Shift-invariance for vertex models and polymers

Abstract

We establish a symmetry in a variety of integrable stochastic systems: Certain multi-point distributions of natural observables are unchanged under a shift of a subset of observation points. The property holds for stochastic vertex models, (1+1)d directed polymers in random media, last passage percolation, the Kardar-Parisi-Zhang equation, and the Airy sheet. In each instance it leads to computations of previously inaccessible joint distributions. The proofs rely on a combination of the Yang-Baxter integrability of the inhomogeneous colored stochastic six-vertex model and Lagrange interpolation. We also show that a simplified (Gaussian) version of our theorems is related to the invariance in law of the local time of the Brownian bridge under the shift of the observation level.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…