Shift-invariance conjecture for stochastic colored vertex-model probabilities
From papers
Let n be a positive integer, let α,δ∈[1,n], and let w∈Sn. Set β:=w−1(δ). For indices α,δ, let γ:=w(α); the pair α,β is an inversion of w if either α<β and γ>δ, or α>β and γ<δ. For any sets H and V, write PH,V(x,y) for the corresponding probabilities in the stochastic colored vertex model, with the displayed boundary configurations determining the events.
Shift-invariance conjecture. If α,β is not an inversion of w, then the three probability ratios satisfy
Here zα↔zβ denotes exchanging the two spectral parameters.
The conjecture concerns shift-invariance identities for probabilities associated with the distribution Yw; it was verified computationally for n≤6. The supplied text also gives a counterexample when α,β is an inversion, so the conjecture as stated is refuted.
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Sources & referencesView supporting material
Primary source
Pavel Galashin, “Symmetries of stochastic colored vertex models”, arXiv:2003.06330 (2020).