Results 1  10
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44
Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics
, 1996
"... For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has ..."
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Cited by 410 (13 self)
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For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has run for M steps, with M sufficiently large, the distribution governing the state of the chain approximates the desired distribution. Unfortunately it can be difficult to determine how large M needs to be. We describe a simple variant of this method that determines on its own when to stop, and that outputs samples in exact accordance with the desired distribution. The method uses couplings, which have also played a role in other sampling schemes; however, rather than running the coupled chains from the present into the future, one runs from a distant point in the past up until the present, where the distance into the past that one needs to go is determined during the running of the al...
Shape fluctuations and random matrices
, 1999
"... We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Uni ..."
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Cited by 235 (10 self)
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We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Unitary Ensemble (GUE).
Discrete orthogonal polynomial ensembles and the Plancherel measure
, 2001
"... We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of as probability measures on partitions. The Meixner ensemble i ..."
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Cited by 140 (8 self)
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We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of as probability measures on partitions. The Meixner ensemble is related to a twodimensional directed growth model, and the Charlier ensemble is related to the lengths of weakly increasing subsequences in random words. The Krawtchouk ensemble occurs in connection with zigzag paths in random domino tilings of the Aztec diamond, and also in a certain simplified directed firstpassage percolation model. We use the Charlier ensemble to investigate the asymptotics of weakly increasing subsequences in random words and to prove a conjecture of Tracy and Widom. As a limit of the Meixner ensemble or the Charlier ensemble we obtain the Plancherel measure on partitions, and using this we prove a conjecture of Baik, Deift and Johansson that under the Plancherel measure, the distribution of the lengths of the first k rows in the partition, appropriately scaled, converges to the asymptotic joint distribution for the k largest eigenvalues of a random matrix from the Gaussian Unitary Ensemble. In this problem a certain discrete kernel, which we call the discrete Bessel kernel, plays an important role.
Markov Chain Algorithms for Planar Lattice Structures
, 1995
"... Consider the following Markov chain, whose states are all domino tilings of a 2n x 2n chessboard: starting from some arbitrary tiling, pick a 2 x 2 window uniformly at random. If the four squares appearing in this window are covered by two parallel dominoes, rotate the dominoes 90° in place. Repeat ..."
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Cited by 90 (10 self)
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Consider the following Markov chain, whose states are all domino tilings of a 2n x 2n chessboard: starting from some arbitrary tiling, pick a 2 x 2 window uniformly at random. If the four squares appearing in this window are covered by two parallel dominoes, rotate the dominoes 90° in place. Repeat many times. This process is used in practice to generate a random tiling, and is a widely used tool in the study of the combinatorics of tilings and the behavior of dimer systems in statistical physics. Analogous Markov chains are used to randomly generate other structures on various twodimensional lattices. This paper presents techniques which prove for the first time that, in many interesting cases, a small number of random moves suffice to obtain a uniform distribution.
Local Statistics For Random Domino Tilings Of The Aztec Diamond
 Duke Math. J
, 1996
"... . We prove an asymptotic formula for the probability that, if one chooses a domino tiling of a large Aztec diamond according to the uniform distribution on such tilings, the tiling will contain a domino covering a given pair of adjacent lattice squares. This formula quantifies the effect of the diam ..."
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Cited by 81 (11 self)
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. We prove an asymptotic formula for the probability that, if one chooses a domino tiling of a large Aztec diamond according to the uniform distribution on such tilings, the tiling will contain a domino covering a given pair of adjacent lattice squares. This formula quantifies the effect of the diamond 's boundary conditions on the behavior of typical tilings; in addition, it yields a new proof of the arctic circle theorem of Jockusch, Propp, and Shor. Our approach is to use the saddle point method to estimate certain weighted sums of squares of Krawtchouk polynomials (whose relevance to domino tilings is demonstrated elsewhere), and to combine these estimates with some exponential sum bounds to deduce our final result. This approach generalizes straightforwardly to the case in which the probability distribution on the set of tilings incorporates bias favoring horizontal over vertical tiles or vice versa. We also prove a fairly general large deviation estimate for domino tilings of sim...
A variational principle for domino tilings
"... Abstract. We formulate and prove a variational principle (in the sense of thermodynamics) for random domino tilings, or equivalently for the dimer model on a square grid. This principle states that a typical tiling of an arbitrary finite region can be described by a function that maximizes an entrop ..."
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Cited by 62 (11 self)
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Abstract. We formulate and prove a variational principle (in the sense of thermodynamics) for random domino tilings, or equivalently for the dimer model on a square grid. This principle states that a typical tiling of an arbitrary finite region can be described by a function that maximizes an entropy integral. We associate an entropy to every sort of local behavior domino tilings can exhibit, and prove that almost all tilings lie within ε (for an appropriate metric) of the unique entropymaximizing solution. This gives a solution to the dimer problem with fully general boundary conditions, thereby resolving an issue first raised by Kasteleyn. Our methods also apply to dimer models on other grids and their associated tiling models, such as tilings of the plane by three orientations of unit lozenges. The effect of boundary conditions is, however, not entirely trivial and will be discussed in more detail in a subsequent paper. P. W. Kasteleyn, 1961 1.
J.Propp, The shape of a typical boxed plane partition
 J. of Math
, 1998
"... Abstract. Using a calculus of variations approach, we determine the shape of a typical plane partition in a large box (i.e., a plane partition chosen at random according to the uniform distribution on all plane partitions whose solid Young diagrams fit inside the box). Equivalently, we describe the ..."
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Cited by 51 (5 self)
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Abstract. Using a calculus of variations approach, we determine the shape of a typical plane partition in a large box (i.e., a plane partition chosen at random according to the uniform distribution on all plane partitions whose solid Young diagrams fit inside the box). Equivalently, we describe the distribution of the three different orientations of lozenges in a random lozenge tiling of a large hexagon. We prove a generalization of the classical formula of MacMahon for the number of plane partitions in a box; for each of the possible ways in which the tilings of a region can behave when restricted to certain lines, our formula tells the number of tilings that behave in that way. When we take a suitable limit, this formula gives us a functional which we must maximize to determine the asymptotic behavior of a plane partition in a box. Once the variational problem has been set up, we analyze it using a modification of the methods employed by Logan and Shepp and by Vershik and Kerov in their studies of random Young tableaux. 1.
The arctic circle boundary and the Airy process
 Ann. Prob
, 2005
"... Abstract. We prove that the, appropriately rescaled, boundary of the north polar region in the Aztec diamond converges to the Airy process. The proof uses certain determinantal point processes given by the extended Krawtchouk kernel. We also prove a version of Propp’s conjecture concerning the struc ..."
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Cited by 42 (1 self)
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Abstract. We prove that the, appropriately rescaled, boundary of the north polar region in the Aztec diamond converges to the Airy process. The proof uses certain determinantal point processes given by the extended Krawtchouk kernel. We also prove a version of Propp’s conjecture concerning the structure of the tiling at the center of the Aztec diamond. 1. Introduction and
Random matrices and determinantal processes
 Mathematical Statistical Physics, Session LXXXIII: Lecture Notes of the Les Houches Summer School 2005
"... Eigenvalues of random matrices have a rich mathematical structure and are a source of interesting distributions and processes. These distributions are natural statistical models in many problems in quantum physics, [15]. They occur for example, at least conjecturally, in the statistics of spectra of ..."
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Cited by 37 (3 self)
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Eigenvalues of random matrices have a rich mathematical structure and are a source of interesting distributions and processes. These distributions are natural statistical models in many problems in quantum physics, [15]. They occur for example, at least conjecturally, in the statistics of spectra of quantized models
The many faces of alternatingsign matrices
, 2008
"... I give a survey of different combinatorial forms of alternatingsign matrices, starting with the original form introduced by Mills, Robbins and Rumsey as well as cornersum matrices, heightfunction matrices, threecolorings, monotone triangles, tetrahedral order ideals, square ice, gasketandbasket ..."
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Cited by 23 (0 self)
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I give a survey of different combinatorial forms of alternatingsign matrices, starting with the original form introduced by Mills, Robbins and Rumsey as well as cornersum matrices, heightfunction matrices, threecolorings, monotone triangles, tetrahedral order ideals, square ice, gasketandbasket tilings and full packings of loops. (This article has been published in a conference edition of the journal Discrete Mathematics and Theoretical