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Integrable probability - Lecture 1

By Ivan Corwin

Appears in collection : School on disordered systems, random spatial processes and some applications : introductory school / Ecole sur les systèmes désordonnés, processus spatiaux aléatoires et certaines applications : école d'introduction

A number of probabilistic systems which can be analyzed in great detail due to certain algebraic structures behind them. These systems include certain directed polymer models, random growth process, interacting particle systems and stochastic PDEs; their analysis yields information on certain universality classes, such as the Kardar-Parisi-Zhang; and these structures include Macdonald processes and quantum integrable systems. We will provide background on this growing area of research and delve into a few of the recent developments.

Kardar-Parisi-Zhang - interacting particle systems - random growth processes - directed polymers - Markov duality - quantum integrable systems - Bethe ansatz - asymmetric simple exclusion process - stochastic partial differential equations

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Citation data

  • DOI 10.24350/CIRM.V.18660203
  • Cite this video Corwin, Ivan (05/01/2015). Integrable probability - Lecture 1. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18660203
  • URL https://dx.doi.org/10.24350/CIRM.V.18660203

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Bibliography

  • Borodin, A., Corwin, I., & Sasamoto, T. (2014). From duality to determinants for $q$-TASEP and ASEP. <arXiv:1207.5035> - http://arxiv.org/abs/1207.5035
  • Borodin, A., Corwin, I., Petrov, L., & Sasamoto, T. (2014). Spectral theory for the $q$-Boson particle system. <arXiv:1308.3475> - http://arxiv.org/abs/1308.3475
  • Borodin, A., Corwin, I., Petrov, L., & Sasamoto, T. (2014). Spectral theory for interacting particle systems solvable by coordinate Bethe ansatz. <arXiv:1407.8534> - http://arxiv.org/abs/1407.8534
  • Corwin, I. (2014). EXACT Exact solvability of some SPDEs. MSRI Summer Graduate School on Stochastic Partial Differential Equations, Jul 2014, Berkeley, California, United States - http://www.math.columbia.edu/~corwin/MSRIJuly2014.pdf
  • Corwin, I. (2014). Macdonald processes, quantum integrable systems and the Kardar-Parisi-Zhang universality class. <arXiv:1403.6877> - http://arxiv.org/abs/1403.6877
  • Corwin, I. (2014). The $(q, \mu, \nu)$-Boson process and $(q, \mu, \nu)$-TASEP. <arXiv:1401.3321> - http://arxiv.org/abs/1401.3321

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