Geometric RSK and the Toda lattice

We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping, with Brownian motion as input, to the quantum Toda lattice.Comment: v2: minor correction

Random matrices, non-colliding processes and queues

This is survey of some recent results connecting random matrices, non-colliding processes and queues.Comment: To appear in Seminaire de Probabilites XXXV

A q-weighted version of the Robinson-Schensted algorithm

We introduce a q-weighted version of the Robinson-Schensted (column insertion) algorithm which is closely connected to q-Whittaker functions (or Macdonald polynomials with t=0) and reduces to the usual Robinson-Schensted algorithm when q=0. The q-insertion algorithm is `randomised', or `quantum', in the sense that when inserting a positive integer into a tableau, the output is a distribution of weights on a particular set of tableaux which includes the output which would have been obtained via the usual column insertion algorithm. There is also a notion of recording tableau in this setting. We show that the distribution of weights of the pair of tableaux obtained when one applies the q-insertion algorithm to a random word or permutation takes a particularly simple form and is closely related to q-Whittaker functions. In the case $0\le q<1$, the q-insertion algorithm applied to a random word also provides a new framework for solving the q-TASEP interacting particle system introduced (in the language of q-bosons) by Sasamoto and Wadati (1998) and yields formulas which are equivalent to some of those recently obtained by Borodin and Corwin (2011) via a stochastic evolution on discrete Gelfand-Tsetlin patterns (or semistandard tableaux) which is coupled to the q-TASEP process. We show that the sequence of P-tableaux obtained when one applies the q-insertion algorithm to a random word defines another, quite different, evolution on semistandard tableaux which is also coupled to the q-TASEP process

On the free energy of a directed polymer in a Brownian environment

We prove a formula conjectured in O'Connell and Yor (2001) for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions.Comment: 15 pages. To appear in Markov Processes and Related Filelds (J.T. Lewis special edition

Littelmann paths and brownian paths

We study some path transformations related to Littelmann path model and their applications to representation theory and Brownian motion in a Weyl chamber.Comment: 30 pages, 1 figur

Geometric RSK correspondence, Whittaker functions and symmetrized random polymers

We show that the geometric lifting of the RSK correspondence introduced by A.N. Kirillov (2001) is volume preserving with respect to a natural product measure on its domain, and that the integrand in Givental's integral formula for GL(n,R)-Whittaker functions arises naturally in this context. Apart from providing further evidence that Whittaker functions are the natural analogue of Schur polynomials in this setting, our results also provide a new `combinatorial' framework for the study of random polymers. When the input matrix consists of random inverse gamma distributed weights, the probability distribution of a polymer partition function constructed from these weights can be written down explicitly in terms of Whittaker functions. Next we restrict the geometric RSK mapping to symmetric matrices and show that the volume preserving property continues to hold. We determine the probability law of the polymer partition function with inverse gamma weights that are constrained to be symmetric about the main diagonal, with an additional factor on the main diagonal. The third combinatorial mapping studied is a variant of the geometric RSK mapping for triangular arrays, which is again showed to be volume preserving. This leads to a formula for the probability distribution of a polymer model whose paths are constrained to stay below the diagonal. We also show that the analogues of the Cauchy-Littlewood identity in the setting of this paper are equivalent to a collection of Whittaker integral identities conjectured by Bump (1989) and Bump and Friedberg (1990) and proved by Stade (2001, 2002). Our approach leads to new `combinatorial' proofs and generalizations of these identities, with some restrictions on the parameters.Comment: v2: significantly extended versio

Free fermions and the classical compact groups

There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of non-interacting free fermions with classical boundary conditions.Comment: 35 pages, 5 figures. Final versio