α>0 and β>0 of the parameters of the Beta distribution, removing previous restrictions on their values. Furthermore, we prove that the GUE Tracy-Widom fluctuations still hold in the intermediate disorder regime. We also show that any random walk in space-time random environment that matches certain moments with the Beta random walk also has GUE Tracy-Widom fluctuations in the intermediate disorder regime. As a corollary we show the emergence of GUE Tracy-Widom fluctuations from the large deviation principle for trajectories ending at boundary points for random walks in space (time-independent) i.i.d. Dirichlet random environment in dimension d=2 for a class of asymptotic behavior of the parameters.

Large deviations for sticky Brownian motions

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive probability. These diffusions can also be seen as n random motions in a random environment whose distribution is given by so-called stochastic flows of kernels. For a specific type of sticky interaction, we prove exact formulas characterizing the stochastic flow and show that in the large deviations regime, the random fluctuations of these stochastic flows are Tracy-Widom GUE distributed. An equivalent formulation of this result states that the extremal particle among n sticky Brownian motions has Tracy-Widom distributed fluctuations in the large n and large time limit. These results are proved by viewing sticky Brownian motions as a (previously known) limit of the exactly solvable beta random walk in random environment.

The Periodic Schur Process and Free Fermions at Finite Temperature

We revisit the periodic Schur process introduced by Borodin in 2007. Our contribution is threefold. First, we provide a new simpler derivation of its correlation functions via the free fermion formalism. In particular, we shall see that the process becomes determinantal by passing to the grand canonical ensemble, which gives a physical explanation to Borodin's "shift-mixing" trick. Second, we consider the edge scaling limit in the simplest nontrivial case, corresponding to a deformation of the poissonized Plancherel measure on partitions. We show that the edge behavior is described, in a certain crossover regime different from that for the bulk, by the universal finite-temperature Airy kernel, which was previously encountered by Johansson and Le Doussal et al. in other models, and whose extreme value statistics interpolates between the Tracy-Widom GUE and the Gumbel distributions. We also define and prove convergence for a stationary extension of our model. Finally, we compute the correlation functions for a variant of the periodic Schur process involving strict partitions, Schur's P and Q functions, and neutral fermions.

Tracy–Widom fluctuations for perturbations of the log-gamma polymer in intermediate disorder

The free-energy fluctuations of the discrete directed polymer in 1+1 dimensions is conjecturally in the Tracy-Widom universality class at all finite temperatures and in the intermediate disorder regime. Seppalainen's log-gamma polymer was proven to have GUE Tracy-Widom fluctuations in a restricted temperature range by Borodin et. al. (2013). We remove this restriction, and extend this result into the intermediate disorder regime. This result also identifies the scale of fluctuations of the log-gamma polymer in the intermediate disorder regime, and thus verifies a conjecture of Alberts et. al. (2010). Using a perturbation argument, we show that any polymer that matches a certain number of moments with the log-gamma polymer also has Tracy-Widom fluctuations in intermediate disorder.

Stochastic higher spin six vertex model and Macdonald measures

We prove an identity that relates the q-Laplace transform of the height function of a (higher spin inhomogeneous) stochastic six vertex model in a quadrant on one side and a multiplicative functional of a Macdonald measure on the other. The identity is used to prove the GUE Tracy-Widom asymptotics for two instances of the stochastic six vertex model via asymptotic analysis of the corresponding Schur measures.

The ASEP and Determinantal Point Processes

We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show how such ensembles arise as limits of various hypergeometric orthogonal polynomials ensembles. We then prove that the q-Laplace transform of the height function of the ASEP with step initial condition is equal to the expectation of a simple multiplicative functional on a discrete Laguerre ensemble --- a member of the new family. This allows us to obtain the large time asymptotics of the ASEP in three limit regimes: (a) for finitely many rightmost particles; (b) GUE Tracy-Widom asymptotics of the height function; (c) KPZ asymptotics of the height function for the ASEP with weak asymmetry. We also give similar results for two instances of the stochastic six vertex model in a quadrant. The proofs are based on limit transitions for the corresponding determinantal point processes.

Shocks, Rarefaction Waves, and Current Fluctuations for Anharmonic Chains

The nonequilibrium dynamics of anharmonic chains is studied by imposing an initial domain-wall state, in which the two half lattices are prepared in equilibrium with distinct parameters. We analyse the Riemann problem for the corresponding Euler equations and, in specific cases, compare with molecular dynamics. Additionally, the fluctuations of time-integrated currents are investigated. In analogy with the KPZ equation, their typical fluctuations should be of size $t^{1/3}$ and have a Tracy-Widom GUE distributed amplitude. The proper extension to anharmonic chains is explained and tested through molecular dynamics. Our results are calibrated against the stochastic LeRoux lattice gas.

Limits of spiked random matrices II

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for near-critical perturbations, fully resolving the conjecture of Baik, Ben Arous and P\'{e}ch\'{e} [Duke Math. J. (2006) 133 205-235]. The starting point is a new $(2r+1)$-diagonal form that is algebraically natural to the problem; for both models it converges to a certain random Schr\"{o}dinger operator on the half-line with $r\times r$ matrix-valued potential. The perturbation determines the boundary condition and the low-lying eigenvalues describe the limit, jointly as the perturbation varies in a fixed subspace. We treat the real, complex and quaternion ($\beta=1,2,4$) cases simultaneously. We further characterize the limit laws in terms of a diffusion related to Dyson's Brownian motion, or alternatively a linear parabolic PDE; here $\beta$ appears simply as a parameter. At $\beta=2$, the PDE appears to reconcile with known Painlev\'{e} formulas for these $r$-parameter deformations of the GUE Tracy-Widom law.

The Strict-Weak Lattice Polymer

We introduce the strict-weak polymer model, and show the KPZ universality of the free energy fluctuation of this model for a certain range of parameters. Our proof relies on the observation that the discrete time geometric q-TASEP model, studied earlier by A. Borodin and I. Corwin, scales to this polymer model in the limit q->1. This allows us to exploit the exact results for geometric q-TASEP to derive a Fredholm determinant formula for the strict-weak polymer, and in turn perform rigorous asymptotic analysis to show KPZ scaling and GUE Tracy-Widom limit for the free energy fluctuations. We also derive moments formulae for the polymer partition function directly by Bethe ansatz, and identify the limit of the free energy using a stationary version of the polymer model.

From the sine-Gordon field theory to the Kardar-Parisi-Zhang growth equation

We unveil a remarkable connection between the sine-Gordon quantum field theory and the Kardar-Parisi-Zhang (KPZ) growth equation. We find that the non-relativistic limit of the two-point correlation function of the sine-Gordon theory is related to the generating function of the height distribution of the KPZ field with droplet initial conditions, i.e. the directed polymer free energy with two endpoints fixed. As shown recently, the latter can be expressed as a Fredholm determinant which in the large-time separation limit converges to the GUE Tracy-Widom cumulative distribution. Possible applications and extensions are discussed.

Log-Gamma Polymer Free Energy Fluctuations via a Fredholm Determinant Identity

We prove that under n^{1/3} scaling, the limiting distribution as n goes to infinity of the free energy of Seppalainen's log-Gamma discrete directed polymer is GUE Tracy-Widom. The main technical innovation we provide is a general identity between a class of n-fold contour integrals and a class of Fredholm determinants. Applying this identity to the integral formula proved in [Corwin-O'Connell-Seppalainen-Zygouras] for the Laplace transform of the log-Gamma polymer partition function, we arrive at a Fredholm determinant which lends itself to asymptotic analysis (and thus yields the free energy limit theorem). The Fredholm determinant was anticipated in [Borodin-Corwin] via the formalism of Macdonald processes yet its rigorous proof was so far lacking because of the nontriviality of certain decay estimates required by that approach.

Macdonald processes

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 processes, which include the following. (1) We explicitly evaluate expectations of a rich family of observables for these processes. (2) In the case $$t=0$$ , we find a Fredholm determinant formula for a $$q$$ -Laplace transform of the distribution of the last part of the Macdonald-random partition. (3) We introduce Markov dynamics that preserve the class of Macdonald processes and lead to new “integrable” 2d and 1d interacting particle systems. (4) In a large time limit transition, and as $$q$$ goes to 1, the particles of these systems crystallize on a lattice, and fluctuations around the lattice converge to O’Connell’s Whittaker process that describe semi-discrete Brownian directed polymers. (5) This yields a Fredholm determinant for the Laplace transform of the polymer partition function, and taking its asymptotics we prove KPZ universality for the polymer (free energy fluctuation exponent $$1/3$$ and Tracy-Widom GUE limit law). (6) Under intermediate disorder scaling, we recover the Laplace transform of the solution of the KPZ equation with narrow wedge initial data. (7) We provide contour integral formulas for a wide array of polymer moments. (8) This results in a new ansatz for solving quantum many body systems such as the delta Bose gas.

On the average of the Airy process and its time reversal

We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last passage percolation model with a rotational symmetry in two different ways. We also review other known identities between the Airy process and the Tracy-Widom distributions.

Asymptotics for the Covariance of the Airy2 Process

In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent any order asymptotic approximation as a polynomial and integrals of the Hastings-McLeod Painlev\'e II function and its first derivative. Further, for up to tenth order we give this asymptotic approximation as a linear combination of the Tracy-Widom GUE density function f_2 and its derivatives. As a corollary to this, the asymptotic covariance is expressed up to tenth order in terms of the moments of the Tracy-Widom GUE distribution.