Directed Polymers and the Quantum Toda Lattice By
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چکیده
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. 1. Introduction. Let B 1 (t), B 2 (t),. .. , B N (t), t ≥ 0, be a collection of independent standard one-dimensional Brownian motions and write B i (s, t) = B i (t) − B i (s) for s ≤ t. Let β ∈ R, t ≥ 0, and consider the random variable
منابع مشابه
Directed polymers and the quantum Toda lattice
We give a characterization of the law of the partition function of a Brownian directed polymer model in terms of the eigenfunctions of the quantum Toda lattice. This is obtained via a multidimensional generalization of theorem of Matsumoto and Yor concerning exponential functionals of Brownian motion. Mathematics Subject Classification (2000): 15A52, 37K10, 60J65, 82D60.
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تاریخ انتشار 2012