Tail Probabilities of the Stochastic Six Vertex Model

Explore the tail probabilities of stochastic six-vertex models in this 41-minute conference talk presented by Promit Ghosal from Brandeis University at IPAM's Vertex Models workshop. Delve into the q-moments formula of height functions and the identity linking q-moments to multiplicative functionals of Meixner orthogonal polynomial ensembles. Discover how tail probabilities undergo multiple transitions governed by integrable differential equations, including Painlevé XXXIV and Bessel equations. Examine the application of Riemann-Hilbert techniques for deriving asymptotic behaviors and their potential extension to other discrete orthogonal polynomial ensembles. Gain insights from this presentation, which is based on upcoming collaborative work with Guilherme Silva.

Promit Ghosal - Tail probabilities of the stochastic six vertex model - IPAM at UCLA