Directed polymers and the quantum Toda lattice

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• Neil O'Connell (Univ .Warwick)
• Tuesday 20 October 2009, 16:30-17:30
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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We give a characterization of the law of the partition function of a Brownian directed polymer model in terms of the eigenfunctions of the quantum Toda lattice. The proof is via a multidimensional generalization of theorem of Matsumoto and Yor concerning exponential functionals of Brownian motion.

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