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Integrable Probability


This project is devoted to integrable probability. The key feature of the field is the prominent role of methods and ideas from other parts of mathematics (such as representation theory, combinatorics, integrable systems, and others) which are applied to stochastic models. This philosophy often leads to very precise limit theorems which seem to be inaccessible by more standard probabilistic techniques.

The proposed research is a study of a variety of probabilistic models. Specific examples include the single- and multi-species asymmetric simple exclusion process, a six vertex model, random walks on Hecke, Temperley-Lieb, and Brauer algebras, random tilings models, and random representations. The suggested methodology consists of a range of probabilistic, algebraic, analytic, and combinatorial techniques.

The project involves two circles of questions. The first one focuses on random walks on algebras and their applications to interacting particle systems. The specific objectives include studying the Kardar-Parisi-Zhang type fluctuations for the multi-species asymmetric simple exclusion process, computing limit shapes and fluctuations around them for a general six vertex model, introducing and studying integrable three-dimensional analogues of a six vertex model, and developing a general theory of random walks on algebras.

The second one focuses on asymptotic representation theory. This area deals with the probabilistic description of representations of “big” groups. Such questions turn out to be related to a plethora of other probabilistic models, in particular, to models of statistical mechanics. The goals of this part include bringing this interplay to a new level, developing asymptotic representation theory of quantum groups, and studying random tilings in random environment.
The unifying idea behind these questions is a systematic use of precise relations for the study of asymptotic behavior of stochastic models which are out of reach of any other techniques.


Net EU contribution
€ 1 083 750,00
Ritterstrasse 26
04109 Leipzig

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Sachsen Leipzig Leipzig
Activity type
Higher or Secondary Education Establishments
Non-EU contribution
€ 0,00