2,281 research outputs found
Infinite-dimensional diffusions as limits of random walks on partitions
The present paper originated from our previous study of the problem of
harmonic analysis on the infinite symmetric group. This problem leads to a
family {P_z} of probability measures, the z-measures, which depend on the
complex parameter z. The z-measures live on the Thoma simplex, an
infinite-dimensional compact space which is a kind of dual object to the
infinite symmetric group. The aim of the paper is to introduce stochastic
dynamics related to the z-measures. Namely, we construct a family of diffusion
processes in the Toma simplex indexed by the same parameter z. Our diffusions
are obtained from certain Markov chains on partitions of natural numbers n in a
scaling limit as n goes to infinity. These Markov chains arise in a natural
way, due to the approximation of the infinite symmetric group by the increasing
chain of the finite symmetric groups. Each z-measure P_z serves as a unique
invariant distribution for the corresponding diffusion process, and the process
is ergodic with respect to P_z. Moreover, P_z is a symmetrizing measure, so
that the process is reversible. We describe the spectrum of its generator and
compute the associated (pre)Dirichlet form.Comment: AMSTex, 33 pages. Version 2: minor changes, typos corrected, to
appear in Prob. Theor. Rel. Field
Asymptotics of a discrete-time particle system near a reflecting boundary
We examine a discrete-time Markovian particle system on the quarter-plane
introduced by M. Defosseux. The vertical boundary acts as a reflecting wall.
The particle system lies in the Anisotropic Kardar-Parisi-Zhang with a wall
universality class. After projecting to a single horizontal level, we take the
longtime asymptotics and obtain the discrete Jacobi and symmetric Pearcey
kernels. This is achieved by showing that the particle system is identical to a
Markov chain arising from representations of the infinite-dimensional
orthogonal group. The fixed-time marginals of this Markov chain are known to be
determinantal point processes, allowing us to take the limit of the correlation
kernel.
We also give a simple example which shows that in the multi-level case, the
particle system and the Markov chain evolve differently.Comment: 16 pages, Version 2 improves the expositio
Non-intersecting squared Bessel paths: critical time and double scaling limit
We consider the double scaling limit for a model of non-intersecting
squared Bessel processes in the confluent case: all paths start at time
at the same positive value , remain positive, and are conditioned to end
at time at . After appropriate rescaling, the paths fill a region in
the --plane as that intersects the hard edge at at a
critical time . In a previous paper (arXiv:0712.1333), the scaling
limits for the positions of the paths at time were shown to be
the usual scaling limits from random matrix theory. Here, we describe the limit
as of the correlation kernel at critical time and in the
double scaling regime. We derive an integral representation for the limit
kernel which bears some connections with the Pearcey kernel. The analysis is
based on the study of a matrix valued Riemann-Hilbert problem by
the Deift-Zhou steepest descent method. The main ingredient is the construction
of a local parametrix at the origin, out of the solutions of a particular
third-order linear differential equation, and its matching with a global
parametrix.Comment: 53 pages, 15 figure
Exact Domain Integration in the Boundary Element Method for 2D Poisson Equation
Boundary value problems for Poisson equation often
appear in electrical engineering applications, such as magnetic
and electric field modeling and so on. In such context, effective
techniques of solving such equations are subject of continuous
development. This article reports an exact formula for domain
integral in boundary-integral form of 2D Poisson Equation. This
formula is derived for rectangle domain element
Eynard-Mehta theorem, Schur process, and their pfaffian analogs
We give simple linear algebraic proofs of Eynard-Mehta theorem,
Okounkov-Reshetikhin formula for the correlation kernel of the Schur process,
and Pfaffian analogs of these results. We also discuss certain general
properties of the spaces of all determinantal and Pfaffian processes on a given
finite set.Comment: AMSTeX, 21 pages, a new section adde
On Conceptually Simple Algorithms for Variants of Online Bipartite Matching
We present a series of results regarding conceptually simple algorithms for
bipartite matching in various online and related models. We first consider a
deterministic adversarial model. The best approximation ratio possible for a
one-pass deterministic online algorithm is , which is achieved by any
greedy algorithm. D\"urr et al. recently presented a -pass algorithm called
Category-Advice that achieves approximation ratio . We extend their
algorithm to multiple passes. We prove the exact approximation ratio for the
-pass Category-Advice algorithm for all , and show that the
approximation ratio converges to the inverse of the golden ratio
as goes to infinity. The convergence is
extremely fast --- the -pass Category-Advice algorithm is already within
of the inverse of the golden ratio.
We then consider a natural greedy algorithm in the online stochastic IID
model---MinDegree. This algorithm is an online version of a well-known and
extensively studied offline algorithm MinGreedy. We show that MinDegree cannot
achieve an approximation ratio better than , which is guaranteed by any
consistent greedy algorithm in the known IID model.
Finally, following the work in Besser and Poloczek, we depart from an
adversarial or stochastic ordering and investigate a natural randomized
algorithm (MinRanking) in the priority model. Although the priority model
allows the algorithm to choose the input ordering in a general but well defined
way, this natural algorithm cannot obtain the approximation of the Ranking
algorithm in the ROM model
Airy processes and variational problems
We review the Airy processes; their formulation and how they are conjectured
to govern the large time, large distance spatial fluctuations of one
dimensional random growth models. We also describe formulas which express the
probabilities that they lie below a given curve as Fredholm determinants of
certain boundary value operators, and the several applications of these
formulas to variational problems involving Airy processes that arise in
physical problems, as well as to their local behaviour.Comment: Minor corrections. 41 pages, 4 figures. To appear as chapter in "PASI
Proceedings: Topics in percolative and disordered systems
Effects of Particle Shape on Growth Dynamics at Edges of Evaporating Colloidal Drops
We study the influence of particle shape on growth processes at the edges of
evaporating drops. Aqueous suspensions of colloidal particles evaporate on
glass slides, and convective flows during evaporation carry particles from drop
center to drop edge, where they accumulate. The resulting particle deposits
grow inhomogeneously from the edge in two-dimensions, and the deposition front,
or growth line, varies spatio-temporally. Measurements of the fluctuations of
the deposition front during evaporation enable us to identify distinct growth
processes that depend strongly on particle shape. Sphere deposition exhibits a
classic Poisson like growth process; deposition of slightly anisotropic
particles, however, belongs to the Kardar-Parisi-Zhang (KPZ) universality
class, and deposition of highly anisotropic ellipsoids appears to belong to a
third universality class, characterized by KPZ fluctuations in the presence of
quenched disorder
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