Stationary measures for integrable probabilistic systems
BibTex
@misc{ scivideos_ICTS:30037, doi = {}, url = {https://youtu.be/O_ga8C1LffE}, author = {}, keywords = {}, language = {en}, title = {Stationary measures for integrable probabilistic systems}, publisher = {}, year = {2024}, month = {oct}, note = {ICTS:30037 see, \url{https://scivideos.org/index.php/icts-tifr/30037}} }
Guillaume Barraquand
Talk numberICTS:30037
Source RepositoryICTS-TIFR
Abstract
We will present a method for computing the stationary measures of integrable probabilistic systems on finite domains. Focusing on the example of a well-studied model called last passage percolation, we will describe the stationary measure in various ways, and emphasize the key role played by Schur symmetric functions. The method works as well for other models and their associated families of symmetric functions, suchas Whittaker functions or Hall-Littlewood polynomials. We will also discuss how this is related to the traditional approach for computing stationary measures of interacting particle systems between boundary reservoirs: the matrix product ansatz.