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.

