
TL;DR
This paper develops a comprehensive theory of Macdonald processes, revealing their expectations, dynamics, and connections to integrable systems, directed polymers, and the KPZ universality class, with explicit formulas and asymptotic results.
Contribution
It introduces new Markov dynamics preserving Macdonald processes and establishes their links to integrable particle systems and KPZ universality, including explicit formulas and asymptotic analysis.
Findings
Explicit evaluation of observables for Macdonald processes
Fredholm determinant formula for q-Laplace transform at t=0
Convergence to O'Connell's Whittaker process and KPZ universality
Abstract
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…
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Taxonomy
TopicsRandom Matrices and Applications · Algebraic structures and combinatorial models · Bayesian Methods and Mixture Models
