Lectures on integrable probability
Alexei Borodin, Vadim Gorin
TL;DR
This paper provides lecture notes on integrable probability, covering models of random growth, determinantal processes, Schur and Macdonald processes, and their applications to asymptotic analysis in statistical physics.
Contribution
It offers a comprehensive overview of integrable probability topics, connecting various models and processes with their applications in random media and growth phenomena.
Findings
Detailed explanation of integrable models of random growth
Introduction to determinantal point processes and Schur processes
Application of Macdonald processes to directed polymers
Abstract
These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
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