18.677 Stochastic Processes
Overview
The class will start with a survey of key objects that arise in Integrable Probability and main types of results one proves about them. Students will be asked to pick their favorite topic and prepare a presentation (which would be required for a grade). The course will also feature outside lecturers giving survey and research talks related to the class.
The class meets on Tuesdays and Thursdays, 2:30-4 pm.
Lectures will be automatically recorded.
Outside lectures will be posted below, and are also available here.
Title: A survey on dense O(n) loop models.
Title: Domino Tilings and the Arctic Circle Theorem.
Title: Evaluating Littlewood-Richardson coefficients via Integrable Tilings.
Title: Lozenge tilings and the Gaussian free field on a cylinder.
Abstract: In this talk I will first give an expository survey of some of what is known and conjectured about limit shapes and Gaussian free field fluctuations for height functions of random lozenge tilings. I will then discuss new results on lozenge tilings on an infinite cylinder, which may be analyzed using the periodic Schur process introduced by Borodin, and which exhibit interesting behaviors not present for tilings of simply connected domains. Under one variant of the $q^{vol}$ measure, corresponding to random cylindric partitions, the height function converges to a deterministic limit shape and fluctuations around it are given by the Gaussian free field in the conformal structure predicted by the Kenyon-Okounkov conjecture. Under another variant, corresponding to an unrestricted tiling model on the cylinder, the fluctuations are given by the same Gaussian free field with an additional discrete Gaussian shift component. Fluctuations of the latter type have been previously conjectured by Gorin for tiling models on planar domains with holes. This is joint work with Andrew Ahn and Marianna Russkikh.
04/22/2021. Speaker: Jonas Arista (Center for Mathematical Modeling, University of Chile)
Abstract: Non-intersecting processes in one dimension have long been an integral part of random matrix theory, at least since the pioneering work of F. Dyson in the 1960s. For example, if one considers n independent one-dimensional Brownian particles, started at the origin and conditioned not to intersect up to a fixed time T, then the locations of the particles at time T have the same distribution as the eigenvalues of a random real symmetric n×n matrix with independent centred Gaussian entries, with variance T on the diagonal and T/2 above the diagonal, this is known as the Gaussian Orthogonal Ensemble (or GOE). For planar (two-dimensional) state space processes, it is not clear how to generalise the above connections since the paths under consideration are allowed to have self-intersections (or loops). In this talk, we address this problem and consider systems of random walks in planar graphs constrained to a certain type of non-intersection between their loop-erased parts (this is closely related to connectivity probabilities of branches of the uniform spanning tree). We show that in a suitable scaling limit in terms of independent planar Brownian motions, certain exist distributions have also connections with random matrices, mainly Cauchy-type and circular ensembles. This is joint work with Neil O’Connell.
04/20/2021. No lecture because of student holiday. The next lecture is on Thursday 4/22.
04/15/2021. Speaker: Mustazee Rahman (Durham University)
Abstract: Planar random growth models are irreversible statistical mechanical systems with a notion of time evolution. It is of some interest to understand this evolution by studying joint distribution of points along the time-like direction. One of these models, polynuclear growth or last passage percolation, has allowed exact statistical calculations due to a close relation to determinantal processes. I will discuss recent works with Kurt Johansson where we calculate its time-like distribution using ideas surrounding determinantal processes. One can take a scaling limit of this distribution, which is then expected to be universal for the time distribution of many random growth models.
Title: Induced Probability Distributions on Double Cosets
03/09/2021. No lecture because of Monday schedule. The next lecture is on Thursday 3/11.
Course Summary:
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