Directed polymers and the quantum Toda lattice
classification
🧮 math.PR
math-phmath.MP
keywords
browniandirectedlatticequantumtodaassociatedcharacterizeconcerning
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.