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The skew Brownian permuton: a new universality class for random constrained permutations. (English) Zbl 1539.60006

This paper constructs the called skew Brownian permuton, which describes the limits of several models of random constrained permutations. The skew Brownian permuton is parameterized by two real parameters. For a specific choice of the parameters it coincides with the Baxter permuton. For another specific choice of the parameters, the skew Brownian permuton is proved to coincide with the biased Brownian separable permuton, a one-parameter family of permutons previously studied in the literature as the limit of uniform permutations in substitution-closed classes.
The skew Brownian permuton is constructed in terms of flows of solutions of certain stochastic differential equations driven by two-dimensional correlated Brownian excursions in the nonnegative quadrant. The existence and uniqueness of (strong) solutions for these new stochastic differential equations are proved. In addition, the author shows that some natural permutons arising from Liouville quantum gravity spheres decorated with two Schramm-Loewner evolution curves are skew Brownian permutons and such permutons cover almost the whole range of possible parameters. Some connections between constrained permutations and decorated planar maps have been investigated in the literature at the discrete level; this paper establishes this connection directly at the continuum level.

MSC:

60C05 Combinatorial probability
05A05 Permutations, words, matrices
34K50 Stochastic functional-differential equations
60J67 Stochastic (Schramm-)Loewner evolution (SLE)
81T40 Two-dimensional field theories, conformal field theories, etc. in quantum mechanics

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