Finite time corrections in KPZ growth models

Size: px
Start display at page:

Download "Finite time corrections in KPZ growth models"

Transcription

1 Finite time corrections in KPZ growth models Patrik L. Ferrari, René Frings 8. August 20 Abstract We consider some models in the Kardar-Parisi-Zhang universality class, namely the polynuclear growth model and the totally/partially asymmetric simple exclusion process. For these models, in the limit of large time t, universality of fluctuations has been previously obtained. In this paper we consider the convergence to the limiting distributions and determine the (non-universal) first order corrections, which turn out to be a non-random shift of order t /3 (of order in microscopic units). Subtracting this deterministic correction, the convergence is then of order t 2/3. We also determine the strength of asymmetry in the exclusion process for which the shift is zero. Finally, we discuss to what extend the discreteness of the model has an effect on the fitting functions. Introduction and results A growth model is a stochastic evolution for a height function h t (x), x space, t time. In this paper we consider some models in the Kardar-Parisi-Zhang (KPZ) universality class[2] in + dimensions, that are irreversible and have local growth rules. Moreover, there is a smoothing mechanism ensuring the existence of a deterministic limit shape h ma (ξ) := lim t t h t (ξt), around which fluctuations are expected to have some degree of universality. More precisely, the height function under the scaling h resc t (u) := h t(ξt+ut 2/3 ) th ma (ξ +ut /3 ) t /3 (.) Institute for Applied Mathematics, University of Bonn, Endenicher Allee 60, 535 Bonn, Germany; ferrari@uni-bonn.de Institute for Applied Mathematics, University of Bonn, Endenicher Allee 60, 535 Bonn, Germany; frings@uni-bonn.de

2 should be a well-defined stochastic process as t, which means that fluctuations are of order t /3 and the spatial correlation length scales as t 2/3 (below we will focus on the one-point distribution only). The limit process still depends on initial conditions and is expected to be universal inside subclasses of the KPZ class (e.g., the processes for flat or curved limit shape are different). For more details, see the recent reviews [6, 8] and the references therein. Theory. On the theoretical side, some solvable models in the KPZ class have been analyzed in great detail. Two of the best studied models are the polynuclear growth (PNG) model and the (totally/partially) asymmetric simple exclusion process (TASEP/PASEP), see below for a concise definition. For example, it was shown [4,9,26,4] that if the initial conditions generate a curved limit shape, then the limiting distribution function of F t = È(h resc t (0) s) as t is given by the GUE Tracy-Widom distribution function, F GUE, occurring first in random matrix theory in [37]. Recently, the first model in the KPZ class, namely the KPZ equation itself, it was solved and the F GUE was obtained [2,3,32,34]. This solution of the KPZ equation includes the distribution function for h t at any time t, not only in the t limit. A further aspect noticed in [3] is that the correction of F t from F GUE is of order t /3. This means that on the original scale, the difference between the height function h t (ξt) and th ma (ξ) is of order. Experiments. Until recently, on the experimental side there were only few experiments giving the fluctuations exponent /3 [24, 43]. Besides the difficulties of having good statistics, one of the main issues in the experimental set-up is to have really a local dynamic, and the centering in (.) has to be obtained experimentally from the measured asymptotic growth velocity. In any case, experimental data were not good enough to have more detailed information on the scaling exponents, until the recent amazing experiments carried out by Takeuchi (see [35] and [36]). Using nematic liquid crystals they were able to get accurate statistics that confirmed the fluctuation and correlation exponents, but also the limiting distribution functions and the covariance of the processes 2 previously obtained in solvable models. AsitwasthecaseforthesolutionoftheKPZequationcitedabove, alsoin these experiments onecould see that the fit between the density of the Tracy- These works uses the approach of Bertini and Giacomin for the weakly asymmetric simple exclusion process (WASEP) [6]; a replica approach is in [2, 4, 28]; see the review [33] for details. 2 The processes are: (a) for non-random initial condition and flat limit shape: the Airy process [0,30], (b) for curved limit shape: the Airy 2 [27] process. 2

3 Widom distributions and the measurements is good even at relatively small time t, but finite size corrections are still visible. They measured also the decay of the mean, variance, skewness and kurtosis. In the scaled variables, the mean has been seen to decay as t /3, while the others as t 2/3. Thus, in the unrescaled variables, the mean has a shift of order. Before explaining the results, we briefly describe the models analyzed in this paper 3. (a) PASEP and TASEP. The partially asymmetric simple exclusion process (PASEP) on Z in continuous time is an interacting particles system. At any time instant t at most one particle can occupy a site in Z and particles try to jump to the right neighboring site with rate p and to the left neighboring site with rate q = p. The jumps are made only if the arrival sites are free. This dynamics does not change the order of particles. We label them from right to left so that x k (t) denotes the position of particle with label k at time t and x k (t) > x k+ (t) for all k and t. The two initial conditions analyzed in this paper are step initial condition, x k (0) = k, k =,2,..., and alternating initial condition, x k (0) = 2k, k Z. When q = 0 (and p = ) the particles can only jump to the right so that the model is totally asymmetric and is called TASEP. (b) PNG model. The polynuclear growth model describes an interface given by a height function x h t (x) Z, x R, which is a step function with up- and down-steps on the integers and constant in between. The PNG dynamics is the following. The up-steps move to the left with unit speed and the down-steps to the right with unit speed. On top of it, there are random nucleation events, i.e., creation of a pair of up- and down-steps, which then follow the deterministic spread to the left/right. In this paper we consider h 0 (x) = 0 for all x R and nucleations as follows: for flat PNG, nucleations form a Poisson point process in R R + with intensity 2, while for PNG droplet the nucleations are further restricted to {(x,t), x t} (see also the review [7] for more details and illustrations). Results. A difference between the shift of the mean in the solution of the KPZ equation and in the liquid crystal experiment is that they have opposite signs. The latter has the same sign as for the TASEP (totally asymmetric) as we will show. Since the solution of the KPZ equation can be obtained starting from the WASEP (weakly asymmetric), there will be a value of the asymmetry for which the mean has no shift (up to O(t 2/3 )). A preliminary 3 Java animations of these models can be found for the PNG model at and at for TASEP. 3

4 Monte-Carlo simulation indicates that this happens for the PASEP height function at the origin for p = p c 0.78 [3]. Result. In Corollary 4.3 we show that p c is the solution of l= ( p c ) l p l c ( p c) l = 2 p c = (.2) We first determine an analytic formula for the shift of the distribution of a tagged particle (see Proposition 4.). The shift turns out to be a function of the macroscopic particle number. However, when we switch back to the height function representation, the shift becomes again independent of the macroscopic position (the ξ in (.)). The other results concern the first order correction to the limiting distribution function and density. Let us illustrate it for the PNG droplet. The other cases are analogue, but instead of the GUE one has for example the GOE Tracy-Widom distribution. The height function is an integer-valued function, i.e. h t (0) Z, and since we always look at it it at a single point, x = 0, we drop the space dependence in our notation and write h t h t (0). It is known that for some explicit constants c,c 2, the rescaled variable ht,resc := h t c t c 2 t /3 D ζ as t, (.3) where ζ is a random variable with (GUE) Tracy-Widom distribution F GUE, i.e., F t (s) := È( h t,resc s) F GUE (s) as t. (.4) Remark that F t is piecewise constant over intervals of length δ t := /(c 2 t /3 ). One expects that ht,resc = ζ +ηδ t +O(δ 2 t ) on Ĩt := (Z c t)δ t. (.5) where η is another random variable a priori not independent from ζ. With (.5) we mean that È( h t,resc s) = È(ζ +ηδ t +O(δt 2 ) s) (.6) for s Ĩt. But what is the nature of η? The surprising result is that for the models we consider, η is a deterministic constant and therefore independent from ζ (see Section 3 for PNG and TASEP, Section 4 for PASEP). This implies the following. 4

5 Result 2. Let us denote by δ t := c 2 t /3 the discrete lattice width where ht,resc lives. There exists a constant η such that for all s Ĩt = (Z c t)δ t. F t (s) = È ( ht,resc s ) = F GUE (s ηδ t )+O(δ 2 t) (.7) ForPNGandTASEPtheshiftdoesnotdependonthechosenmacroscopic position, but this property is not generic and might depend on the chosen observable too, as shown by the result on PASEP. (This non-universality of η is quite intuitive, since η is a correction term on the microscopic scale, thus model-dependent.) Consequently, by shifting the height function h t by the constant η as in (.7), the convergence of the distribution function to F GUE is of order O(t 2/3 ). If η was not independent from ζ, then one would have a convergence only of order O(t /3 ) instead. In the domain of random matrices, similar results have been obtained for the Gaussian and Laguerre Unitary Ensembles [3, 22]. However, in those cases the analyzed random variable were continuous. This differs from the random variables of the models considered here, since before rescaling they live on Z, while after the rescaling (.) they still live on a discrete lattice of width δ t. The discreteness becomes irrelevant for the universal statements, but at first order it can not be neglected for the fit with the limiting distribution function and density. Indeed, the shift needed to have a fit with accuracy of order O(t 2/3 ) is not the same for the density as for distribution function. In order to see this feature, consider the slightly modified scaling of the height function where a R is a given constant. Further, set and Result 3. With the choice a := η + 2 for all s I t := (Z c t a)δ t. h t,resc := (h t c t a)δ t (.8) F t (s) := È(h t,resc s), (.9) p t (s) := δ t (F t (s) F t (s δ t )). (.0) we have p t (s) = F GUE(s)+O(δ 2 t). (.) These results are discussed in Section 2 and used for the fits of the simulations of TASEP in Section 3. 5

6 Remark.. Result 3 is generic and does not depend on the fact that our distributions is expressed by a Fredholm determinant, but is a consequence of the O(δ 2 t) error for the centered discrete derivative. Remark.2. With the scaling (.8), Result 2 writes while the scaling (.3) yields and F t (s) = F GUE (s+ 2 δ t)+o(δ 2 t ), s I t, (.2) F t (s) = F GUE (s+ 2 δ t aδ t )+O(δ 2 t ), s Ĩt, (.3) p t (s) = F GUE (s aδ t)+o(δ 2 t ), s Ĩt, (.4) where p t (s) := δ t ( F t (s) F t (s δ t )). In view of these results, we carried out a simulation for TASEP with time t = 000. As observable we used a tagged particle. The dots in Figure 4 represent s p t (s) for s I t and a = η +, which is well approximated 2 by the solid line s F GUE (s) as predicted by Result 3. As comparison, the dashed line is the unshifted density s F GUE (s aδ t) (see (.4)), i.e., the fit obtained with a = 0. The same applies to the distribution function. The dots in Figure 3 are the plot of s F t (s) for s I t and a = η +. The dashed line is the 2 predicted limiting distribution function with scaling (.3), be s F GUE (s) = F GUE (s + δ 2 t aδ t ) (see (.3)). The fit suggested by Result 2 is the solid line, s F GUE (s+ δ 2 t), which indeed is a better fit. InthesamewaywefitFigures2andwiththedifferencethatthelimiting distribution function is s F GOE (2s). Finally, the shift used in h t,resc is the same needed to have a convergence of the moments, and consequently of the variance, skewness, kurtosis of order O(t 2/3 ). The following result is discussed in Section 2.2. Result 4. We have for all m N. (h m t,resc ) = (ζm )+O(δ 2 t ) (.5) Remark that if η was not independent from ζ, the convergence of the variance, skewness, and kurtosis would still be of order O(t /3 ). 6

7 Acknowledgments The authors wish to thank Herbert Spohn and Tomohiro Sasamoto for discussions about this problem and Jinho Baik concerning random matrix results. Further, this work is supported by the German Research Foundation via the SFB6-A2 project. 2 Strategy and effects of the discreteness In this section we present the strategy used to get the results. We discuss the effects of the intrinsic discreteness of the models on the fitting functions and on the moments, since it is relevant at first order. Finally, we explain how to fit data coming from an experiment. 2. On the fitting functions (Results 2 and 3) For the PNG model and the TASEP, the strategy of getting (2.8) is the following 4. In these cases, the distribution function of h t can be expressed as a (discrete) Fredholm determinant with kernel K t, È(h t x) = det(½ K t ) l 2 ({x+,x+2,...}), x Z. (2.) For some constant a R, the rescaled random variable h t,resc := (h t c t a)δ t with δ t = c 2 t /3 (2.2) lives on I t := (Z c t a)δ t. According to the scaling in (2.2), we define the rescaled kernel K t,resc as K t,resc (s,s 2 ) := δ t K t (c t+a+s δ t,c t+a+s 2 δ t ) (2.3) so that the distribution function F t defined by F t (s) := È(h t c t+sδ t +a), s R, (2.4) can be written as a Fredholm determinant on l 2 ([s+δ t, ) I t,δ t ν) with ν the point measure on I t, F t (s) = det(½ K t,resc ) l 2 ([s+δ t, ) I t,δ tν) ( ) n = δt n n! det(k t,resc(x i,x j )) i,j n. n=0 x,...,x n J t (2.5) 4 Mathematically, we get a weaker result, but to illustrate what really happens let us assume that one has (2.8). What is missing are explicit bounds on the decay of the kernels, which can be obtained by standard asymptotic analysis; the ingredients like the steep descent paths are all already contained in previous papers. For TASEP we illustrate the results with a simulation for time t =

8 Note that F t and the Fredholm determinant in (2.5) are piecewise constant functions, with jumps for values of s in the lattice I t. The next step is to show that for s,s 2 I t and a well-chosen a R, K t,resc (s,s 2 ) = K(s,s 2 )+δ t K asym (s,s 2 )+O(δ 2 t) (2.6) where K is a symmetric and K asym an antisymmetric kernel. Then, it follows that 5 F t (s) = det(½ K t,resc) l2([s+δt, ) It,δtν) = det(½ K) l 2 ([s+δ t, ) I t,δ tν) ( +δ t Tr((½ χ s Kχ s ) )χ s K asym χ s )+O(δ 2 t )) (2.7) where χ s is the projection onto [s+δ t, ) I t. The operator under the trace is antisymmetric, therefore its trace is zero and If we denote by F t (s) = det(½ K) l 2 ([s+δ t, ) I t,δ tν)( +O(δ 2 t ) ), s R. (2.8) F(s) := det(½ K) L 2 ((s, )) (2.9) the limiting distribution of F t (s) taken as a Fredholm on L 2 ((s, )), then by Lemma 2. below, we get F t (s) = F(s+ 2 δ t)+o(δ 2 t), (2.0) for s I t, and by the argument below (that gives Result 3), one finally obtains p t (s) = F (s)+o(δ 2 t). (2.) In Section 3 we derive (2.6) for the PNG model and the TASEP. Let us explain how to get Result 3 without the need of Fredholm determinant representations. Assume that there exists a constant γ such that F t (s) = F(s+γδ t )+δ 2 t Q(s)+O(δ3 t ), s I t, (2.2) with F C 2 and Q C. Then using Taylor expansion we readily obtain p t (s) = F (s)+ δ t 2 (γ2 ( γ) 2 )F (s)+o(δ 2 t ), s I t. (2.3) Therefore, if γ = /2, then p t (s) F (s) = O(δ 2 t) for s I t, while the approximation would be only of order δ t if γ /2. In our case, see Corollary 2.2, we have γ = /2 which is a consequence of the following lemma. 5 On a rigorous level, one needs to verify that (a) the O(δ 2 t) in (2.6) is an operator with with -norm of order O(δ 2 t ) and (b) (½ χ skχ s ) χ s K asym χ s is trace-class. 8

9 Lemma 2.. Assume that the kernel K satisfies 6 max{ K(x,x 2 ), i K(x,x 2 ), i j K(x,x 2 ) } Ce c(x +x 2 ) (2.4) for some constants C,c > 0, for all x,x 2 (s, ) and i,j {,2}. Let δ t be as above the lattice width. Then 7 det(½ K)L 2 ((s+δ t/2, )) det(½ K) l 2 ([s+δ t, ) I t,δ tν) = O(δ 2 t e cs ). (2.5) Proof. Let us set J t := I t [s+δ t, ). Then, we have and det(½ K) l 2 (J t,δ tν) = ( ) n n=0 det(½ K) L 2 ((s+δ t/2, )) = n! ( ) n n=0 Equation (2.5) then follows from Lemma A. with x,...,x n J t δ n t det(k(x i,x j )) i,j n (2.6) n! (s+δ t/2, ) n d n x det(k(x i,x j )) i,j n. (2.7) f(x,...,x n ) := det(k(s+δ t +x i,s+δ t +x j )) i,j n (2.8) together with Lemma A.2. A straightforward corollary is the following. Corollary 2.2. Assume (2.8) and (2.4) to hold. Then, for large t, we have (remember that δ t = c 2 t /3 ) for s I t. F t (s) = F(s+ 2 δ t)+o(δ 2 t ) (2.9) Remark 2.3. An equivalent way would be to consider the scaling (2.3) without the shift by a, i.e., K t,resc (s,s 2 ) := δ t K t (c t+s δ t,c t+s 2 δ t ) = K t,resc (s aδ t,s 2 aδ t ) (2.20) 6 With i we mean the derivative with respect to the ith entry of the function. The assumption (2.4) holds for the Airy kernels, see Lemma A.3. 7 FortheAirykernelsitiseasytoimproveO(t 2/3 e s )too(t 2/3 e max{s,0} ). However, getting a rigorous good bound for the error as s is a much more difficult task (this would be needed for a rigorous proof of the convergence of the moments). 9

10 Then, instead of (2.6) we would have obtained K t,resc (s,s 2 ) =K(s,s 2 ) aδ t ( K(s,s 2 )+ 2 K(s,s 2 )) +δ t Kasym (s,s 2 )+O(δ 2 t ). (2.2) Inthespecific caseof theairykernels K A2 (x,y) := R + dλ Ai(x+λ)Ai(y+λ) and K A (x,y) := Ai(x+y), K A2 (s,s 2 )+ 2 K A2 (s,s 2 ) = Ai(s )Ai(s 2 ), (2.22) and K A (s,s 2 )+ 2 K A (s,s 2 ) = 2Ai (s +s 2 ). (2.23) 2.2 On the moments (Result 4) Another consequence of the constant shift by a is that all finite moments of F t converge as fast as t 2/3. Without the shift, the first moment would converge only as fast as t /3, while the variance, skewness, kurtosis would of course not be affected by the shift. Lemma 2.4. Assume that 8 F t (s) = F(s + δt) + 2 O(δ2 t )G t(s) for s I t such that F has finite mth moment (with F L C 0 ) and G t satisfying R ds s m G t (s) < uniformly in t. Then, s m df t (s) = s m df(s)+o(δt 2 ) (2.24) for all m N. R R Proof. Let us set I t = I t + It where I t ± = I t R ±, w = supit +δ t = infi t +, and Ĩ± t := I t ± +δ t /2. Then, for any m, s m df t (s) δ t s m p t (s) = s m (F t (s) F t (s δ t )) R s I t s I t = s I + t s I t s m (F t (s) ) s I + t (s+δ t ) m (F t (s) )+ s I t s m F t (s) (s+δ t ) m F t (s)+w m F t (w δ t ) w m (F t (w δ t ) ) = w m + s I + t (s m (s+δ t ) m )(F t (s) )+ s I t (s m (s+δ t ) m )F t (s). (2.25) 8 Note that this condition is stronger than (2.9) and in general not so easy to obtain rigorously. 0

11 Now we set s = s+ δt 2 so that (s m (s+δ t ) m ) = ( s δt 2 )m ( s+ δt 2 )m = mδ t s m +O(δ 3 t). (2.26) Then using F t ( s δt ) = 2 F( s)+o(δ2 t)g t ( s) we obtain (2.25) = w m mδ t s m (F( s) ) mδ t s m F( s)+o(δ t 2 ) s Ĩ + t w = w m mδ t dss m (F(s) ) mδ t dss m F(s)+O(δt 2 ) w = s m df(s)+o(δt). 2 R (2.27) where we used Lemma A. to approximate the sums by the integrals. s Ĩ t 2.3 How to fit the experimental data For completeness, we explain shortly how to fit the experimental data. We partially follow the description of the Supplementary Notes of [36] and use their notations. Let us assume that we observed a growth process which is thought to belong to the KPZ class. Let S = εz, ε > 0, be a discrete subset of R, where the values of the height function at time t, denoted by h t, lives. Let N the number of experimental measurements and denote by the empirical average over the N experiments. Having (.5) in mind, we expect to have h t v t+(γt) /3 ζ +a (2.28) where ζ is a GUE (resp. GOE) Tracy-Widom distributed random variable for curved (resp. flat) limit shape, v the asymptotic growth velocity and a a constant. () Determine the asymptotic growth velocity v. Using d h t dt v +bt 2/3, b = Γ /3 (ζ)/3. (2.29) one obtains v from the plot (t 2/3, d ht dt ). (2) Verify the fluctuation scaling exponent and the fluctuation amplitude Γ. With a log-log plot we can verify if the power 2/3 in (h t h t ) 2 (Γt) 2/3 Var(ζ) (2.30) holds and at the same time measure the constant Γ 0.

12 (3) Determine the shift parameter a. Consider the standard KPZ scaling ht,resc := (h t v t)/(γt) /3. Then, a is measured according to the relation h t,resc (ζ) a(γt) /3. (2.3) Now that we have determined v, Γ and a, we fit the data vs. the theoretical predictions. We set h t,resc := h t,resc a(γt) /3. (4.) Density: We do a plot of the frequencies of h t,resc with the set (S v t a)/(γt) /3 in the abscissa axis. Then we compare this with the graph of the Tracy-Widom densites s F (s). (4.2) Distribution function: We do a plot of the cumulated frequencies of h t,resc with the set (S v t a)/(γt) /3 in the abscissa axis. Then we compare this with the graph of the (shifted) Tracy-Widom distribution function s F(s+ 2 ε/(γt)/3 )). 3 PNG and TASEP In this section we determine the value of the order shifts for the PNG and TASEP models, both with flat and curved geometry. 3. Flat PNG In [] the formula for the height function h t at time t for the flat PNG was obtained 9. It is shown that with È(h t (0) H) = det(½ K flatpng t ) l 2 ({H+,H+2,...}) (3.) Kt flatpng (x,x 2 ) = J x +x 2 (4t) = ) dz 2πi Γ0 e2t(z z z, (3.2) x +x 2 + where J n is the standard Bessel function (we use the conventions of []) 0. As t, we consider the scaling H(s) = 2t+s(2t) /3 N s I t = (N 2t)(2t) /3 (3.3) 9 For the one-point distribution there exists also a formulation in terms of Fredholm Pfaffian. 0 With the notation Γ S, with S a set, we mean any simple counterclockwise oriented path encircling the set S. 2

13 Under this scaling it is known that [] Kt,resc flatpng (s,s 2 ) := (2t) /3 Kt flatpng (H(s ),H(s 2 )) Ai(s +s 2 ) = K A (s,s 2 ) (3.4) as t and uniformly for s,s 2 in bounded sets. Moreover, there are exponential bounds for the decay of Kt,resc flatpng (see, e.g., Appendix A.2 of [5]) which ensures that we can take the limit t inside the Fredholm determinant, leading to lim t È(h t(0) 2t+s(2t) /3 ) = det(½ K A ) L 2 ((s, )) = F GOE (2s), (3.5) where F GOE is the GOE Tracy-Widom distribution function [38]. Here we focus on the first order correction of Kt,resc flatpng with respect to K A and show that it is zero. Since the asymptotic analysis is quite standard (see e.g. Lemma 6. of [8] for the explanation of general strategy), here and in the next sections we indicate only the important steps. Proposition 3.. Uniformly for s,s 2 in a bounded subset of I t, Proof. We have K flatpng t,resc (s,s 2 ) = K A (s,s 2 )+O(t 2/3 ). (3.6) Kt,resc flatpng (s,s 2 ) = (2t)/3 e 2t(z z ) dz 2πi Γ 0 z. (3.7) 4t+(s +s 2 )(2t) /3 + The function z z z 2lnz has a double critical point at z c =. The steepest descent path can be taken to be coming into z c with an angle e πi/3, leaving with an angle e πi/3, and completed by a piece of a circle around zero with a radius strictly larger than. Then, the leading term in the asymptotic of Kt,resc flatpng comes from a t /3 -neighborhood of z c. Setting z = +Z(2t) /3 and doing the large t expansion of the integrand in (3.7), one obtains Kt,resc flatpng (s,s 2 ) = 2πi ( ( ) Z 3 dz exp e 3 ζz πi/3 e πi/3 ( Z t /3 ζz2 2/3 2 Z4 + 4/3 2 4/3 ) ) +O(t 2/3 ), (3.8) In [] the result is for joint distributions of the height function at different positions. The one-point distribution was also obtained through its relation with symmetrized permutations [5]. 3

14 where we have set for simplicity ζ := s + s 2. Using the contour integral representation of the Airy function (A.) we have [ Ai ] Kt,resc flatpng (s,s 2 ) = Ai(ζ)+t /3 (ζ) + ζai (ζ) Ai(4) (ζ) +O(t 2/3 ). 2 /3 2 4/3 2 4/3 (3.9) Finally, using the identity Ai (ζ) = ζai(ζ) of the Airy function one readily gets that the square bracket is equal to zero. 3.2 PNG droplet The formula for the height function h t at time t for the PNG droplet was determined in [27]. Let us fix c (,). Then, with È(h t (ct) H) = det(½ K curvpng t,c ) l 2 ({H+,H+2,...}) (3.0) Kt,c curvpng (x,x 2 ) = J x +l(2t c 2 )J x2 +l(2t c 2 ). (3.) l 0 We consider the case c = 0 (and drop the index c) since the general case is simply obtained by replacing t by t c 2. An integral representation of the kernel is given by K curvpng t (x,x 2 ) = (2πi) 2 Γ 0 dw As t, we consider the scaling Γ0,w dz e2t(z z ) e 2t(w w ) w x 2 z x z w. (3.2) H(s) = 2t+st /3 +a N s I t = (N 2t a)t /3 (3.3) for a t-independent constant a to be specified later. In [27] it is proven that the rescaled kernel converges to the Airy kernel, namely K curvpng t,resc (s,s 2 ) := t /3 Kt curvpng (H(s ),H(s 2 )) dλai(s +λ)ai(s 2 +λ) = K A2 (s,s 2 ), (3.4) R + as t and uniformly for s,s 2 in bounded sets. Moreover, exponential bounds for the decay of K curvpng t,resc ensure that 2 lim È(h t(0) 2t+st /3 +a) = det(½ K A2 ) L t 2 ((s, )) = F GUE (s), (3.5) 2 The extension to joint distributions was obtained in [27], while the one-point result is reported in [26] using a mapping to the Poissonized longest increasing subsequence problem, which was already solved in [3]. 4

15 where F GUE is the GUE Tracy-Widom distribution function [37]. ThefirstordercorrectionofKt,resc curvpng withrespect tok A2 isthefollowing. Proposition 3.2. Uniformly for s,s 2 in a bounded subset of I t, with the choice a = /2, Proof. The rescaled kernel is K curvpng t,resc (s,s 2 ) = K A2 (s,s 2 )+O(t 2/3 ). (3.6) Kt,resc curvpng (s,s 2 ) = t/3 ) w dw dz (2πi) 2 Γ 0 Γ0,w 2t+s 2t /3 +a et(z z e t(w w ) z 2t+s t /3 +a z w. (3.7) Here, we have to integrate over two contours, the one in the z-variable enclosing the contour in the w-variable. The steepest descent path for z can be taken as in the flat case, the one for w leaves the critical points with an angle e 2πi/3 and then is completed by a piece of a circle of radius strictly smaller than. Doing the change of variables we eventually get z = +t /3 Z, w = +t /3 W, (3.8) Kt,resc curvpng (s,s 2 ) = (2πi) [ 2 (+t /3 s Z 2 s 2 W 2 2 e 2πi/3 e πi/3 dw dz ez3/3 sz e 2πi/3 e e πi/3 W3 /3 s 2 W Z4 W 4 4 Z W ] ) az +(a )W +O(t 2/3 ), (3.9) where the integration paths do not intersect. At this point we see that setting a = /2 the first order term is antisymmetric. In particular we can choose the paths to satisfy ReZ > ReW and use = dλe λ(z W) to get Z W 0 K curvpng t,resc (s,s 2 ) = K A2 (s,s 2 )+t /3( P(s,s 2 ) P(s 2,s ) ) +O(t 2/3 ) (3.20) with P given by P(s,s 2 ) = 2 0 [ ] d d 2 dλai(s 2 +λ) +s d4 Ai(s ds ds 2 ds 4 +λ). (3.2) Using Ai (x) = xai(x) and integration by parts one then shows P(s,s 2 ) = P(s 2,s ). 5

16 Without the shift by a in the scaling, the result would have been K curvpng t,resc (s,s 2 ) = K A2 (s,s 2 ) 2 t /3 ( Ai(s )Ai(s 2 )))+O(t 2/3 ) (3.22) from which we can read off the shift a = /2, compare with Remark 2.3. Remark 3.3. The shift by a = /2 is actually independent of c (,), which is due to thefact that it isbuilt up during the first stages of the growth process and for large t it converges to /2. Therefore for large t, the shift at time t c 2 is the same as for the model at time t. 3.3 TASEP with alternating initial condition Now consider TASEP with alternating initial condition, x k (t = 0) = 2k, k Z. The joint distribution of particle positions for this initial condition has been determined in [0]. For one particle (here x n (t) plays the role of h t ), we have È(x n (t) X) = det(½ K flattasep t,n ) l 2 ({...,X 2,X }) (3.23) with Kt,n flattasep (x,x 2 ) = 2πi Γ dze t( 2z) z 2n+x2 ( z) 2n+x +. (3.24) As t, we consider the scaling X(s) = 2n+ 2 t st/3 a Z s I t = (Z t/2+a)t /3 (3.25) for a t-independent constant a to be specified later. It is known 3 that [0] Kt,resc flattasep (s,s 2 ) := 2 X(s 2) X(s ) t /3 Kt flattasep (X(s ),X(s 2 )) K A (s,s 2 ) (3.26) as t and uniformly for s,s 2 in bounded sets. Moreover, exponential bounds for the decay of Kt,resc flattasep ensure that lim È(x 0(t) t/2 st /3 a) = det(½ K A ) L t 2 ((s, )) = F GOE (2s). (3.27) The first order correction of Kt,resc flattasep follows. with respect to K A is given as 3 The prefactor2 X(s2) X(s) is just a conjugation, which does not changethe underlying determinantal point process, but it is needed to have a well-defined limit. 6

17 s Figure : Distribution function of x n=[t/4] (t) for TASEP with alternating initial conditions and t = 000. The number of runs is 0 6. The dots are the plot of (s I t, È(x [t/4] (t) X(s))) with δ t = t /3 and a = /2. The solid line is (s,f GOE (2s+ 2 δ t)) while the dashed line is (s,f GOE (2s+ 2 δ t aδ t ))), where theshift by aδ t for dashed line follows fromthe definition I t, see (3.25) s Figure 2: Probabilities for x n=[t/4] (t) for TASEP with alternating initial conditions and t = 000. The number of runs is 0 6. The dots are the plot of (s I t, È(x [t/4] (t) = X(s))δt ) with δ t = t /3 and a = /2. The solid line is (s,2f (2s)) while the dashed line is (s,2f (2s aδ t )). 7

18 Proposition 3.4. Uniformly for s,s 2 in a bounded subset of I t, with the choice a = /2, it holds K flattasep t,resc (s,s 2 ) = K A (s,s 2 )+t /3 K asym (s,s 2 )+O(t 2/3 ), (3.28) where K asym (s,s 2 ) = 2 (s2 2 s 2 )Ai(s +s 2 ). Proof. The rescaled kernel reads Kt,resc flattasep (s,s 2 ) = t/3 2 s t /3 dze 2πi 2 s 2t Γ t( 2z) z t/2 s 2t /3 a /3 ( z) t/2 s t /3 a+ (3.29) The function z 2z+ 2 ln z z has a double critical point at z c = /2. We choose as steep descent path the one coming into z c with angle e iπ/3, leaving with angle e iπ/3, and continued by a piece of a circle around with radius /2. Setting Z = t /3 (2z ), we get e iπ/3 Kt,resc flattasep (s,s 2 ) = dze Z3 /3 (s +s 2 )Z 2πi e ( iπ/3 (+t /3 ( 2a)Z + s ) 2 s Z )+O(t 2 2/3 ) 2. (3.30) Thus we see that in order to make the first order correction antisymmetric we need to choose a = /2. With this choice, K flattasep t,resc (s,s 2 ) = Ai(s +s 2 )+ 2 (s 2 s )Ai (s +s 2 )t /3 +O(t 2/3 ) (3.3) and the statement follows using Ai (s +s 2 ) = (s +s 2 )Ai(s +s 2 ). 3.4 TASEP with step initial condition Now consider TASEP with step initial condition, x k (0) = k, k =,2,... The joint distribution of particle positions for this initial condition can be found for example (as special case) in [9]. For one particle, we have 4 with È(x n (t) X) = det(½ K steptasep t,n ) l 2 ({...,X 2,X }) (3.32) K steptasep t,n (x,x 2 ) = (2πi) 2 Γ 0 dz Γ dw etz e tw ( ) n z w n+x 2 w z n+x +z w (3.33) 4 The formula for the one-point distribution can be also given by a last passage percolation model, which can be analyzed by determinantal line ensembles leading to the Laguerre kernel [9]. Joint distributions for the related last passage model can be determined via Schur process [9, 20, 25]. 8

19 Now consider a particle that at time t is in the rarefaction fan, i.e., it is in the region with decreasing density strictly between 0 and. Such particles have a particle number n = σt for some σ (0,). Thus, we define for a couple (n,t) the value of σ := n/t and we assume that this value for large n and t is clearly away both from 0 and. Then, the scaling for t is given by so that n = σt N, X(s) = n+( σ) 2 t sc 2 t /3 a Z, (3.34) I t = (Z ( σ) 2 t+a)c 2 t /3 (3.35) with c 2 = σ /6 ( σ) 2/3, andforat-independent constant atobespecified later. It is also known that [9] K steptasep t,σ,resc (s,s 2 ) := c 2 t /3 ( σ) X(s ) X(s 2 ) K steptasep t,σt (X(s ),X(s 2 )) K A2 (s,s 2 ) (3.36) as t and uniformly for s,s 2 in bounded sets. Moreover, exponential bounds for the decay of K steptasep t,resc ensure that lim t È(x n(t) X(s)) = det(½ K A2 ) L 2 ((s, )) = F GUE (s). (3.37) Now let us focus on the first order correction. Proposition 3.5. Uniformly for s,s 2 in a bounded set, with the choice a = /2, it holds K steptasep t,σ,resc (s,s 2 ) = K A2 (s,s 2 )+c 2 t /3 K asym (s,s 2 )+O(t 2/3 ), (3.38) where K asym (s,s 2 ) = P(s,s 2 ) P(s 2,s ), with P(s,s 2 ) = dλ Ai(s +λ) 2 R ( + Ai (s 2 +λ)+s 2 Ai (s 2 +λ) 2 ) σ 2 Ai (4) (s 2 +λ). (3.39) σ Proof. With c = 2 σ we can write X(s) = c t c 2 st /3 a. The rescaled kernel then reads K steptasep t,σ,resc (s,s 2 ) = c 2t /3 ( σ) c 2(s s 2 )t/3 (2πi) 2 ( ) σt dz dw Γ 0 Γ etz z w (σ+c )t c 2 s 2 t /3 a e tw w 9 z (σ+c )t c 2 s t /3 a+ z w. (3.40)

20 s 0 Figure 3: Distribution function of x n=[t/4] (t) for TASEP with step initial conditions and t = 000. The number of runs is 0 6. The dots are the plot of (s I t, È(x [t/4] (t) X(s))) with δ t = (t/2) /3 and a = /2. The solid line is (s,f GUE (s+ 2 δ t)) while the dashed line is (s,f GUE (s+ 2 δ t aδ t ))) s 0 Figure 4: Probabilities for x [t/4] (t) for TASEP with step initial conditions and t = 000. The number of runs is 0 6. The dots are the plot of (s I t, È(x [t/4] (t) = X(s))δt ) with δ t = (t/2) /3 and a = /2. The solid line is (s,f 2(s)) while the dashed line is (s,f 2(s aδ t )). 20

21 The function z z+σln( z) (σ+c )lnz has a double critical point at ξ = σ. The steepest descent path for z can be taken such that it comes into ξ with an angle e 2πi/3, leaves with an angle e 2πi/3, and is completed by a piece of a circle around zero of radius strictly larger than ξ. The steepest descent path for w comes into ξ with an angle e πi/3, leaves it with an angle e πi/3, and is completed by a piece of a circle around zero of radius strictly larger than. By the change of variables z = ξ +c 3 t /3 Z, w = ξ +c 3 t /3 W (3.4) with c 3 = σ /6 ( σ) /3 and a large t expansion of the integrand, we have e 2πi/3 e πi/3 K steptasep t,σ,resc (s,s 2 ) = dz dw ew3/3 s2w (2πi) 2 e 2πi/3 e e πi/3 Z3 /3 s Z W Z ( ( +c 2 t /3 (a )Z aw+ s ) ) 2W 2 s Z 2 +c 4 (Z 4 W 4 ) +O(t 2/3 ), 2 (3.42) with c 4 = ( 2 σ)/(4 σ). The choice a = /2 makes the first order correction of the kernel antisymmetric. Finally, we can choose the paths satisfyingrez < ReW anduse = dλe λ(w Z) toobtain(3.38). W Z 0 Remark 3.6. Looking at Figures 4 one has the impression that TASEP with alternating initial conditions is already closer than with step initial conditionstoitsasymptoticsattimet=000,whichisconfirmedbythedata in Table. This is to remind the reader that although in both cases the error is O(t 2/3 ), depending on the prefactor one still might see some differences of the accuracy for not too large times t. The slower convergence for curved vs. flat geometry holds also for the PNG model as verified numerically by Richter in his diploma thesis [29] adapting the numerical approach of Borneman [7]. 4 PASEP Consider the partially asymmetric simple exclusion process on Z in continuous time with step initial condition. A formula for the one-point distribution of the nth particle from the right has been derived in [39,40]. The expression is this time not just a Fredholm determinant, but an integral in the complex plane of a Fredholm determinant. A rigorous large time asymptotic analysis is in [4], in which it is shown that particles in the rarefaction fan fluctuate 2

22 TASEP, t = 000 Mean Variance Skewness Kurtosis Alternating IC s F GOE (2s) (5) Relative error 0.28 % 0.8 % 3.6 % 3 % Step IC.7949(7) 0.842(2) 0.9(0) 0.06(7) s F GUE (s) Relative error.3 % 3.6 % 5 % 29 % Table : Comparison between alternating and step initial conditions. The data comes from the simulation used for the previous figures. asymptotically according to the GUE Tracy-Widom distribution F GUE. The scaling limit to be considered is 5 where n = σt Z, X(s) = c (σ)t sc 2 (σ)t /3 a Z (4.) c (σ) = 2 σ, c 2 (σ) = σ /6 ( σ) 2/3. (4.2) The t-independent constant a will be specified later. Then in [4] it is proven that lim t È(x n(t/γ) X(s)) = F GUE (s) with γ = p q > 0. (4.3) Our result on the first order correction is the following. Proposition 4.. Let p (,], q = p, and set 2 a p,q = l= q l and a = p l q l 2 a p,q. (4.4) σ Then for large time t it holds È(x n (t/γ) X(s)) = F GUE (s+ 2 δ t)(+o(t 2/3 )), (4.5) for s in a bounded subset of I t = (Z c (σ)t+a)δ t with δ t = c 2 (σ) t /3. Remark 4.2. Note that the previously discussed TASEP with step initial conditions is a special case of this result, with p = q =, since a,0 = 0 5 There is a minor difference with respect to the papers of Tracy and Widom. To get their framework we need to apply the transformation x x. 22

23 From this result one can easily get the corresponding result for the height function. Let η x (t) be if there is a particle at site x at time t, and zero otherwise. Then the height function is defined by h(x,t) = 2J(0,t)+ x y=0 ( 2η y(t)), for x, 2J(0,t), for x = 0, 2J(0,t) y=x ( 2η y(t)), for x, (4.6) where J(0,t) = y 0 η y(t). To get the result for the h from Proposition 4. one simply uses the identity with the following result. Corollary 4.3. Let x = ξt Z and set È(x j (t) x) = È(h(x,t) 2j +x) (4.7) H(s) = 2 (+ξ2 )t s ( ξ2 ) 2/3 Then, for large t it holds 2 /3 t /3 +ã, ã = 2a p,q. (4.8) È(h(x,t/γ) H(s)) = F GUE (s+ 2 δh t)(+o(t 2/3 )), (4.9) for s I h t, where Ih t is defined by the requirement H(s) 2Z if x is even and H(s) 2Z + if x is odd. Since the lattice width of h is 2, we have δ h t = 2 4/3 ( ξ 2 ) 2/3 t /3. From this result it follows that the critical value p c of the asymmetry in PASEP such that the density (and the moments) of the rescaled integrated current are correct up to order O(t 2/3 ) is the solution of a pc, p c = 2 p c = (4.0) In Figure 5 we plot the function 2a p, p. Proof of Corollary 4.3. Let us define a linearization of the distribution functions by { È(xn (t/γ) c (σ)t sc 2 (σ)t F /3 2 t (s) := + σ a p,q ), if s I t, linear interpolation, otherwise, (4.) and similarly F h t (s) := { È(h(ξt,t/γ) H(s), if s I h t, linear interpolation, otherwise. (4.2) 23

24 Then, Proposition 4. tell us that and we want to show that F t (s 2 δ t) = F GUE (s)(+o(t 2/3 )), s R, (4.3) F h t (s 2 δh t ) = F GUE(s)(+O(t 2/3 )), for s I h t + 2 δh t. (4.4) For s It h + 2 δh t, using (4.7) we have F h t (s 2 δh t ) = È(h(ξt,t/γ) H(s 2 δh t )) = È(h(ξt,t/γ) H(s)+) = È(x σt (t/γ) ξt) (4.5) with σ = (H(s)+ ξt)/(2t). With this value of σ, an algebraic computation gives ξt = c (σ)t sc 2 (σ)t /3 (a /2)+O(t /3 ). (4.6) Since sc 2 (σ)t /3 +(a /2) = (s 2 δ t)c 2 (σ)t /3 +a we get that F h t (s 2 δh t ) = (4.5) = F t (s 2 δ t+o(t 2/3 )) = F GUE (s)(+o(t 2/3 )) (4.7) where in the last step we used (4.3) coming from Proposition 4.. Remark 4.4. As p /2 the model becomes close to the WASEP studied in [2, 3, 32, 34]. In particular, our result matches the limit behavior of [3]. Indeed, when the asymmetry β := 2p 0, the shift for the fitting of the density behaves as a p, p γ E ln(2β) 2β + +O(β), (4.8) 4 with γ E = x ln(γ(x)) x= = the Euler constant, so that for the height function the shift is then ã = β (ln(2β) γ E ) 2 +O(β). Proof of Proposition 4.. As for PNG and TASEP, we indicate the main steps of the asymptotic analysis to get (4.5) for s in a bounded set, but we will derive bounds for s needed to determine moment convergence. Set u = c t c 2 st /3 a and τ = q/p <. As shown in [42], È ( x n (t/γ) u ) = 2πi dµ µ (µ;τ) det ( ½+µJ µ ), (4.9) 24

25 3 2 2a p, p Figure5: Thefunctionp 2a p, p forp (/2,]. It crosses theordinate axis as p = p c = where (µ;τ) is the q-pochhammer symbol (see Appendix B for identities) and the integral is taken over a circle around the origin with radius in the interval (0,τ). The operator J µ has kernel ) ( ζ) u ζ n J µ (η,η ) = 2πi dζ exp ( tζ ζ exp ( tη η ) ( η ) u (η ) n+ f ( µ, ζ η ) ζ η, (4.20) where η,η are on a circle around 0 with radius r (τ,) and ζ runs on a circle around 0 with radius in (,r/τ). For < z < τ, the function f is given by τ k f(µ,z) = τ k µ zk, (4.2) k= which extends analytically to C \{τ k : k Z}. The function ζ ζ + σlnζ + c ζ ln( ζ) has a double critical point at ξ = σ, and the steepest descent path can be taken such that the σ η-contour for J µ is a pair of rays from ξ in the directions ±π/3 completed by a circle around zero of radius strictly smaller than, and the ζ-contour is a pair of rays from ξ t /3 in the directions ±2π/3 completed by a circle around zero of radius strictly larger than. We then do the transformations ζ = ξ +c 3 t /3 z, η = ξ +c 3 t /3 w, η = ξ +c 3 t /3 w, (4.22) with c 3 = σ /6 ( σ) 5/3. Expanding f around z = yields µf(µ,z) = z +g(µ)+o( z ), (4.23) 25

26 where g(µ) = k=0 µτ k µτ + τ k k τ k µ. (4.24) This expansion is obtained by dividing the series into {0,,...} and {..., 2, }, using µτ k τ k µ =, (4.25) τ k µ and then change the variable k k in one of the sum. After a large t expansion, the kernel µj µ can be written as 2πi e 2πi/3 e 2πi/3 with c 4 = +2 σ 4 σ dz e w3 /3 w(s+δ t/2) e z3 /3 z(s+δ t/2) k= e ( w z)δt/2 (z w)( w z) exp(( c 4 w 4 2 s w2 ( g(µ) σ +a ) w ) c 2 t /3 +O(t 2/3 ) ) exp (( c 4 z 4 2 sz2 ( g(µ) σ +a ) z ) c. Since Re(z w) < 0, we have e (z w)(s+δt/2) w z and plugging (4.27) into (4.26) gives 2πi s+δ t/2 dx e 2πi/3 e 2πi/3 = dz e w3 /3 wx e z3 /3 zx s+δ t/2 z w 2 t /3 +O(t 2/3 ) ) (4.26) dxe (z w)x, (4.27) exp(( c 4 w 4 2 s w2 ( g(µ) σ +a) w ) c 2 2 t /3 +O(t 2/3 ) ) exp (( c 4 z 4 2 sz2 ( g(µ) σ +a) z ) c 2 2 t /3 +O(t 2/3 ) ) (4.28) The operator J µ is the product C C 2 C 3, where the factors have kernels C (w,z) = e z3 /3 2πi z w, C 2 (z,x) = 2πi exz e c 2 t /3 [c 4 z 4 sz 2 /2 z(g(µ)/ σ /2+a) C 3 (x, w) = e w3 /3 wx e c 2 t /3 [c 4 w 4 s w 2 /2 w(g(µ)/ σ /2+a) ] +O(t 2/3), ] +O(t 2/3). (4.29) The operator C 3 C C 2, which has the same Fredholm determinant, acts on L 2 (s+δ t /2, ) and has kernel with (x,y) entry given by (2πi) 2 e 2πi/3 e 2πi/3 dz e πi/3 e πi/3 dw ew3 /3 wx e z3 /3 zy ( +O(t 2/3 ) z w + (( c 4 (w 4 z 4 ) 2 s(w2 z 2 ) ( g(µ) σ 2 +a) (w z) ) c 2 t /3 ). (4.30) 26

27 Using again Re(z w) < 0, we can write = dλe λ(w z). Thus, (4.30) w z 0 equals K A2 (x,y)+c 2 t /3( K asym (x,y)+k sym (x,y) ) +O(t 2/3 ), (4.3) where K asym (x,y) = P(x,y) P(y,x) with d P(x,y) = dλai(x+λ) [c 4 4 dy s ] d 2 Ai(y +λ) (4.32) 4 2dy 2 0 is asymmetric, and K sym (x,y) = ( g(µ) σ 2 + a) Ai(x)Ai(y) is symmetric. Hence, we have È ( x m (t/γ) u ) = F GUE (s+δ t /2) ( ( σ G +a) Tr ( ) (½ χ 2 s K A2 χ s ) χ s (Ai Ai)χ s t /3 ) +O(t 2/3 ). (4.33) with χ s the projection onto (s+δ t /2, ) and G = dµ 2πi µ g(µ)(µ;τ). (4.34) τ< µ < We will show that G = a p,q so that by choosing a = 2 σ a p,q the prefactor of the first order correction vanishes. First note that 2πi τ< µ < dµ µ (µ;τ) k=0 µτ k = 0, (4.35) τ k µ as the integrand has no poles inside the unit circle. So, we have We use G = dµ 2πi τ< µ < µ (µ;τ) k= τ k τ k µ. (4.36) τ k µ τ k µ = µ + τ k µ, (4.37) the fact that (µ;τ) is analytic inside the integration domain, so that the sum of the contributions of the simple poles gives G = ( ) (τ k ;τ). (4.38) k= 27

28 There is a simpler expression for G. Using the identity (B.2) we get G = k= l= ( ) l τ l(l )/2 (τ;τ) l τ kl = ( ) l τ l(l )/2 l= (τ;τ) l τ l τ l (4.39) Then we use (B.3) and (α;τ) l /(ατ;τ) l = (α )/(ατ l ) to get G = lim α α = lim α α = lim α α lim β ( ) l τ l(l )/2 (α;τ) l (τ;τ) l (ατ;τ) l l= ( ( ) α φ ατ ) τ;τ ( ( α,β 2φ ατ τ; τ ) β τ l ) (4.40) where we used (B.4) in the last equality. Finally, the q-gauss identity (B.5) leads to ( ) G = lim α α lim (ατ/β;τ) (τ;τ) = α(ατ;τ) β (ατ;τ) (τ/β;τ) (τ;τ) α= = α ln[(ατ;τ) ] α= = α ln( ατ l+ ) τ l = α= τ l. Replacing τ = q/p leads to G = a p,q. This and (4.33) shows that l=0 l= (4.4) È ( x n (t/γ) u ) = F GUE (s)(+o(t 2/3 )). (4.42) A Discrete sums versus integrals Lemma A.. Let f : R n R be a smooth function with j k f L (R n ), for all j,k =,...,n. Then, for δ > 0 (small) δn f(xδ) d n xf(x) = O(δ2 ) x (Z + )n ( δ 2, )n Proof. We first rewrite ( δ 2, )n d n xf(x) = x (Z + )n 28 n j,k= R n + d n x j k f(x). (A.) [ δ 2,δ 2 ]n d n yf(xδ +y) (A.2)

29 and use Taylor development n f(xδ +y) = f(xδ)+ j f(xδ)y j + 2 with j= n y j y k R j,k (δ,y), j,k= R j,k (δ,y) max u [ δ 2,δ 2 ]2 j k f(xδ +u), for y [ δ 2, δ 2 ]n (A.3) (A.4) to obtain (after integrating over y), d n xf(x) δ n f(xδ) δ2 n δ n max j k f(xδ+u). ( δ 2 2, )n x (Z + )n x (Z u [ + )n j,k= δ 2,δ 2 ]2 (A.5) The statement then follows because the sum over x converges, as δ 0, to n j,k= d n x R n j k f(x). + Lemma A.2. Let f(x,...,x n ) = det(k(x i,x j )) i,j n with the kernel K satisfying max{ K(x,x 2 ), i K(x,x 2 ), i j K(x,x 2 ) } Ce c(x +x 2 ) (A.6) for all x,x 2 (s, ), i,j {,2} and some positive constants c, C. Then, for all i,j n. i j f(x,...,x n ) 4C n n n/2 n k= e 2cx k (A.7) Proof. Let K i, (resp. K,j ) be the matrix (K(x i,x j )) i,j n with the ith row (resp. the jth column) replaced by its derivative w.r.t. the first (resp. the second) variable. Then, and from this i f(x,...,x n ) = detk i, +detk,i i j f(x,...,x n ) = detk ij, +detk i,j +detk j,i +detk,ji (A.8) (A.9) with K ij, = (K i, ) j,. By Hadamard s bound, the absolute value of an n n determinant with entries in the closed unit disk is bounded by n n/2. It then follows n i j f(x,...,x n ) 4C n n n/2 e 2cx k (A.0) for any i,j n. 29 k=

30 Lemma A.3. For the Airy kernels, K A2 (x,y) = R + dλ Ai(x+λ)Ai(y+λ) and K A (x,y) = Ai(x+y), assumption (A.6) of Lemma A.2 is satisfied. Proof. It is easy to see from the integral representation Ai(x) = e πi/3 dze z3 /3 zx = dze z3 /3 zx, ε > 0, (A.) 2πi e 2πi πi/3 ir+δ that for any δ > 0, there exists a constant C δ (0, ) so that max{ Ai(x), Ai (x), Ai (x) } C δ e δx (A.2) uniformly in x R. In the case K(x,x 2 ) = R + dλ Ai(x + λ)ai(x 2 + λ) we get from the bounds (A.2) with ε =, after integration with respect to λ, that 2 max{ K(x,x 2 ), i K(x,x 2 ), i j K(x,x 2 ) } Ce (x +x 2 )/2 (A.3) for some constant C > 0 and all i,j {,2}. The case K(x,x 2 ) = Ai(x +x 2 ) is even easier, since the bound (A.3) comes directly from (A.2). B q-pochhammer symbols, q-hypergeometric functions Here we collect some identities on q-pochhammer symbols and q-hypergeometric functions, used for the PASEP. We use the standards as in [23]. The q-pochhammer symbol is defined by (µ;q) = n ( µq k ), and (µ;q) n = ( µq k ). k=0 They satisfies the following identities: (µ;q) n = (µ;q) (µq n ;q), (µ;q) = k=0 (B.) ( ) n q n(n )/2 µ n (B.2) (q;q) n so that in particular (0;q) = and (;q) = 0. The q-hypergeometric function is defined by ( ) a,...,a r rφ s b,...,b s q;z (a ;q) n (a r ;q) n z n ( = ( ) n q n(n 2)/2) +s r. (b n=0 ;q) n (b s ;q) n (q;q) n (B.3) 30 n=0

31 In particular, it holds ( ) a,...,a r r φ s b,...,b s q;z = lim a r r φ s ( a,...,a r b,...,b s q; z ). (B.4) a r The q-gauss identity is 2φ ( α,β γ ) q;γ = (γ/α;q) (γ/β;q) (γ;q) (γ/(αβ);q). (B.5) References [] M. Abramowitz and I.A. Stegun, Pocketbook of mathematical functions, Verlag Harri Deutsch, Thun-Frankfurt am Main, 984. [2] G. Amir, I. Corwin, and J. Quastel, Probability distribution of the free energy of the continuum directed random polymer in + dimensions, Comm. Pure Appl. Math. 64 (20), [3] J. Baik, P.A. Deift, and K. Johansson, On the distribution of the length of the longest increasing subsequence of random permutations, J. Amer. Math. Soc. 2 (999), [4] J. Baik and E.M. Rains, Limiting distributions for a polynuclear growth model with external sources, J. Stat. Phys. 00 (2000), [5] J. Baik and E.M. Rains, Algebraic aspects of increasing subsequences, Duke Math. J. 09 (200), 65. [6] L. Bertini and G. Giacomin, Stochastic Burgers and KPZ equations from particle system, Comm. Math. Phys. 83 (997), [7] F. Bornemann, On the numerical evaluation of Fredholm determinants, Math. Comput. 79 (2009), [8] A. Borodin and P.L. Ferrari, Anisotropic growth of random surfaces in 2 + dimensions, arxiv: (2008). [9] A. Borodin and P.L. Ferrari, Large time asymptotics of growth models on space-like paths I: PushASEP, Electron. J. Probab. 3 (2008), [0] A. Borodin, P.L. Ferrari, M. Prähofer, and T. Sasamoto, Fluctuation properties of the TASEP with periodic initial configuration, J. Stat. Phys. 29 (2007),

32 [] A. Borodin, P.L. Ferrari, and T. Sasamoto, Large time asymptotics of growth models on space-like paths II: PNG and parallel TASEP, Comm. Math. Phys. 283 (2008), [2] P. Calabrese, P. Le Doussal, and A. Rosso, Free-energy distribution of the directed polymer at high temperature, EPL 90 (200), [3] L.N. Choup, Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE, Int. Math. Res. Not (2006). [4] V. Dotsenko, Replica Bethe ansatz derivation of the Tracy-Widom distribution of the free energy fluctuations in one-dimensional directed polymers, J. Stat. Mech. (200), P0700. [5] P.L. Ferrari, Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues, Comm. Math. Phys. 252 (2004), [6] P.L. Ferrari, From interacting particle systems to random matrices, J. Stat. Mech. (200), P006. [7] P.L. Ferrari and M. Prähofer, One-dimensional stochastic growth and Gaussian ensembles of random matrices, Markov Processes Relat. Fields 2 (2006), [8] P.L. Ferrari and H. Spohn, Random Growth Models, arxiv: (200). [9] K. Johansson, Shape fluctuations and random matrices, Comm. Math. Phys. 209 (2000), [20] K. Johansson, Discrete polynuclear growth and determinantal processes, Comm. Math. Phys. 242 (2003), [2] K. Kardar, G. Parisi, and Y.Z. Zhang, Dynamic scaling of growing interfaces, Phys. Rev. Lett. 56 (986), [22] N. El Karoui, A rate of convergence result for the largest eigenvalue of complex white Whishart matrices, Ann. Probab. 34 (2006), [23] R. Koekoek and R.F. Swarttouw, The Askey-scheme of hypergeometric orthogonal polynomials and its q-analogue, arxiv:math.ca/ (996). [24] J. Maunuksela, M. Myllys, O.-P. Kähkönen, J. Timonen, N. Provatas, M.J. Alava, and T. Ala-Nissila, Kinetic roughening in slow combustion of paper, Phys. Rev. Lett. 79 (997),

A determinantal formula for the GOE Tracy-Widom distribution

A determinantal formula for the GOE Tracy-Widom distribution A determinantal formula for the GOE Tracy-Widom distribution Patrik L. Ferrari and Herbert Spohn Technische Universität München Zentrum Mathematik and Physik Department e-mails: ferrari@ma.tum.de, spohn@ma.tum.de

More information

The one-dimensional KPZ equation and its universality

The one-dimensional KPZ equation and its universality The one-dimensional KPZ equation and its universality T. Sasamoto Based on collaborations with A. Borodin, I. Corwin, P. Ferrari, T. Imamura, H. Spohn 28 Jul 2014 @ SPA Buenos Aires 1 Plan of the talk

More information

Beyond the Gaussian universality class

Beyond the Gaussian universality class Beyond the Gaussian universality class MSRI/Evans Talk Ivan Corwin (Courant Institute, NYU) September 13, 2010 Outline Part 1: Random growth models Random deposition, ballistic deposition, corner growth

More information

Fluctuation results in some positive temperature directed polymer models

Fluctuation results in some positive temperature directed polymer models Singapore, May 4-8th 2015 Fluctuation results in some positive temperature directed polymer models Patrik L. Ferrari jointly with A. Borodin, I. Corwin, and B. Vető arxiv:1204.1024 & arxiv:1407.6977 http://wt.iam.uni-bonn.de/

More information

Exploring Geometry Dependence of Kardar-Parisi-Zhang Interfaces

Exploring Geometry Dependence of Kardar-Parisi-Zhang Interfaces * This is a simplified ppt intended for public opening Exploring Geometry Dependence of Kardar-Parisi-Zhang Interfaces Kazumasa A. Takeuchi (Tokyo Tech) Joint work with Yohsuke T. Fukai (Univ. Tokyo &

More information

Directed random polymers and Macdonald processes. Alexei Borodin and Ivan Corwin

Directed random polymers and Macdonald processes. Alexei Borodin and Ivan Corwin Directed random polymers and Macdonald processes Alexei Borodin and Ivan Corwin Partition function for a semi-discrete directed random polymer are independent Brownian motions [O'Connell-Yor 2001] satisfies

More information

Integrable probability: Beyond the Gaussian universality class

Integrable probability: Beyond the Gaussian universality class SPA Page 1 Integrable probability: Beyond the Gaussian universality class Ivan Corwin (Columbia University, Clay Mathematics Institute, Institute Henri Poincare) SPA Page 2 Integrable probability An integrable

More information

Integrable Probability. Alexei Borodin

Integrable Probability. Alexei Borodin Integrable Probability Alexei Borodin What is integrable probability? Imagine you are building a tower out of standard square blocks that fall down at random time moments. How tall will it be after a large

More information

KPZ growth equation and directed polymers universality and integrability

KPZ growth equation and directed polymers universality and integrability KPZ growth equation and directed polymers universality and integrability P. Le Doussal (LPTENS) with : Pasquale Calabrese (Univ. Pise, SISSA) Alberto Rosso (LPTMS Orsay) Thomas Gueudre (LPTENS,Torino)

More information

Exact results from the replica Bethe ansatz from KPZ growth and random directed polymers

Exact results from the replica Bethe ansatz from KPZ growth and random directed polymers Exact results from the replica Bethe ansatz from KPZ growth and random directed polymers P. Le Doussal (LPTENS) with : Pasquale Calabrese (Univ. Pise, SISSA) Alberto Rosso (LPTMS Orsay) Thomas Gueudre

More information

Anisotropic KPZ growth in dimensions: fluctuations and covariance structure

Anisotropic KPZ growth in dimensions: fluctuations and covariance structure arxiv:0811.0682v1 [cond-mat.stat-mech] 5 Nov 2008 Anisotropic KPZ growth in 2 + 1 dimensions: fluctuations and covariance structure Alexei Borodin, Patrik L. Ferrari November 4, 2008 Abstract In [5] we

More information

Appearance of determinants for stochastic growth models

Appearance of determinants for stochastic growth models Appearance of determinants for stochastic growth models T. Sasamoto 19 Jun 2015 @GGI 1 0. Free fermion and non free fermion models From discussions yesterday after the talk by Sanjay Ramassamy Non free

More information

Universality of distribution functions in random matrix theory Arno Kuijlaars Katholieke Universiteit Leuven, Belgium

Universality of distribution functions in random matrix theory Arno Kuijlaars Katholieke Universiteit Leuven, Belgium Universality of distribution functions in random matrix theory Arno Kuijlaars Katholieke Universiteit Leuven, Belgium SEA 06@MIT, Workshop on Stochastic Eigen-Analysis and its Applications, MIT, Cambridge,

More information

JINHO BAIK Department of Mathematics University of Michigan Ann Arbor, MI USA

JINHO BAIK Department of Mathematics University of Michigan Ann Arbor, MI USA LIMITING DISTRIBUTION OF LAST PASSAGE PERCOLATION MODELS JINHO BAIK Department of Mathematics University of Michigan Ann Arbor, MI 48109 USA E-mail: baik@umich.edu We survey some results and applications

More information

Height fluctuations for the stationary KPZ equation

Height fluctuations for the stationary KPZ equation Firenze, June 22-26, 2015 Height fluctuations for the stationary KPZ equation P.L. Ferrari with A. Borodin, I. Corwin and B. Vető arxiv:1407.6977; To appear in MPAG http://wt.iam.uni-bonn.de/ ferrari Introduction

More information

Integrability in the Kardar-Parisi-Zhang universality class

Integrability in the Kardar-Parisi-Zhang universality class Simons Symposium Page 1 Integrability in the Kardar-Parisi-Zhang universality class Ivan Corwin (Clay Mathematics Institute, Massachusetts Institute of Technology and Microsoft Research) Simons Symposium

More information

Universal phenomena in random systems

Universal phenomena in random systems Tuesday talk 1 Page 1 Universal phenomena in random systems Ivan Corwin (Clay Mathematics Institute, Columbia University, Institute Henri Poincare) Tuesday talk 1 Page 2 Integrable probabilistic systems

More information

CUTOFF AND DISCRETE PRODUCT STRUCTURE IN ASEP PETER NEJJAR

CUTOFF AND DISCRETE PRODUCT STRUCTURE IN ASEP PETER NEJJAR CUTOFF AND DISCRETE PRODUCT STRUCTURE IN ASEP PETER NEJJAR IST Austria, 3400 Klosterneuburg, Austria. arxiv:82.939v [math.pr] 3 Dec 208 Abstract. We consider the asymmetric simple exclusion process ASEP

More information

SPA07 University of Illinois at Urbana-Champaign August 6 10, 2007

SPA07 University of Illinois at Urbana-Champaign August 6 10, 2007 Integral Formulas for the Asymmetric Simple Exclusion Process a Craig A. Tracy & Harold Widom SPA07 University of Illinois at Urbana-Champaign August 6 10, 2007 a arxiv:0704.2633, supported in part by

More information

LECTURE III Asymmetric Simple Exclusion Process: Bethe Ansatz Approach to the Kolmogorov Equations. Craig A. Tracy UC Davis

LECTURE III Asymmetric Simple Exclusion Process: Bethe Ansatz Approach to the Kolmogorov Equations. Craig A. Tracy UC Davis LECTURE III Asymmetric Simple Exclusion Process: Bethe Ansatz Approach to the Kolmogorov Equations Craig A. Tracy UC Davis Bielefeld, August 2013 ASEP on Integer Lattice q p suppressed both suppressed

More information

Fourier-like bases and Integrable Probability. Alexei Borodin

Fourier-like bases and Integrable Probability. Alexei Borodin Fourier-like bases and Integrable Probability Alexei Borodin Over the last two decades, a number of exactly solvable, integrable probabilistic systems have been analyzed (random matrices, random interface

More information

Fluctuations of interacting particle systems

Fluctuations of interacting particle systems Stat Phys Page 1 Fluctuations of interacting particle systems Ivan Corwin (Columbia University) Stat Phys Page 2 Interacting particle systems & ASEP In one dimension these model mass transport, traffic,

More information

Memory in Kardar-Parisi-Zhang growth:! exact results via the replica Bethe ansatz, and experiments

Memory in Kardar-Parisi-Zhang growth:! exact results via the replica Bethe ansatz, and experiments Memory in Kardar-Parisi-Zhang growth:! exact results via the replica Bethe ansatz, and experiments P. Le Doussal (LPTENS) - growth in plane, local stoch. rules => 1D KPZ class (integrability) - discrete

More information

Weak universality of the KPZ equation

Weak universality of the KPZ equation Weak universality of the KPZ equation M. Hairer, joint with J. Quastel University of Warwick Buenos Aires, July 29, 2014 KPZ equation Introduced by Kardar, Parisi and Zhang in 1986. Stochastic partial

More information

L n = l n (π n ) = length of a longest increasing subsequence of π n.

L n = l n (π n ) = length of a longest increasing subsequence of π n. Longest increasing subsequences π n : permutation of 1,2,...,n. L n = l n (π n ) = length of a longest increasing subsequence of π n. Example: π n = (π n (1),..., π n (n)) = (7, 2, 8, 1, 3, 4, 10, 6, 9,

More information

Uniformly Random Lozenge Tilings of Polygons on the Triangular Lattice

Uniformly Random Lozenge Tilings of Polygons on the Triangular Lattice Interacting Particle Systems, Growth Models and Random Matrices Workshop Uniformly Random Lozenge Tilings of Polygons on the Triangular Lattice Leonid Petrov Department of Mathematics, Northeastern University,

More information

Random walks in Beta random environment

Random walks in Beta random environment Random walks in Beta random environment Guillaume Barraquand 22 mai 2015 (Based on joint works with Ivan Corwin) Consider the simple random walk X t on Z, starting from 0. We note P ( X t+1 = X t + 1 )

More information

Maximal height of non-intersecting Brownian motions

Maximal height of non-intersecting Brownian motions Maximal height of non-intersecting Brownian motions G. Schehr Laboratoire de Physique Théorique et Modèles Statistiques CNRS-Université Paris Sud-XI, Orsay Collaborators: A. Comtet (LPTMS, Orsay) P. J.

More information

Duality to determinants for ASEP

Duality to determinants for ASEP IPS talk Page 1 Duality to determinants for ASEP Ivan Corwin (Clay Math Institute, MIT and MSR) IPS talk Page 2 Mystery: Almost all exactly solvable models in KPZ universality class fit into Macdonald

More information

Painlevé Representations for Distribution Functions for Next-Largest, Next-Next-Largest, etc., Eigenvalues of GOE, GUE and GSE

Painlevé Representations for Distribution Functions for Next-Largest, Next-Next-Largest, etc., Eigenvalues of GOE, GUE and GSE Painlevé Representations for Distribution Functions for Next-Largest, Next-Next-Largest, etc., Eigenvalues of GOE, GUE and GSE Craig A. Tracy UC Davis RHPIA 2005 SISSA, Trieste 1 Figure 1: Paul Painlevé,

More information

Markov operators, classical orthogonal polynomial ensembles, and random matrices

Markov operators, classical orthogonal polynomial ensembles, and random matrices Markov operators, classical orthogonal polynomial ensembles, and random matrices M. Ledoux, Institut de Mathématiques de Toulouse, France 5ecm Amsterdam, July 2008 recent study of random matrix and random

More information

arxiv: v2 [math.pr] 9 Aug 2008

arxiv: v2 [math.pr] 9 Aug 2008 August 9, 2008 Asymptotics in ASEP with Step Initial Condition arxiv:0807.73v2 [math.pr] 9 Aug 2008 Craig A. Tracy Department of Mathematics University of California Davis, CA 9566, USA email: tracy@math.ucdavis.edu

More information

The 1D KPZ equation and its universality

The 1D KPZ equation and its universality The 1D KPZ equation and its universality T. Sasamoto 17 Aug 2015 @ Kyoto 1 Plan The KPZ equation Exact solutions Height distribution Stationary space-time two point correlation function A few recent developments

More information

TASEP on a ring in sub-relaxation time scale

TASEP on a ring in sub-relaxation time scale TASEP on a ring in sub-relaxation time scale Jinho Baik and Zhipeng Liu October 27, 2016 Abstract Interacting particle systems in the KPZ universality class on a ring of size L with OL number of particles

More information

The KPZ line ensemble: a marriage of integrability and probability

The KPZ line ensemble: a marriage of integrability and probability The KPZ line ensemble: a marriage of integrability and probability Ivan Corwin Clay Mathematics Institute, Columbia University, MIT Joint work with Alan Hammond [arxiv:1312.2600 math.pr] Introduction to

More information

Paracontrolled KPZ equation

Paracontrolled KPZ equation Paracontrolled KPZ equation Nicolas Perkowski Humboldt Universität zu Berlin November 6th, 2015 Eighth Workshop on RDS Bielefeld Joint work with Massimiliano Gubinelli Nicolas Perkowski Paracontrolled

More information

From longest increasing subsequences to Whittaker functions and random polymers

From longest increasing subsequences to Whittaker functions and random polymers From longest increasing subsequences to Whittaker functions and random polymers Neil O Connell University of Warwick British Mathematical Colloquium, April 2, 2015 Collaborators: I. Corwin, T. Seppäläinen,

More information

Fluctuations of TASEP on a ring in relaxation time scale

Fluctuations of TASEP on a ring in relaxation time scale Fluctuations of TASEP on a ring in relaxation time scale Jinho Baik and Zhipeng Liu March 1, 2017 Abstract We consider the totally asymmetric simple exclusion process on a ring with flat and step initial

More information

Height fluctuations of stationary TASEP on a ring in relaxation time scale

Height fluctuations of stationary TASEP on a ring in relaxation time scale Height fluctuations of stationary TASEP on a ring in relaxation time scale Zhipeng iu March 1, 2017 Abstract We consider the totally asymmetric simple exclusion process on a ring with stationary initial

More information

Convergence of the two-point function of the stationary TASEP

Convergence of the two-point function of the stationary TASEP Convergence of the two-point function of the stationary TASEP Jinho Baik, Patrik L. Ferrari, and Sandrine Péché Abstract We consider the two-point function of the totally asymmetric simple exclusion process

More information

Airy and Pearcey Processes

Airy and Pearcey Processes Airy and Pearcey Processes Craig A. Tracy UC Davis Probability, Geometry and Integrable Systems MSRI December 2005 1 Probability Space: (Ω, Pr, F): Random Matrix Models Gaussian Orthogonal Ensemble (GOE,

More information

Rectangular Young tableaux and the Jacobi ensemble

Rectangular Young tableaux and the Jacobi ensemble Rectangular Young tableaux and the Jacobi ensemble Philippe Marchal October 20, 2015 Abstract It has been shown by Pittel and Romik that the random surface associated with a large rectangular Young tableau

More information

Random matrices and determinantal processes

Random matrices and determinantal processes Random matrices and determinantal processes Patrik L. Ferrari Zentrum Mathematik Technische Universität München D-85747 Garching 1 Introduction The aim of this work is to explain some connections between

More information

Determinantal point processes and random matrix theory in a nutshell

Determinantal point processes and random matrix theory in a nutshell Determinantal point processes and random matrix theory in a nutshell part I Manuela Girotti based on M. Girotti s PhD thesis and A. Kuijlaars notes from Les Houches Winter School 202 Contents Point Processes

More information

Large deviations of the top eigenvalue of random matrices and applications in statistical physics

Large deviations of the top eigenvalue of random matrices and applications in statistical physics Large deviations of the top eigenvalue of random matrices and applications in statistical physics Grégory Schehr LPTMS, CNRS-Université Paris-Sud XI Journées de Physique Statistique Paris, January 29-30,

More information

Scaling exponents for certain 1+1 dimensional directed polymers

Scaling exponents for certain 1+1 dimensional directed polymers Scaling exponents for certain 1+1 dimensional directed polymers Timo Seppäläinen Department of Mathematics University of Wisconsin-Madison 2010 Scaling for a polymer 1/29 1 Introduction 2 KPZ equation

More information

Double contour integral formulas for the sum of GUE and one matrix model

Double contour integral formulas for the sum of GUE and one matrix model Double contour integral formulas for the sum of GUE and one matrix model Based on arxiv:1608.05870 with Tom Claeys, Arno Kuijlaars, and Karl Liechty Dong Wang National University of Singapore Workshop

More information

Asymptotics in ASEP with Step Initial Condition

Asymptotics in ASEP with Step Initial Condition Commun. Math. Phys. 290, 29 54 (2009) Digital Object Identifier (DOI) 0.007/s00220-009-076-0 Communications in Mathematical Physics Asymptotics in ASEP with Step Initial Condition Craig A. Tracy, Harold

More information

Regularity Structures

Regularity Structures Regularity Structures Martin Hairer University of Warwick Seoul, August 14, 2014 What are regularity structures? Algebraic structures providing skeleton for analytical models mimicking properties of Taylor

More information

Numerical integration and importance sampling

Numerical integration and importance sampling 2 Numerical integration and importance sampling 2.1 Quadrature Consider the numerical evaluation of the integral I(a, b) = b a dx f(x) Rectangle rule: on small interval, construct interpolating function

More information

On the concentration of eigenvalues of random symmetric matrices

On the concentration of eigenvalues of random symmetric matrices On the concentration of eigenvalues of random symmetric matrices Noga Alon Michael Krivelevich Van H. Vu April 23, 2012 Abstract It is shown that for every 1 s n, the probability that the s-th largest

More information

Geometric RSK, Whittaker functions and random polymers

Geometric RSK, Whittaker functions and random polymers Geometric RSK, Whittaker functions and random polymers Neil O Connell University of Warwick Advances in Probability: Integrability, Universality and Beyond Oxford, September 29, 2014 Collaborators: I.

More information

arxiv: v3 [math.pr] 6 Sep 2012

arxiv: v3 [math.pr] 6 Sep 2012 TAILS OF THE ENDPOINT DISTRIBUTION OF DIRECTED POLYMERS JEREMY QUASTEL AND DANIEL REMENIK arxiv:123.297v3 [math.pr] 6 Sep 212 Abstract. We prove that the random variable T = arg max t R {A 2t t 2 }, where

More information

30 August Jeffrey Kuan. Harvard University. Interlacing Particle Systems and the. Gaussian Free Field. Particle. System. Gaussian Free Field

30 August Jeffrey Kuan. Harvard University. Interlacing Particle Systems and the. Gaussian Free Field. Particle. System. Gaussian Free Field s Interlacing s Harvard University 30 August 2011 s The[ particles ] live on a lattice in the quarter plane. There are j+1 2 particles on the jth level. The particles must satisfy an interlacing property.

More information

Differential Equations for Dyson Processes

Differential Equations for Dyson Processes Differential Equations for Dyson Processes Joint work with Harold Widom I. Overview We call Dyson process any invariant process on ensembles of matrices in which the entries undergo diffusion. Dyson Brownian

More information

Domino tilings, non-intersecting Random Motions and Critical Processes

Domino tilings, non-intersecting Random Motions and Critical Processes Domino tilings, non-intersecting Random Motions and Critical Processes Pierre van Moerbeke Université de Louvain, Belgium & Brandeis University, Massachusetts Institute of Physics, University of Edinburgh

More information

Fluctuations of TASEP on a ring in relaxation time scale

Fluctuations of TASEP on a ring in relaxation time scale Fluctuations of TASEP on a ring in relaxation time scale Jinho Baik and Zhipeng Liu March 2, 2017 arxiv:1605.07102v3 [math-ph] 1 Mar 2017 Abstract We consider the totally asymmetric simple exclusion process

More information

KARDAR-PARISI-ZHANG UNIVERSALITY

KARDAR-PARISI-ZHANG UNIVERSALITY KARDAR-PARISI-ZHANG UNIVERSALITY IVAN CORWIN This is the article by the same name which was published in the March 2016 issue of the AMS Notices. Due to space constraints, some references contained here

More information

MATRIX KERNELS FOR THE GAUSSIAN ORTHOGONAL AND SYMPLECTIC ENSEMBLES

MATRIX KERNELS FOR THE GAUSSIAN ORTHOGONAL AND SYMPLECTIC ENSEMBLES Ann. Inst. Fourier, Grenoble 55, 6 (5), 197 7 MATRIX KERNELS FOR THE GAUSSIAN ORTHOGONAL AND SYMPLECTIC ENSEMBLES b Craig A. TRACY & Harold WIDOM I. Introduction. For a large class of finite N determinantal

More information

Brownian Motion. An Undergraduate Introduction to Financial Mathematics. J. Robert Buchanan. J. Robert Buchanan Brownian Motion

Brownian Motion. An Undergraduate Introduction to Financial Mathematics. J. Robert Buchanan. J. Robert Buchanan Brownian Motion Brownian Motion An Undergraduate Introduction to Financial Mathematics J. Robert Buchanan 2010 Background We have already seen that the limiting behavior of a discrete random walk yields a derivation of

More information

RESEARCH STATEMENT FOR IVAN CORWIN

RESEARCH STATEMENT FOR IVAN CORWIN RESEARCH STATEMENT FOR IVAN CORWIN 1. Introduction and motivation I am interested in the probabilistic analysis of large scale, complex systems which arise in physics, chemistry, biology and mathematics

More information

Large deviations and fluctuation exponents for some polymer models. Directed polymer in a random environment. KPZ equation Log-gamma polymer

Large deviations and fluctuation exponents for some polymer models. Directed polymer in a random environment. KPZ equation Log-gamma polymer Large deviations and fluctuation exponents for some polymer models Timo Seppäläinen Department of Mathematics University of Wisconsin-Madison 211 1 Introduction 2 Large deviations 3 Fluctuation exponents

More information

Determinantal point processes and random matrix theory in a nutshell

Determinantal point processes and random matrix theory in a nutshell Determinantal point processes and random matrix theory in a nutshell part II Manuela Girotti based on M. Girotti s PhD thesis, A. Kuijlaars notes from Les Houches Winter School 202 and B. Eynard s notes

More information

Analysis-3 lecture schemes

Analysis-3 lecture schemes Analysis-3 lecture schemes (with Homeworks) 1 Csörgő István November, 2015 1 A jegyzet az ELTE Informatikai Kar 2015. évi Jegyzetpályázatának támogatásával készült Contents 1. Lesson 1 4 1.1. The Space

More information

How to Use Calculus Like a Physicist

How to Use Calculus Like a Physicist How to Use Calculus Like a Physicist Physics A300 Fall 2004 The purpose of these notes is to make contact between the abstract descriptions you may have seen in your calculus classes and the applications

More information

Herbert Stahl s proof of the BMV conjecture

Herbert Stahl s proof of the BMV conjecture Herbert Stahl s proof of the BMV conjecture A. Eremenko August 25, 203 Theorem. Let A and B be two n n Hermitian matrices, where B is positive semi-definite. Then the function is absolutely monotone, that

More information

Performance Evaluation of Generalized Polynomial Chaos

Performance Evaluation of Generalized Polynomial Chaos Performance Evaluation of Generalized Polynomial Chaos Dongbin Xiu, Didier Lucor, C.-H. Su, and George Em Karniadakis 1 Division of Applied Mathematics, Brown University, Providence, RI 02912, USA, gk@dam.brown.edu

More information

Multiple Random Variables

Multiple Random Variables Multiple Random Variables Joint Probability Density Let X and Y be two random variables. Their joint distribution function is F ( XY x, y) P X x Y y. F XY ( ) 1, < x

More information

Multi-point distribution of periodic TASEP

Multi-point distribution of periodic TASEP Multi-point distribution of periodic TASEP Jinho Baik and Zhipeng Liu October 9, 207 Abstract The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The

More information

MS 3011 Exercises. December 11, 2013

MS 3011 Exercises. December 11, 2013 MS 3011 Exercises December 11, 2013 The exercises are divided into (A) easy (B) medium and (C) hard. If you are particularly interested I also have some projects at the end which will deepen your understanding

More information

Observer design for a general class of triangular systems

Observer design for a general class of triangular systems 1st International Symposium on Mathematical Theory of Networks and Systems July 7-11, 014. Observer design for a general class of triangular systems Dimitris Boskos 1 John Tsinias Abstract The paper deals

More information

Triangular matrices and biorthogonal ensembles

Triangular matrices and biorthogonal ensembles /26 Triangular matrices and biorthogonal ensembles Dimitris Cheliotis Department of Mathematics University of Athens UK Easter Probability Meeting April 8, 206 2/26 Special densities on R n Example. n

More information

arxiv: v3 [cond-mat.dis-nn] 6 Oct 2017

arxiv: v3 [cond-mat.dis-nn] 6 Oct 2017 Midpoint distribution of directed polymers in the stationary regime: exact result through linear response Christian Maes and Thimothée Thiery Instituut voor Theoretische Fysica, KU Leuven arxiv:1704.06909v3

More information

Fredholm determinant with the confluent hypergeometric kernel

Fredholm determinant with the confluent hypergeometric kernel Fredholm determinant with the confluent hypergeometric kernel J. Vasylevska joint work with I. Krasovsky Brunel University Dec 19, 2008 Problem Statement Let K s be the integral operator acting on L 2

More information

Summary of basic probability theory Math 218, Mathematical Statistics D Joyce, Spring 2016

Summary of basic probability theory Math 218, Mathematical Statistics D Joyce, Spring 2016 8. For any two events E and F, P (E) = P (E F ) + P (E F c ). Summary of basic probability theory Math 218, Mathematical Statistics D Joyce, Spring 2016 Sample space. A sample space consists of a underlying

More information

Fluctuations of random tilings and discrete Beta-ensembles

Fluctuations of random tilings and discrete Beta-ensembles Fluctuations of random tilings and discrete Beta-ensembles Alice Guionnet CRS (E S Lyon) Advances in Mathematics and Theoretical Physics, Roma, 2017 Joint work with A. Borodin, G. Borot, V. Gorin, J.Huang

More information

arxiv:math/ v1 [math.fa] 1 Jan 2001

arxiv:math/ v1 [math.fa] 1 Jan 2001 arxiv:math/0101008v1 [math.fa] 1 Jan 2001 On the determinant formulas by Borodin, Okounkov, Baik, Deift, and Rains A. Böttcher We give alternative proofs to (block case versions of) some formulas for Toeplitz

More information

RANDOM MATRIX THEORY AND TOEPLITZ DETERMINANTS

RANDOM MATRIX THEORY AND TOEPLITZ DETERMINANTS RANDOM MATRIX THEORY AND TOEPLITZ DETERMINANTS David García-García May 13, 2016 Faculdade de Ciências da Universidade de Lisboa OVERVIEW Random Matrix Theory Introduction Matrix ensembles A sample computation:

More information

RENORMALIZATION OF DYSON S VECTOR-VALUED HIERARCHICAL MODEL AT LOW TEMPERATURES

RENORMALIZATION OF DYSON S VECTOR-VALUED HIERARCHICAL MODEL AT LOW TEMPERATURES RENORMALIZATION OF DYSON S VECTOR-VALUED HIERARCHICAL MODEL AT LOW TEMPERATURES P. M. Bleher (1) and P. Major (2) (1) Keldysh Institute of Applied Mathematics of the Soviet Academy of Sciences Moscow (2)

More information

MATRIX INTEGRALS AND MAP ENUMERATION 2

MATRIX INTEGRALS AND MAP ENUMERATION 2 MATRIX ITEGRALS AD MAP EUMERATIO 2 IVA CORWI Abstract. We prove the generating function formula for one face maps and for plane diagrams using techniques from Random Matrix Theory and orthogonal polynomials.

More information

Fluctuations of random tilings and discrete Beta-ensembles

Fluctuations of random tilings and discrete Beta-ensembles Fluctuations of random tilings and discrete Beta-ensembles Alice Guionnet CRS (E S Lyon) Workshop in geometric functional analysis, MSRI, nov. 13 2017 Joint work with A. Borodin, G. Borot, V. Gorin, J.Huang

More information

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS PROBABILITY: LIMIT THEOREMS II, SPRING 218. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please

More information

I. Corwin. 230 Notices of the AMS Volume 63, Number 3

I. Corwin. 230 Notices of the AMS Volume 63, Number 3 I. Corwin Universality in Random Systems Universality in complex random systems is a striking concept which has played a central role in the direction of research within probability, mathematical physics

More information

Spherical models of interface growth

Spherical models of interface growth Spherical models of interface growth Malte Henkel Groupe de Physique Statistique Institut Jean Lamour, Université de Lorraine Nancy, France co-author: X. Durang (KIAS Seoul) CompPhys 14, Leipzig, 27 th

More information

ELEMENTS OF PROBABILITY THEORY

ELEMENTS OF PROBABILITY THEORY ELEMENTS OF PROBABILITY THEORY Elements of Probability Theory A collection of subsets of a set Ω is called a σ algebra if it contains Ω and is closed under the operations of taking complements and countable

More information

This is a Gaussian probability centered around m = 0 (the most probable and mean position is the origin) and the mean square displacement m 2 = n,or

This is a Gaussian probability centered around m = 0 (the most probable and mean position is the origin) and the mean square displacement m 2 = n,or Physics 7b: Statistical Mechanics Brownian Motion Brownian motion is the motion of a particle due to the buffeting by the molecules in a gas or liquid. The particle must be small enough that the effects

More information

On the Perturbative Stability of des QFT s

On the Perturbative Stability of des QFT s On the Perturbative Stability of des QFT s D. Boyanovsky, R.H. arxiv:3.4648 PPCC Workshop, IGC PSU 22 Outline Is de Sitter space stable? Polyakov s views Some quantum Mechanics: The Wigner- Weisskopf Method

More information

Multiple orthogonal polynomials. Bessel weights

Multiple orthogonal polynomials. Bessel weights for modified Bessel weights KU Leuven, Belgium Madison WI, December 7, 2013 Classical orthogonal polynomials The (very) classical orthogonal polynomials are those of Jacobi, Laguerre and Hermite. Classical

More information

Random Growth and Random Matrices

Random Growth and Random Matrices Random Growth and Random Matrices Kurt Johansson Abstract. We give a survey of some of the recent results on certain two-dimensional random growth models and their relation to random matrix theory, in

More information

1 Tridiagonal matrices

1 Tridiagonal matrices Lecture Notes: β-ensembles Bálint Virág Notes with Diane Holcomb 1 Tridiagonal matrices Definition 1. Suppose you have a symmetric matrix A, we can define its spectral measure (at the first coordinate

More information

We denote the derivative at x by DF (x) = L. With respect to the standard bases of R n and R m, DF (x) is simply the matrix of partial derivatives,

We denote the derivative at x by DF (x) = L. With respect to the standard bases of R n and R m, DF (x) is simply the matrix of partial derivatives, The derivative Let O be an open subset of R n, and F : O R m a continuous function We say F is differentiable at a point x O, with derivative L, if L : R n R m is a linear transformation such that, for

More information

November 18, 2013 ANALYTIC FUNCTIONAL CALCULUS

November 18, 2013 ANALYTIC FUNCTIONAL CALCULUS November 8, 203 ANALYTIC FUNCTIONAL CALCULUS RODICA D. COSTIN Contents. The spectral projection theorem. Functional calculus 2.. The spectral projection theorem for self-adjoint matrices 2.2. The spectral

More information

Regularity of the density for the stochastic heat equation

Regularity of the density for the stochastic heat equation Regularity of the density for the stochastic heat equation Carl Mueller 1 Department of Mathematics University of Rochester Rochester, NY 15627 USA email: cmlr@math.rochester.edu David Nualart 2 Department

More information

arxiv: v1 [math.pr] 7 Oct 2017

arxiv: v1 [math.pr] 7 Oct 2017 From the totally asymmetric simple exclusion process to the KPZ fixed point Jeremy Quastel and Konstantin Matetski arxiv:171002635v1 mathpr 7 Oct 2017 Abstract These notes are based on the article Matetski

More information

Problem 1A. Find the volume of the solid given by x 2 + z 2 1, y 2 + z 2 1. (Hint: 1. Solution: The volume is 1. Problem 2A.

Problem 1A. Find the volume of the solid given by x 2 + z 2 1, y 2 + z 2 1. (Hint: 1. Solution: The volume is 1. Problem 2A. Problem 1A Find the volume of the solid given by x 2 + z 2 1, y 2 + z 2 1 (Hint: 1 1 (something)dz) Solution: The volume is 1 1 4xydz where x = y = 1 z 2 This integral has value 16/3 Problem 2A Let f(x)

More information

arxiv: v1 [math.pr] 14 Nov 2017

arxiv: v1 [math.pr] 14 Nov 2017 GOE AND Airy 2 1 MARGINAL DISTRIBUTION VIA SYMPLECTIC SCHUR FUNCTIONS ELIA BISI AND NIKOS ZYGOURAS arxiv:1711.512v1 [math.pr] 14 Nov 217 To Raghu Varadhan with great respect on the occasion of his 75th

More information

Stochastic Differential Equations Related to Soft-Edge Scaling Limit

Stochastic Differential Equations Related to Soft-Edge Scaling Limit Stochastic Differential Equations Related to Soft-Edge Scaling Limit Hideki Tanemura Chiba univ. (Japan) joint work with Hirofumi Osada (Kyushu Unv.) 2012 March 29 Hideki Tanemura (Chiba univ.) () SDEs

More information

Strong Markov property of determinatal processes

Strong Markov property of determinatal processes Strong Markov property of determinatal processes Hideki Tanemura Chiba university (Chiba, Japan) (August 2, 2013) Hideki Tanemura (Chiba univ.) () Markov process (August 2, 2013) 1 / 27 Introduction The

More information

Physics 127b: Statistical Mechanics. Renormalization Group: 1d Ising Model. Perturbation expansion

Physics 127b: Statistical Mechanics. Renormalization Group: 1d Ising Model. Perturbation expansion Physics 17b: Statistical Mechanics Renormalization Group: 1d Ising Model The ReNormalization Group (RNG) gives an understanding of scaling and universality, and provides various approximation schemes to

More information

Fluctuations of the free energy of spherical spin glass

Fluctuations of the free energy of spherical spin glass Fluctuations of the free energy of spherical spin glass Jinho Baik University of Michigan 2015 May, IMS, Singapore Joint work with Ji Oon Lee (KAIST, Korea) Random matrix theory Real N N Wigner matrix

More information