Workshop

The totally asymmetric simple exclusion process (TASEP) was introduced around 1970 as a model for translation in protein synthesis and traffic flow. The inhomogeneous TASEP is a Markov chain of weighted particles hopping on a lattice, in which the hopping rate depends on the weight of the particles being interchanged. We will consider the case where the lattice is a ring, and each particle has a distinct weight, so that we can think of this model as a Markov chain on permutations. We will see that in many cases, and in particular for w an "evil-avoiding" permutation, the steady state probability of w can be expressed in terms of Schubert polynomials. Based on joint work with Donghyun Kim.

We consider Toeplitz matrices perturbed by vanishing noise, i.e. noise of the form $N^{-\gamma} G$ with $\gamma>1/2$ and $G$ having iid zero mean entries of variance $1$; the resulting spectrum concentrates around spectral curves determined by the symbol. For $\gamma>1$, we prove localization of eigenvectors and show they are close to certain pseudo-modes. I will also discuss the case $\gamma\in (1/2,1)$, where a different behavior emerges. Joint work with Anirban Basak and Martin Vogel.

Cointegration is a property of N-dimensional time series, which says that each individual component is non -stationary (growing like a random walk), but there exists a stationary linear combination. Testing procedures for the presence of cointegration has been extensively studied in statistics and economics, but most results are restricted to the case when N is much smaller than the length of the time series. I will discuss the recently discovered mathematical structures, which make the large N case accessible. On the applied side we will see a remarkable match between predictions of random matrix theory and behavior of S&P 100 stocks. On the theoretical side we will see how ideas from statistical mechanics and asymptotic representation theory play a crucial role in the analysis. (Based on joint work with Anna Bykhovskaya.)

Loop (or Dyson-Schwinger) equation is an important tool to study the global fluctuations of one dimensional log-gas type interacting particle systems. In this talk I will present a dynamical version of loop equations for large families of two dimensional interacting particle systems. Some examples include Dyson’s Brownian motion, Nonintersecting Bernoulli/Poisson random walks, corner process, measures on Gelfand-Tsetlin patterns and Macdonald process. Then I will explain how to use dynamical loop equations to understand global fluctuations of these systems. This is a joint work with Vadim Gorin.

Random band matrices (RBM) are natural intermediate models to study eigenvalue statistics and quantum propagation in disordered systems, since they interpolate between mean-field type Wigner matrices and random Schrodinger operators. In particular, RBM can be used to model the Anderson metal-insulator phase transition (crossover) even in 1d. In this talk we will discuss some recent progress in application of the supersymmetric method (SUSY) and transfer matrix approach to the analysis of local spectral characteristics of some specific types of 1d RBM.

We introduce and study a one parameter deformation of the polynuclear growth (PNG) in (1+1)-dimensions, which we call the t-PNG model. It is defined by requiring that, when two expanding islands merge, with probability t they sprout another island on top of the merging location. At t=0, this becomes the standard (non-deformed) PNG model that, in the droplet geometry, can be reformulated through longest increasing subsequences of uniformly random permutations or through an algorithm known as patience sorting. In terms of the latter, the t-PNG model allows errors to occur in the sorting algorithm with probability t. We prove that the t-PNG model exhibits one-point Tracy-Widom GUE asymptotics at large times for any fixed t∈[0,1), and one-point convergence to the narrow wedge solution of the Kardar-Parisi-Zhang (KPZ) equation as t tends to 1. We further construct distributions for an external source that are likely to induce Baik-Ben Arous-Peche type phase transitions. The proofs are based on solvable stochastic vertex models and their connection to the determinantal point processes arising from Schur measures on partitions.

Joint work with Amol Aggarwal and Michael Wheeler. 

This will be a survey talk on asymptotic fluctuations in the KPZ universality class.  These are governed by an invariant fixed point whose transition probabilities are given by determinants and satisfy integrable partial differential equations. Convergence to the fixed point of some non-integrable models like the KPZ equation and partially asymmetric exclusions is obtained by comparison with the integrable case using energy estimates.