DIRECTED POLYMERS AND THE QUANTUM TODA LATTICE

成果类型:
Article
署名作者:
O'Connell, Neil
署名单位:
University of Warwick
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/10-AOP632
发表日期:
2012
页码:
437-458
关键词:
simple exclusion process pitmans 2m-x theorem whittaker functions Brownian motions initial condition RANDOM MATRICES free-energy REPRESENTATION eigenfunctions chain
摘要:
We characterize the law of the partition function of a Brownian directed polymer model in terms of a diffusion process associated with the quantum Toda lattice. The proof is via a multidimensional generalization of a theorem of Matsumoto and Yor concerning exponential functionals of Brownian motion. It is based on a mapping which can be regarded as a geometric variant of the RSK correspondence.