Limit Theorems for Height Fluctuations in a Class of Discrete Space and Time Growth Models
Janko Gravner, Craig A. Tracy, Harold Widom
备注：
39 pages, 7 figures, 2 tables. The revised version eliminates the simulations and corrects a number of misprints. Version 3 adds a remark about applications to queueing theory and three related references. Version 4 corrects a minor error in Figure 3
We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of $h_t(x)$ (suitably centered and normalized) equals a Fredholm determinant previously encountered in random matrix theory. In particular, in the universal regime of large $x$ and large $t$ the limiting distribution is the Fredholm determinant with Airy kernel. In the exceptional case, called the critical regime, the limiting distribution seems not to have previously occurred. The proofs use the dual RSK algorithm, Gessel's theorem, the Borodin-Okounkov identity and a novel, rigorous saddle point analysis. In the fixed $x$, large $t$ regime, we find a Brownian motion representation. This model is equivalent to the Seppäläinen-Johansson model. Hence some of our results are not new, but the proofs are.
We study the atypically large deviations of the height $H \sim {\cal O}(t)$ at the origin at late times in $1+1$-dimensional growth models belonging to the Kardar-Parisi-Zhang (KPZ) universality class. We present exact results for the rate functions for the discrete single step growth model, as well as for the continuum KPZ equation in a droplet geometry. Based on our exact calculation of the rate functions we argue that models in the KPZ class undergo a third order phase transition from a strong coupling to a weak coupling phase, at late times.
We consider the totally asymmetric simple exclusion process on a ring with stationary initial conditions. The crossover between KPZ dynamics and equilibrium dynamics occurs when time is proportional to the $3/2$ power of the ring size. We obtain the limit of the height function along the direction of the characteristic line in this time scale. The two-point covariance function in this scale is also discussed.
We study a model of random surfaces arising in the dimer model on the honeycomb lattice. For a fixed ``wire frame'' boundary condition, as the lattice spacing $ε\to0$, Cohn, Kenyon and Propp [CKP] showed the almost sure convergence of a random surface to a non-random limit shape $Σ_0$. In [KO], Okounkov and the author showed how to parametrize the limit shapes in terms of analytic functions, in particular constructing a natural conformal structure on them. We show here that when $Σ_0$ has no facets, for a family of boundary conditions approximating the wire frame, the large-scale surface fluct…
We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$ adopts the height above the site to its left if the latter height is larger, (2) otherwise, the height above $x$ increases by 1 with probability $p_x$. We assume that $p_x$ are chosen independently at random with a common distribution $F$, and that the initial state is such that the origin is far above the other sites. Provided that the tails of the distributi…
We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height function H(T,X) grow like T^{1/3} and converge to those previously encountered in the study of the stationary totally asymmetric simple exclusion process, polynuclear growth model and last passage percolation. The starting point for this work is our derivation of a Fredholm determinant formula for Macdonald processes which degenerates to a corresponding formula fo…
The dimer model on a planar bipartite graph can be viewed as a random surface measure. We study these fluctuations for a dimer model on the square grid with two different classes of weights and provide a condition for their equivalence. In the thermodynamic limit and scaling window, these height fluctuations are shown to be non-Gaussian. They are also rotationally invariant for a certain choice of weights. Finally, we show that the height difference between any two points is Gaussian for a specific choice of weights.
We consider a discrete model for anisotropic (2+1)-dimensional growth of an interface height function. Owing to a connection with q-Whittaker functions, this system enjoys many explicit integral formulas. By considering certain Gaussian stochastic differential equation limits of the model we are able to prove a space-time limit to the (2+1)-dimensional additive stochastic heat equation (or Edwards-Wilkinson equation) along characteristic directions. In particular, the bulk height function converges to the Gaussian free field which evolves according to this stochastic PDE.
We study the invariant distributions of Hammersley's serial harness process in all dimensions and height fluctuations in one dimension. Subject to mild moment assumptions there is essentially one unique invariant distribution, and all other invariant distributions are obtained by adding harmonic functions of the averaging kernel. We identify one Gaussian case where the invariant distribution is i.i.d. Height fluctuations in one dimension obey the stochastic heat equation with additive noise (Edwards-Wilkinson universality). We prove this for correlated initial data subject to polynomial decay …
In this paper we study height fluctuations of random lozenge tilings of polygonal domains on the triangular lattice through nonintersecting Bernoulli random walks. For a large class of polygons which have exactly one horizontal upper boundary edge, we show that these random height functions converge to a Gaussian Free Field as predicted by Kenyon and Okounkov [28]. A key ingredient of our proof is a dynamical version of the discrete loop equations as introduced by Borodin, Guionnet and Gorin [5], which might be of independent interest.
We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a signed determinantal point process. The long time scaling limit of the surface height is shown to coincide with the Airy_1 process. This result holds more generally for the observation points located along any space-like path in the space-time plane. We also obtain the corresponding results for the discrete time TASEP (totally asymmetric simple exclusion process)…
Consider the classical $(2+1)$-dimensional Solid-On-Solid model above a hard wall on an $L\times L$ box of $\bbZ^2$. The model describes a crystal surface by assigning a non-negative integer height $η_x$ to each site $x$ in the box and 0 heights to its boundary. The probability of a surface configuration $η$ is proportional to $\exp(-β\mathcal{H}(η))$, where $β$ is the inverse-temperature and $\mathcal{H}(η)$ sums the absolute values of height differences between neighboring sites. We give a full description of the shape of the SOS surface for low enough temperatures. First we show that with h…
We study a class of close-packed dimer models on the square lattice, in the presence of small but extensive perturbations that make them non-determinantal. Examples include the 6-vertex model close to the free-fermion point, and the dimer model with plaquette interaction previously analyzed in \cite{A,AL,GMT17a,GMT17b}. By tuning the edge weights, we can impose a non-zero average tilt for the height function, so that the considered models are in general not symmetric under discrete rotations and reflections. In the determinantal case, height fluctuations in the massless (or `liquid') phase sca…
We consider a new interacting particle system on the one-dimensional lattice that interpolates between TASEP and Toom's model: A particle cannot jump to the right if the neighboring site is occupied, and when jumping to the left it simply pushes all the neighbors that block its way. We prove that for flat and step initial conditions, the large time fluctuations of the height function of the associated growth model along any space-like path are described by the Airy_1 and Airy_2 processes. This includes fluctuations of the height profile for a fixed time and fluctuations of a tagged particle's …
In ballistic deposition (BD), $(d+1)$-dimensional particles fall sequentially at random towards an initially flat, large but bounded $d$-dimensional surface, and each particle sticks to the first point of contact. For both lattice and continuum BD, a law of large numbers in the thermodynamic limit establishes convergence of the mean height and surface width of the interface to constants $h(t)$ and $w(t)$, respectively, depending on time $t$. We show that $h(t)$ is asymptotically linear in $t$, while $w(t)$ grows at least logarithmically in $t$ when $d=1$. We also give duality results saying th…
Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate. In each case the power laws of the covariance for short and long times are obtained. They are derived from a variational problem involving two independent Airy processes. For stationary initial conditions we derive an exact formula for the stationary covariance with two approaches: (1) the variational problem and (2) deriving the covariance of the time-integrate…
For stationary KPZ growth in 1+1 dimensions the height fluctuations are governed by the Baik-Rains distribution. Using the totally asymmetric single step growth model, alias TASEP, we investigate height fluctuations for a general class of spatially homogeneous random initial conditions. We prove that for TASEP there is a one-parameter family of limit distributions, labeled by the diffusion coefficient of the initial conditions. The distributions are defined through a variational formula. We use Monte Carlo simulations to obtain their numerical plots. Also discussed is the connection to the six…
Height functions of growing random surfaces are often conjectured to be superconcentrated, meaning that their variances grow sublinearly in time. This article introduces a new concept, called subroughness, meaning that there exist two distinct points such that the expected squared difference between the heights at these points grows sublinearly in time. The main result of the paper is that superconcentration is equivalent to subroughness in a class of growing random surfaces. The result is applied to establish superconcentration in a variant of the restricted solid-on-solid (RSOS) model and in…
We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a determinantal process, for which the asymptotics can be analyzed. In the scaling limit, the fluctuations near the origin are shown to be equivalent to those of the largest eigenvalue of the orthogonal/symplectic to unitary transition ensemble at soft edge in random matrix theory.
We consider the totally asymmetric simple exclusion process (TASEP) with two different initial conditions with shock discontinuities formed by blocks of fully packed particles. Initially a second class particle is at the left of a shock discontinuity. Using multicolored TASEP we derive exact formulas for the distribution of the second class particle and colored height functions. These are given in terms of the height function at different positions of a single TASEP configuration. We study the limiting distributions of second class particles (and colored height functions). The result depends o…
We consider a non-integrable model for interacting dimers on the two-dimensional square lattice. Configurations are perfect matchings of $\mathbb Z^2$, i.e. subsets of edges such that each vertex is covered exactly once ("close-packing" condition). Dimer configurations are in bijection with discrete height functions, defined on faces $\boldsymbolξ$ of $\mathbb Z^2$. The non-interacting model is "integrable" and solvable via Kasteleyn theory; it is known that all the moments of the height difference $h_{\boldsymbolξ}-h_{\boldsymbolη}$ converge to those of the massless Gaussian Free Field (GFF),…
We introduce a model of a randomly growing interface in multidimensional Euclidean space. The growth model incorporates a random order model as an ingredient of its graphical construction, in a way that replicates the connection between the planar increasing sequences model and the one-dimensional Hammersley process. We prove a hydrodynamic limit for the height process, and a limit which says that certain perturbations of the random surface follow the characteristics of the macroscopic equation. By virtue of the space-time Poissonian construction, we know the macroscopic velocity function expl…
We study perfect matchings on the square-hexagon lattice with $1\times n$ periodic edge weights such that the boundary condition is given by either (1) each remaining vertex on the bottom boundary is followed by $(m-1)$ removed vertices; (2) the bottom boundary can be divided into finitely many alternating line segments where all the vertices along each line segment are either removed or remained. In Case (1), we show that under certain homeomorphism from the liquid region to the upper half plane, the height fluctuations converge to the Gaussian free field in the upper half plane. In Case (2),…
We construct a family of stochastic growth models in 2+1 dimensions, that belong to the anisotropic KPZ class. Appropriate projections of these models yield 1+1 dimensional growth models in the KPZ class and random tiling models. We show that correlation functions associated to our models have determinantal structure, and we study large time asymptotics for one of the models. The main asymptotic results are: (1) The growing surface has a limit shape that consists of facets interpolated by a curved piece. (2) The one-point fluctuations of the height function in the curved part are asymptoticall…
We study asymptotics of perfect matchings on a large class of graphs called the contracting square-hexagon lattice, which is constructed row by row from either a row of a square grid or a row of a hexagonal lattice. We assign the graph periodic edge weights with period $1\times n$, and consider the probability measure of perfect matchings in which the probability of each configuration is proportional to the product of edge weights. We show that the partition function of perfect matchings on such a graph can be computed explicitly by a Schur function depending on the edge weights. By analyzing …
We consider the ASEP and the stochastic six vertex model started with step initial data. After a long time, $T$, it is known that the one-point height function fluctuations for these systems are of order $T^{1/3}$. We prove the KPZ prediction of $T^{2/3}$ scaling in space. Namely, we prove tightness (and Brownian absolute continuity of all subsequential limits) as $T$ goes to infinity of the height function with spatial coordinate scaled by $T^{2/3}$ and fluctuations scaled by $T^{1/3}$. The starting point for proving these results is a connection discovered recently by Borodin-Bufetov-Wheeler…
We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height above $x-1$, if the latter height is larger; otherwise the height above $x$ increases by 1 with probability $p_x$. We assume that $p_x$ are chosen independently at random with a common distribution $F$, and that the initial state is such that the origin is far above the other sites. We explicitly identify the asymptotic shape and prove that, in the pure regime…
The one-dimensional polynuclear growth model with external sources at edges is studied. The height fluctuation at the origin is known to be given by either the Gaussian, the GUE Tracy-Widom distribution, or certain distributions called GOE$^2$ and $F_0$, depending on the strength of the sources. We generalize these results and show that the scaling limit of the multi-point equal time height fluctuations of the model are described by the Fredholm determinant, of which the limiting kernel is explicitly obtained. In particular we obtain two new kernels, describing transitions between the above on…
Consider the Ising model at low-temperatures and positive external field $λ$ on an $N\times N$ box with Dobrushin boundary conditions that are plus on the north, east, and west boundaries and minus on the south boundary. If $λ= 0$, the interface separating the plus and minus phases is diffusive, having $O(\sqrt N)$ height fluctuations, and the model is fully wetted. Under an order one field, the interface fluctuations are $O(1)$ and the interface is only partially wetted, being pinned to its southern boundary. We study the critical pre-wetting regime of $λ_N \downarrow 0$, where the height flu…
An unbounded one-dimensional solid-on-solid model with integer heights is studied. Unbounded here means that there is no a priori restrictions on the discret e gradient of the interface. The interaction Hamiltonian of the interface is given by a finite range part, pr oportional to the sum of height differences, plus a part of exponentially decaying long range potentials. The evolution of the interface is a reversible Markov process. We prove that if this system is started in the center of a box of size L after a time of order L^3 it reaches, with a very large probability, the top or the bottom…
We study stability of a growth process generated by sequential adsorption of particles on a one-dimensional lattice torus, that is, the process formed by the numbers of adsorbed particles at lattice sites, called heights. Here the stability of process, loosely speaking, means that its components grow at approximately the same rate. To assess stability quantitatively, we investigate the stochastic process formed by differences of heights. The model can be regarded as a variant of a Polya urn scheme with local geometric interaction.
We consider systems of $N$ diffusions in equilibrium interacting through a potential $V$. We study a "height function" which for the special choice $V(x) = \e^{-x}$, coincides with the partition function of a stationary semidiscrete polymer, also known as the (stationary) O'Connell-Yor polymer. For a general class of smooth convex potentials (generalizing the O'Connell-Yor case), we obtain the order of fluctuations of the height function by proving matching upper and lower bounds for the variance of order $N^{2/3}$, the expected scaling for models lying in the KPZ universality class. The model…
We study the abelian sandpile growth model, where n particles are added at the origin on a stable background configuration in Z^d. Any site with at least 2d particles then topples by sending one particle to each neighbor. We find that with constant background height h <= 2d-2, the diameter of the set of sites that topple has order n^{1/d}. This was previously known only for h<d. Our proof uses a strong form of the least action principle for sandpiles, and a novel method of background modification. We can extend this diameter bound to certain backgrounds in which an arbitrarily high fraction of…
The connective constant $μ(G)$ of an infinite transitive graph $G$ is the exponential growth rate of the number of self-avoiding walks from a given origin. In earlier work of Grimmett and Li, a locality theorem was proved for connective constants, namely, that the connective constants of two graphs are close in value whenever the graphs agree on a large ball around the origin. A condition of the theorem was that the graphs support so-called 'unimodular graph height functions'. When the graphs are Cayley graphs of infinite, finitely generated groups, there is a special type of unimodular graph …
We revisit a ballistic deposition process introduced by Atar, Athreya and Kang. Let $\mathcal{G}=(V,E)$ be a finite connected graph. We choose independently and uniformly vertices in $\mathcal{G}$. If a vertex $x$ is chosen and the previous height configuration is given by $h=(h_y)_{y \in V} \in \mathbb{N}_0^V$, the height $h_x$ is replaced by \[ \tilde{h}_x := 1 + \max_{y \sim x} h_y. \] We study asymptotic properties of this growth model. We determine the asymptotic growth parameter $γ(\mathcal{G} )$ for some graphs and prove a central limit theorem for the fluctuations around $γ( \mathcal{G…
We are interested in the cycles obtained by slicing at all heights random Boltzmann triangulations with a simple boundary. We establish a functional invariance principle for the lengths of these cycles, appropriately rescaled, as the size of the boundary grows. The limiting process is described using a self-similar growth-fragmentation process with explicit parameters. To this end, we introduce a branching peeling exploration of Boltzmann triangulations, which allows us to identify a crucial martingale involving the perimeters of cycles at given heights. We also use a recent result concerning …
We prove $\sqrt{\log n}$ lower bounds on the order of growth fluctuations in three planar growth models (first-passage percolation, last-passage percolation, and directed polymers) under no assumptions on the distribution of vertex or edge weights other than the minimum conditions required for avoiding pathologies. Such bounds were previously known only for certain restrictive classes of distributions.In addition, the first-passage shape fluctuation exponent is shown to be at least $1/8$, extending previous results to more general distributions.
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of fluctuations comes from the particle current across the characteristic. For a system made up of independent random walks we show that the second-order fluctuations appear at scale n^{1/4} and converge to a certain self-similar Gaussian process. If the system is in equilibrium, this limiting process specializes to fractional Brownian motion with Hurst parame…
