Directed polymers and the quantum Toda lattice
Speaker:
Neil O'Connell, University of Warwick
Date and Time:
Monday, February 14, 2011 - 9:00am to 10:00am
Location:
Fields Institute, Room 230
Abstract:
We characterise 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 multi-dimensional generalisation 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.