Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions

This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the distribution of the all-time supremum of Dyson Brownian motion with drift. A finite temperature version relates the point-to-line partition functions of two directed polymers, with an inverse-gamma and a Brownian environment, and generalises Dufresne's identity. Our proof introduces an interacting system of Brownian motions with an invariant measure given by a field of point-to-line log partition functions for the log-gamma polymer.


Introduction
In this paper we generalise to a random matrix setting the classical identity: where B is a Brownian motion, µ > 0 a drift and e(µ) is a random variable which has the exponential distribution with rate 2µ. In our generalisation, the Brownian motion is replaced by the largest eigenvalue process of a Brownian motion with drift on the space of Hermitian matrices (see Section 2) and the single exponentially distributed random variable is replaced by a random variable constructed from a field of independent exponentially distributed random variables using the operations of summation and maximum. In fact this latter random variable is well known as a point-to-line last passage percolation time. This result gives a connection between random matrix theory and the Kardar-Parisi-Zhang (KPZ) universality class, a collection of models related to random interface growth including growth models, directed polymers in a random environment and interacting particle systems. Connections of this form originated in the seminal work of Baik, Deift, Johansson [2] showing that the limiting distribution of the largest increasing subsequence in a random permutation is given by the Tracy-Widom GUE distribution. They have been extensively studied since then: for curved initial data (in our context point-to-point last passage percolation) in [4,30,38,39,42,48] where the Robinson-Schensted-Knuth (RSK) correspondence plays a key role and for flat initial data (in our context point-to-line last passage percolation) in [3,7,12,22,36,44] where the relationships are more mysterious.
There are two results which particularly relate to Theorem 1. Baik and Rains [3] used a symmetrised version of the RSK correspondence to prove an equality in law between the point-toline last passage percolation time and the largest eigenvalue from the Laguerre orthogonal ensemble (LOE), see section 2 for the definition; while a more recent work by Nguyen and Remenik [36] used the approach of multiplicative functionals from [10] to prove an equality in law between the supremum of non-intersecting Brownian bridges and the square root of the largest eigenvalue of LOE. In Section 2 we show these two results can be combined to establish Theorem 1 in the case of equal drifts: α 1 = α 2 = . . . = α n .
One aspect of the links between random matrices and growth models in the KPZ class is a striking variational representation for the largest eigenvalue of Hermitian Brownian motion.
Specifically, consider a system of reflected Brownian motions, where each particle is reflected up from the particle below (see Section 3) then the largest particle of this system is equal in distribution, as a process, to the largest eigenvalue of a Hermitian Brownian motion, see [4,28,39,48]). This can be combined with a time reversal, as in [11], to show that the all-time supremum of the largest eigenvalue has the same distribution as the largest particle in a stationary system of reflecting Brownian motions but with an additional reflecting wall at the origin. This is a generalisation of the classical argument that deduces from the identity (1) that the invariant measure of a reflected Brownian motion with negative drift is the exponential distribution. Thus we are motivated to study the invariant measure of this system of reflecting Brownian motions with a wall and unexpectedly we find that the entire invariant measure -rather than just the marginal distribution of the top particle -can be described by last passage percolation.
Let α j > 0 for each j = 1, . . . , n and let (B (−α1) 1 , . . . , B −(αn) n ) be independent Brownian motions with drifts (−α 1 , . . . , −α n ). A system of reflected Brownian motions with a wall at the origin can be defined inductively using the Skorokhod construction, We will show in Section 3 that the distribution of Y (t) = (Y 1 (t), . . . , Y n (t)) converges to a unique invariant measure and we denote a random variable with this law by (Y * 1 , . . . , Y * n ). This is equal in distribution to a vector of point-to-line last passage percolation times where we allow the point from which the directed paths start to vary: let Π flat n (k, l) denote the set of all directed (up and right) nearest-neighbour paths from the point (k, l) to the line {(i, j) : i + j = n + 1} and let G(k, l) = max π∈Π flat n (k,l) (ij)∈π e ij (4) where e ij are independent exponential random variables indexed by N 2 ∩ {(i, j) : i + j ≤ n + 1} with rate α i + α n−j+1 .
We will prove Theorem 2 by finding transition densities for both systems of a similar form to those found for TASEP in Schütz [45] and reflected Brownian motions in Warren [48] and use these to calculate explicit densities for both vectors. Then Theorem 1, with general drifts, follows from Theorem 2 by the time reversal argument discussed previously. Point-to-line last passage percolation is related to the totally asymmetric exclusion process (TASEP) by interpreting last passage times as the time at which a particle jumps. The point-toline geometry corresponds to a periodic initial condition for TASEP, where particles are initially located at every even site of the negative integers. The joint distribution of particle positions at a fixed time is given by a Fredholm determinant in [12,44] and under a suitable limit the authors obtain the Airy 1 process. Their techniques also provide Fredholm determinants more generally, for example for the vector (G (1, n), . . . , G(n, n)). In TASEP and in the systems of reflected Brownian motion studied in [49] the role of the flat geometry is played by a periodic initial condition, whereas for the Brownian model (Y (t)) t≥0 considered above this role is played by a reflecting wall at the origin. This is a substantial difference: the natural process to consider is the evolution of the top particle where the techniques used in [12,44,49] are no longer applicable; the benefit is that the Brownian nature of the model is more evident. Another motivation for this reflected system is provided by queueing theory: reflected Brownian motions have been considered as a model for tandem queues in heavy traffic and the invariant measures have been studied extensively both analytically and numerically [14,18,21,27,29,38]. It is known from [29] that the invariant measure has an explicit product form when a skew symmetry condition for the angles of reflection holds and it is known from [18] that the invariant measure can be expressed as a sum of exponential random variables if a weaker relation between the angles holds.
In our case, the presence of a wall, which has a natural queueing interpretation as a deterministic arrival process, ensures that the skew symmetry condition fails; nonetheless Theorem 2 describes the non-reversible invariant measure and we give an explicit formula for its density in Section 3. A further classical result from probability theory that we consider is Dufresne's identity. Let µ > 0, let B (−µ) be a Brownian motion with drift −µ and let γ −1 (µ/2) denote an inverse gamma random variable with parameter µ/2. Then Dufresne's identity is an equality in law, which has been studied in mathematical finance and diffusion in a random environment (see [35,50] and the references within). This is a positive temperature version of the fact that the all-time supremum of Brownian motion with negative drift has an exponential distribution and suggests the following positive temperature version of Theorem 1.
The left hand side of this expression is the partition function for a point-to-line polymer in a Brownian environment while the right hand side is the partition function for the point-to-line log-gamma polymer. The point-to-point polymers have been studied in a number of recent papers: the Brownian model in [8,38,40] and the log-gamma polymer in [9,16,41,46] with one motivation being their relationship to the KPZ equation (see [15] for a survey). The point-to-line log-gamma polymer, which corresponds to a flat initial condition for the KPZ equation, has been studied recently by [7,37] using a local version of the geometric RSK correspondence and an expression is given for the Laplace transform of the point-to-line partition function of the log-gamma polymer in terms of Whittaker functions. From Theorem 3 it follows that the Laplace transform of the partition function of the point-to-line Brownian model, which has not been studied previously, is also given by the same expression.
For the proof, we use a time reversal argument to show that Theorem 3 follows from a stronger result on the invariant measure of a system of Brownian motions where the reflection rules of the system in Theorem 2 are replaced by smooth exponential interactions. We find this invariant measure by embedding the Brownian system in a larger system of interacting Brownian motions, indexed by a triangular array, such that the invariant measure of this system is given by a field of point-to-line log partition functions for the log-gamma polymer.

Equal drifts and connections to LOE
This section discusses in more detail the connection between the results of Nguyen and Remenik [36], and Baik and Rains [3].
We first introduce the relevant random matrix ensembles and processes. We consider a Brownian motion on the space of n × n Hermitian matrices denoted (H(t)) t≥0 and constructed from independent entries {H i,j : i ≤ j} such that along the diagonal H ii are real standard Brownian motions, the entries below the diagonal {H ij : i < j} are standard complex Brownian motions, and the remaining entries are determined by the Hermitian constraint H ij =H ji . The ordered eigenvalues λ 1 , . . . , λ n form a system of Brownian motions conditioned (in the sense of Doob) not to collide and with a specified entrance law from the origin which can be constructed as a limit from the interior of the Weyl chamber (for example, see [34]). The time changed matrix-valued process (H br (t)) t≥0 = ((1 − t)H(t/(1 − t))) t≥0 is a Brownian bridge in the space of Hermitian matrices and the eigenvalues are given by applying this time change to the above system of Brownian motions conditioned not to collide. It can be checked, for example by calculating the joint distribution of particles at a sequence of times, that the eigenvalues of a Hermitian Brownian bridge are given by a system of Brownian bridges which we denote (B br 1 , . . . , B br n ) all started at zero at time 0 and ending at zero at time 1 with a specified entrance and exit law constructed as a limit from the interior of the Weyl chamber, and conditioned (in the sense of Doob) not to collide in the time interval t ∈ (0, 1).
Let X be an m× n matrix with entries given by independent standard normal random variables and assume m ≥ n. Then M = X T X is an n × n matrix from the Laguerre orthogonal ensemble (LOE) and the joint density of eigenvalues is given by where c n is a normalisation constant and the parameter a = (m − n − 1)/2. Throughout this paper we will only be interested in the case a = 0, or equivalently m = n + 1. The main result of Nguyen and Remenik [36] states that We use the time change between Hermitian Brownian motions and bridges to express this in terms 5 of a Hermitian Brownian motion: where the change of variables are given by u = t/(1 − t) and v = ux 2 and the largest eigenvalue inherits the scaling property of Brownian motion. Therefore This is connected to last passage percolation by the results of Baik and Rains [3]. We refer to Section 10.5 and 10.8.2 of Forrester [25] for the precise statements we use which are obtained after taking a suitable limit of the geometric data considered in [3] to exponential data. Let Π flat n denote the set of all directed nearest-neighbour paths from the point (1,1) where the directed paths consist only of up and right steps: that is to say, paths whose coordinates are non-decreasing. We let e ij be independent exponential random variables indexed by with rate α i + α n−j+1 and define the last passage percolation time This can be compared with point-to-point last passage percolation in a symmetric random environment. Fix n and define exponential data {ê ij : i, j ≤ n} byê ij =ê ji = e ij for i < n − j + 1, and e ij = 1 2 e ij for i = n − j + 1. Let Π n denote the set of all directed (up and right) nearest-neighbour paths from the point (1, 1) to the point (n, n). Due to the symmetry of the random environment 2 max The RSK correspondence can be applied to any rectangular array of data and generates a pair of semi-standard Young tableaux (P, Q) with shape ν such that ν 1 is equal to the point-to-point last passage percolation time. When applied to exponential data with symmetry (see Section 10.5.1 of Forrester [25]), the two tableaux can be constructed from each other and the distribution of ν has a density with respect to Lebesgue measure given by for distinct α. In the case when α i = 1 for each i = 1, . . . , n this can be evaluated as a limit and gives the eigenvalue density for LOE (scaled by a constant factor of 2). In combination with equation (6) this shows that, Therefore the combination of equation (5) and (7) proves Theorem 1 in the case when D is a multiple of the identity matrix. We could use this time change argument in the reverse direction to provide an alternative proof of Nguyen and Remenik starting from equation (7) and our proof of Theorem 1.

Time reversal
In the introduction we defined a system of reflected Brownian motions with a wall at the origin Y = (Y 1 , . . . , Y n ) and we now define the system without the wall. Let α j > 0 for each j = 1, . . . , n and let (B ) be independent Brownian motions with drifts. A system of reflected Brownian motions can be defined inductively using the Skorokhod construction, An iterative application of the above gives the n-th particle the representation This gives an interpretation of the largest particle in a reflected system as a point-to-point last passage percolation time in a Brownian environment. Similarly the n-th particle in the system with a wall defined by (2, 3) has a representation where the only difference is that there is one extra supremum over t 0 and we have reversed the order of the drifts. These systems are related: in [11] it was proved in the zero drift case that for by a time reversal argument which easily extends to the case with drifts. We prove a vectorised version of this time reversal which can also be useful for studying the full vector (Y 1 , . . . , Y n ). We first extend the definition of Z to a triangular array Z = (Z k j : 1 ≤ j ≤ k, 1 ≤ k ≤ n) as follows with the representation We note that the Z process is still constructed from only n independent Brownian motions.

Proposition 4.
For any fixed t, let (Y 1 , . . . , Y n ) be defined by equation (2,3) and (Z 1 1 , Z 2 2 , . . . , Z n n ) by equation (10), then, for any fixed t ≥ 0, In particular, the equality in law of the marginal distribution of the last co-ordinate gives the extension of [11] to general drifts, Proof. Fix t and observe that where the final equality requires changing the index of summation from i to k − i + 1.
(i) The vector sup 0≤s≤t Z 1 1 (s), . . . , sup 0≤s≤t Z n n (s) converges almost surely as t → ∞ to a finite random variable. From this and Proposition 4 we can deduce that (Y 1 (t), . . . , Y n (t)) converges in distribution as t → ∞ to a random variable which we denote (Y * 1 , . . . , Y * n ) and satisfies (ii) The top particle satisfies (iii) Suppose that α i = 1 for all i = 1, . . . , n, then the top particle satisfies The random variable (Y * 1 , . . . , Y * n ) is distributed according to the unique invariant measure of the Markov process Y , which will follow from Lemma 9.
Proof. We first show the almost sure convergence in part (i).
It is sufficient to show the suprema sup 0≤s≤∞ Z 1 1 (s), . . . , sup 0≤s≤∞ Z n n (s) are almost surely finite. We prove a stronger statement that will be useful later, namely, that Denote min(α k , α k−1 , . . . , α k−j+1 ) by δ k j . We proceed, for each k, by induction on j.
n−k+1 (t) and the required statement is a property of Brownian motion with drift. For the inductive step, , and, making use of the inductive hypothesis, Thus we deduce that Z k j (t)/t tends to − min(α k−j+1 , δ k j−1 ) = δ k j . For parts (ii) and (iii), the first equality in distribution follows by the time reversal at the start of this section. The second equality in distribution follows from the well known equality in distribution of processes between the largest particle in a reflected system of Brownian motions and the largest eigenvalue of Hermitian Brownian motion. For equal parameters a proof can be found in any of [4,28,39,48] and for general parameters a proof can be found in [1]. The final equality in distribution for part (iii) follows from the results of Nguyen and Remenik and the time change in Section 2.
The fluctuations of the largest eigenvalue of the Laguerre orthogonal ensemble are governed in the large n limit by the Tracy-Widom GOE distribution. This distribution arises as the scaling limit for models in the KPZ universality class with flat initial data and so we now see that ( the marginals of ) the stationary distribution of reflecting Brownian motions with a wall also lies within this universality class. This is explained by equation (9) or the relationship to sup 0≤s≤∞ Z n (s) along with equation (8) which both identify Y * n as a point-to-line last passage percolation time in a Brownian environment.

Transition Density
The system of reflected Brownian motions with a wall can be defined through a system of SDEs and we use this to define the process with a general initial condition. Let 0 ≤ y 1 ≤ y 2 ≤ . . . ≤ y n and define where L 1 is the local time process at zero of Y 1 and L j is the local time process at zero of Y j − Y j−1 for each j = 2, . . . , n. This is a Markov process and we give its transition density. This has a form similar to [1,11,45,48,49]. Let W + n = {0 ≤ z 1 ≤ . . . ≤ z n } denote the state space of a system of reflected Brownian motions with a wall. We define differential and integral operators acting on infinitely differentiable functions f : [0, ∞) → R which have superexponential decay at infinity as follows, where we define the derivative at zero to be the right derivative at zero. The operators satisfy easy to verify identities: (i) Commutation relations: for any real α, β, (ii) Inverse relations: let Id denote the identity map, for any real α, Relations to ordinary differentiation and integration: for any real α, ).
We use the notation D α1,...,αn = D α1 . . . D αn and J α1,...,αn = J α1 . . . J αn to denote concatenated operations and D α x , J α x in order to specify a variable x on which the operators act. We note that when the operators act on different variables they also commute. Let φ (α) t (resp. ψ (α) t and η (α) t ) be the transition density of a Brownian motion (resp. Brownian motion killed at the origin and reflected at the origin) with drift α. When the drift is zero we may omit the superscript. Observe for all x, y ≥ 0. The right hand side can be defined for all x, y and can be used to specify the right derivative of ψ t at zero to ensure that the operation D can be applied to ψ t . A similar procedure can be used to specify the right derivative at zero of ψ and all of these functions lie in the class of functions specified at the start of this section.
We define Proposition 6. The transition probabilities of (Y 1 (t), . . . , Y n (t)) t≥0 have a density with respect to Lebesgue measure given by r t (x, y).
The following calculation shows that the proposition holds in the case n = 1 by using Siegmund duality. This can be stated in an integral form, for any fixed t, We differentiate this expression in y, apply Girsanov's theorem and symmetry to the killed Brownian motion and use the identities in (iii) to obtain for all x, y ≥ 0, In the case of equal drifts this identity can be used to give an alternative form of Proposition 6.

Lemma 7. For any f : W + n → R which is bounded, continuous and zero in a neighbourhood of the boundary of
uniformly for all x ∈ W + n . This also holds with r replaced byr.
Proof of Proposition 6. We show that r satisfies the Kolmogorov backward equations, together with its boundary conditions, for the process Y = (Y 1 , . . . , Y n ). Let and observe that ∂r To show that ∂r/∂x 1 = 0 at x 1 = 0 we consider the matrix in the definition of r and bring the prefactor e α1x1 in r into the top row of this matrix. We use the identity e α1x1 J −α1 and observe that the derivative in x 1 of the right hand side equals zero when evaluated at x 1 = 0. This shows that the derivative of every term in the top row of this matrix equals zero because the derivative in x 1 commutes with the operations acting in y j . Therefore ∂r/∂x 1 = 0 at x 1 = 0.

To show that the Kolmogorov backward equation is satisfied for x, y in the interior of
We differentiate in t, and use the fact that ψ t satisfies the heat equation, to obtain It is convenient to express the terms in brackets using the operations D and J, The operations J x and D x commute and therefore The proposed transition densities r satisfy the Kolmogorov backward equation for Y = (Y 1 , . . . , Y n ) and the arguments in [48] show that r are the transition densities for Y . We sketch this argument but refer to [48] for the details. Let f be a bounded continuous function which is zero in a neighbourhood of the boundary of W + n and define F (u, x) = W + n r t (x, y)f (y)dy. Fix some T > 0 and ǫ > 0. By using Itô's formula and the fact that r t solves the Kolmogorov backward equation we obtain that ( The ǫ is introduced in order to ensures smoothness of F and allow the application of Itô's formula, however, using Lemma 7 we can take the limit as ǫ tends This holds for all bounded continuous f which are zero in a neighbourhood of the boundary of W + n which is sufficient to prove that r T (y, ·) is the density of the distribution of Y T since this distribution does not charge the boundary.
Proof of Lemma 7. The proof follows the argument in [48]. The transition density for killed Brownian motion satisfies ψ t (x, y) = φ t (y − x) − φ t (x + y) and we can split the determinant We observe that q 2 is a sum of products of factors where in each product there is at least one term for some 1 ≤ i, j ≤ n. For {y 1 ≤ ǫ} the function f takes the value zero and on {y 1 > ǫ} the factor (15) is approaching zero exponentially fast as 1/t → ∞. As a result (14) holds. We now consider q 1 and observe that the entries in the matrix simplify due to the translation invariance of the function: in particular D α for any smooth function h. This means that the matrix in q 1 has diagonal entries Therefore the term corresponding to the identity permutation in the determinant of q 1 is a standard n-dimensional heat kernel. The remaining terms are negligible as in [48].
The transition densities must satisfy the semigroup property and this suggests a generalisation of the Andréief (or Cauchy-Binet) identity. This identity states that for any functions (f i ) n i=1 and We prove a generalisation involving the inhomogeneous derivative and integral operators, J and D.
and (g j ) n j=1 be collections of infinitely differentiable functions on [0, ∞) such that g j has superexponential decay at infinity for each j = 1, . . . , n while f i has at most exponential growth at infinity for each i = 1, . . . , n.
(ii) Let D α , J α be defined as in equation (13) and assume f i (0) = 0 for each i = 1, . . . , n. Then We note that (i) is not quite the homogeneous case of (ii) because (ii) involves applying integration by parts to x 1 , whereas (i) does not. We have not intended to make the conditions on g optimal and have simply chosen some conditions which are sufficient for our purposes.
Proof. We start with the proof of (ii). We observe that for 0 < x < z, (17) which is an integration by parts with respect to a variable y of integration and a parameter α. We use this formula iteratively to prove that For the first step we use a Laplace expansion of the left hand side, use equation (17) with the integration variable x n and parameter α n and then reconstruct the resulting expressions as determinants. This gives three terms. The first term is The other two terms are boundary terms given by the following expression evaluated at x n = x n−1 and x n = ∞, These boundary terms are both zero: the determinant of A ij vanishes at x n = x n−1 and the determinant of B ij is zero at infinity by the growth and decay conditions on f and g.
The general structure becomes clear after the second step. We perform the same procedure with the integration by parts (17) with respect to the integration variable x n−1 and parameter α n−1 . We obtain three terms as above with and the boundary terms evaluated at The determinant of A ij will vanish at x n−1 = x n−2 while the determinant of B ij will vanish at x n−1 = x n . Therefore both boundary terms vanish. Equation (18) now follows by iterating this procedure. The order of the integration by parts with respect to the variables and choice of parameters in (17) is important to ensure there are no boundary terms and is the following: (x n , α n ), (x n−1 , α n−1 ), . . . , (x 1 , α 1 ) then (x n , α n−1 ), (x n−1 , α n−2 ), . . . , (x 2 , α 1 ) until finally (x n , α 1 ). In the integration by parts with respect to (x 1 , α 1 ) there is a boundary term at zero, however, this is also zero due to the constraint that f i (0) = 0 for each i = 1, . . . , n. The Lemma follows from applying the Andréief identity (16) to equation (6). Part (i) of the Lemma is the same except that there is no integration by parts in x 1 so that the condition f i (0) = 0 is not required.
There are stronger results in the literature including convergence rates: for example Theorem 4.12 of [14] can be applied to prove V -uniform ergodicity for Y . For the process where all particles are started from the origin, the convergence in distribution is contained in Proposition 5.
has a density with respect to Lebesgue measure on W + n given bȳ in terms of a sequence of functions (f i ) i≥0 defined inductively as follows: (ii) When the drifts are distinct, (Y * 1 , . . . , Y * n ) has a density with respect to Lebesgue measure on W + n given by We make a few remarks: (i) For equal drifts the initial function f 0 satisfies G * f 0 = 0 and f ′ 0 (0)+2f 0 (0) = 0. The functions f i could have been defined with the boundary condition f ′ i (0) + 2f i (0) = 0 for i ≥ 1, however, ψ would be unchanged as we can use row operations to add on constant multiples of f 0 .
(ii) When the drifts are distinct, Dieker and Moriarty [18] show the invariant measure is a sum of exponential random variables and this sum can be calculated explicitly for small values of n. However, when the drifts coincide Proposition 10 part (i) shows the invariant measure contains polynomial prefactors in the style of repeated eigenvalues.
(iii) The invariant measure is integrable when α i > 0 for each i = 1, . . . , n by considering the last column. The application of the operator D α1...αn ensures that all terms with positive exponents vanish.
Lemma 11. The functionsπ and π are positive on W + n and satisfy W + nπ = W + n π = 1. We will prove this in Section 4 and for the moment prove Theorem 2 assuming this Lemma.
Proof of Proposition 10. In the case of equal rates we apply part (i) of Lemma 8 to calculate the convolution between the proposed invariant measure and the transition densities from Proposition 6. The functions f i and η satisfy the growth and decay conditions at infinity for Lemma 8 and this shows that where D (j−1) denotes the j-th iterated concatenation of D 0 and η (−1) t is the transition density of reflected Brownian motion with drift −1. We use the notation The one particle system has invariant measure given by f 0 . We proceed inductively, The step (f 1 , Gη ) follows from integrating by parts where the boundary terms ) each evaluated at zero and infinity. The boundary terms all equal to zero by the boundary conditions on η and f i . Integrating in t, and inductively Thus the functions f i are invariant modulo multiples of f 0 , . . . , f i−1 . For any t > 0 we can then apply row operations to obtain In the case when the drifts are not equal we apply Lemma 13 to express the convolution of our proposed invariant measure and the transition density from Proposition 6 as a single determinant, The conditions for Lemma 6 are satisfied because f i (0) = 0 for each i = 1, . . . , n and the conditions on the growth and decay of f i and ψ at infinity are satisfied. The integral can be computed explicitly because e θBt−θ 2 t/2 − e −θBt−θ 2 t/2 is a martingale for killed Brownian motion and reversing time we obtain Therefore = π(y).

Transition densities
Last passage percolation times can be interpreted as an interacting particle system with a pushing interaction between the particles. We define a Markov chain (G pp (k)) k≥0 with n particles ordered as G pp 1 < . . . < G pp n . We update the system between time k − 1 and time k by applying the following local update rule sequentially to G pp 1 , . . . , G pp n as follows: where (e ij ) i≥1,1≤j≤n are an independent sequence of exponential random variables. The local interactions of the particles are exactly the local update rules of last passage percolation and the largest particle at time n describes the point-to-point last passage percolation time G pp (n, n) = max π∈Πn (ij)∈π e ij where Π n is the set of all directed (up and right) paths from (1, 1) to (n, n).
The advantage of such an interpretation is that there is an explicit transition density for this Markov chain. This was proved in the case of equal parameters (and geometric data) by Johansson [32] without using the RSK correspondence and with inhomogeneous parameters (and geometric data) by Dieker and Warren [19] using RSK. In this section we show how this can be used to study point-to-line last passage percolation -in this case it is not clear how to obtain the resulting expressions from the RSK correspondence. We believe these techniques may be useful for studying last passage percolation in more general geometries.
Let α i > 0 for i = 1, . . . , n. Let D α , I α be defined by acting on functions f : R → R which are infinitely differentiable for x > 0, are equal to zero on x ≤ 0 and satisfy that f (k) (0 + ) exists for each k ≥ 0. On such a class of functions define Then D α , I α preserve this class of functions and satisfy D α I α f = f for functions of this form. The functions the operators act on are allowed to have discontinuities at zero and we note that D α f does not involve a delta function even if this the case. We also define homogeneous analogues: for a function g satisfying the above, define g (r) (x) or D (r) g to be the r-th iterated derivative of g for x > 0 and equal to zero for x ≤ 0 and similarly g (−r) (x) or I (−r) g to be the iterated integral where f m (u) = u m m! 1 u>0 and D, I are defined in equation (23).
In terms of the Markov chain the parameters of the exponential data depend on the label of the particle but not the time step. We observe that although there are discontinuities in f m and its derivatives there are no delta functions in the determinant due to the definition of D. We also observe that there is a cancellation in the terms of the determinant: Our proof is a generalisation of the method in Johansson [32] to the case of inhomogeneous parameters. In order to obtain m-step transition densities from 1-step transition densities we prove a version of Lemma 8 in this form. There are two differences: we allow for possible discontinuities in the functions at the origin and part (ii) of the Lemma allows for new particles to be added at the origin. This will be used in the next section to study point-to-line last passage percolation.

Lemma 13.
(i) Let f, g be functions satisfying the conditions at the start of this section. Then for x, z ∈ W + n , (ii) Let (f i ) n i=2 and g be a collection of functions satisfying the conditions at the start of this section. Then for z ∈ W + n , and using the notation y 1 := 0 Proof of Proposition 12. We first prove that the one-step transition densities are given by r 1 , which is equivalent to showing that for all n ≥ 1, We prove this by induction on n and observe that the result holds at n = 1. For the inductive step we use a Laplace expansion of the determinant in the last row We prove the terms in the sum for 1 ≤ k ≤ n − 2 are zero by considering separately the cases y k < x n and y k > x n . If y k < x n then D α1...α k I α1...αn 1 {y k >xn} = 0. If y k ≥ x n then, where We apply the inductive hypothesis to the determinant of M , involving the variables x 1 , . . . , x n−1 and y 1 , . . . , y k−1 , y k+1 , . . . y n and parameters α 1 , . . . , α n−1 to observe that equation (25) equals We consider the terms in y n−1 and observe that the assumption y k ≥ x n and that 1 ≤ k ≤ n − 2 ensures that y n−1 will always attain the maximum in the above equation. As a result the term in y n−1 is given by e αn−1yn−1 and is equal to zero after applying the operator D αn−1 yn−1 . Therefore the sum in equation (24) can be restricted to the sum of two terms We consider the two cases when y n−1 ≤ x n and y n−1 ≥ x n separately corresponding to the cases when the pushing interaction is absent or present respectively. If y n−1 ≤ x n the only non-zero contribution comes from terms involving the bottom-right entry of the determinant (the second term in equation (26)). In this case by applying the inductive hypothesis and noting that max(y n−1 , x n ) = x n we obtain the required result. If y n−1 ≥ x n , the inductive hypothesis can be applied to the first determinant in equation (26) The operator D yn αn acts as multiplication by −α n since all terms in y n have cancelled. The prefactor of the first term in (26) is given by Multiplying (27) with the first term of (28) cancels with the second term in (26), whereas multiplying (27) with the second term of (28) swaps the starting position of the final jump from x n to y n−1 -this pushing interaction is the local update rule of last passage percolation (22). Therefore we establish by induction that We now observe that where the operators commute because f and g are smooth on all of R. Therefore the Lemma holds for functions which are infinitely differentiable on all of R in addition to satisfying the conditions of the Lemma.
We now use approximation to extend the class of functions f and g to those stated in the Lemma. Let δ > 0 and let f ǫ be an infinitely differentiable function satisfying f ǫ (x) = f (x) for x ≥ ǫ and f ǫ (x) = 0 for x ≤ 0, and satisfying that f ǫ is bounded uniformly. For any z ≥ 0 and j ≥ 1, and for any z ≥ δ > 0 and j ≥ 1, We consider the most difficult of these which contains the D α operators. The integrals in the convolutions f * g and f ǫ * g ǫ are all equal over the region (ǫ, z − ǫ) while the j-th derivative of the error close to the boundary converges to zero: where the constraint z ≥ δ ensures that the derivatives are evaluated at arguments bounded away from the origin. For the terms in (30) there is no derivative and the condition z ≥ δ can be removed. The entries of the matrix on the right hand side of (29) are given by , and (f ǫ * g ǫ )(z j − x i ) for i = j after convoluting operators and cancelling the D and I operators. If (z 1 , . . . , z n ) is such that z j+1 ≥ z j + δ for each j ≥ 1 then this ensures that the arguments in the functions that the D operators are applied to are bounded away from zero, because for i < j we have x i ≤ x j ≤ z j ≤ z j+1 − δ. Therefore a Laplace expansion combined with equations (30) and (31) gives the convergence of the right hand side of (29) as long as z j+1 ≥ z j + δ.
For the convergence of the left hand side we again use a Laplace expansion of the determinants and prove convergence of each term. We label a term in the Laplace expansion according to permutations ρ and σ and consider the most difficult case where each term contains more D operators than I operators. We observe that where the D operators commute using the smoothness of f ǫ and g ǫ . For the limiting equations the operators commute once we approximate by an integral from and the error that this approximation contributes vanishes as in (32) using the assumption that f (k) (0 + ) and g (k) (0 + ) exist for each k ≥ 0. Once we are able to commute operators we can use equations (30) and (31) to prove convergence of the left hand side of (29). This proves the Lemma holds for the class of functions specified in the Lemma and with z satisfying that z j+1 ≥ z j + δ for each j ≥ 1. Both sides of the equation stated in the Lemma are continuous in z as can be seen by using a Laplace expansion and the assumption that f (k) (0 + ) and g (k) (0 + ) exist for each k ≥ 0. This allows us to remove the condition on z and proves part (i).
We prove part (ii) in an analogous way by starting with infinitely differentiable function on all of R. Although the determinants on the left hand side of the Lemma are of different sizes we can still follow the procedure of part (i). We use a Laplace expansion of the two determinants, integrate by parts as in part (i) and then reconstruct the resulting expressions as determinants. As in part (i) there are no boundary conditions. It is valid to apply Andréief's identity (16) with determinants of matrices of different sizes because the proof involves applying a Laplace expansions to each determinant in (16) and therefore remains true. The rest of the proof follows as in part (i) by commuting operators and approximation.

Proof of Theorem 2
We apply the results of the previous section to study point-to-line last passage percolation. It is convenient to rotate the exponential data and last passage percolation times to be set-up in the following array: where we can view the vertical direction as time (increasing upwards), the horizontal direction as describing the layout of the particles with an additional particle added after each time step and the values G denoting the position that such a particle takes at a particular time. The last passage percolation times form a Markov chain (G pl (k)) 1≤k≤n where G pl (k) = (G(k, n−k+1), . . . , G(k, 1)) such that at each time step the number of particles increases by 1 and the particles interact according to the recursive property of last passage percolation G(i, j) = max(G(i + 1, j), G(i, j + 1)) + e ij .
We apply the 1-step transition densities of Proposition 12 while adding in an extra particle at the origin after each step to prove by induction on n that the joint distribution of the vector (G (1, n), . . . , G(n, n)) has a density with respect to Lebesgue measure on W + n that agrees with the invariant measure of the Brownian system considered in Theorem 10. This proves the positivity and normalisation ofπ and π stated in Lemma 11 which is required to complete the proof of Theorem 10 and the agreement with point-to-line last passage percolation proves Theorem 2.
Proof of Theorem 2. We prove the result by induction on n and observe that the case n = 1 is true. We first prove the inductive step for equal rates: α 1 = . . . = α n = 1. The convolution between the proposed density and the transition density for equal rates given in Proposition 12 is where we label the particles at time n − 1 by x 2 , . . . , x n and use the notation x 1 := 0. We use Lemma 13 part (ii) to express this as a single determinant det D (j−1) g(y j ) for i = 1 where D (j) denotes the j-th concatenation of D 0 and the functions appearing in the first determinant of Lemma 13 are f The integrals can be calculated by using the defining property of the f i , namely that for each i = 1, . . . , n−1 we have From this we can observe that for x > 0, by differentiating and using the boundary condition f i (0) = 0 for i = 1, . . . , n − 1 and f (−1) (0) = 0 for i = 0, . . . , n − 1. Therefore and this completes the inductive step with equal rates. In the case of distinct rates we proceed again by induction. The proposed density is given by The convolution between π and the general transition density in Proposition 12 is given by where we have used the notation x 1 := 0 and D 2α I 2α = Id in the transition density. The exponential terms in α 1 can be brought inside the integrals and derivatives to obtain that this is proportional to This is now in the form to apply Lemma 13 part (ii) to obtain, where D ∅ = Id. The first row is given by For each i = 2, . . . , n the integrals can be computed explicitly (noting that the α i are distinct): where C = C(α) is some constant in y 1 and Ce −α1y can be removed from the i-th row by row operations. This shows that the density of G (1, n), . . . , G(1, 1) is given by and this completes the inductive step with distinct (α 1 , . . . , α n ).
For general (α 1 , . . . , α n ) such that α i > 0 for each i = 1, . . . , n we prove the result by a continuity argument in α. By Proposition 5 we have the following representation of the invariant measure: ) is continuous in α 1 , . . . , α n in the supremum norm. Therefore since ǫ is arbitrary we obtain that the right hand side is almost surely continuous in the variables (α 1 , . . . , α n ) on the set (0, ∞) n . Therefore the distribution of (Y * 1 , . . . , Y * n ) is continuous on the same set, and so is the distribution of (G (1, n), . . . , G(1, 1)) (as a finite number of operations of summation and maxima applied to exponential random variables).
This continuity completes the proof for any α i > 0 for i = 1, . . . , n.
Proof of Theorem 1. The Theorem follows by combining Theorem 2 with Proposition 5 part (ii).

Time reversal
The partition function for a 1 + 1 dimensional directed point-to-point polymer in a Brownian environment (also known as the O'Connell-Yor polymer and studied in [38,40]) is the random variable, We define a second random variable with an extra integral over s 0 and with the drifts reordered, This is the partition function for a 1 + 1 dimensional directed polymer in a Brownian environment with a flat initial condition. A change of variables shows that where the final equality follows by changing the index of summation from i to n − i + 1. As t → ∞, the right hand side converges to ∞ 0 Z n (s)ds and we now check that this is an almost surely finite random variable. We consider the drifts and Brownian motions separately and bound the contribution from the Brownian motions. For each j = 1, . . . , n let δ j > 0 and observe that there exists random constants K 1 , . . . , K n such that B 1 (s) ≤ K 1 + δ 1 s for all s > 0 and sup 0≤s≤t B j (t) − B j (s) ≤ K j + δ j t for t ≥ 0 and each j = 2, . . . , n. By choosing δ 1 + . . . + δ n < min 1≤j≤n α j this shows that the negative drifts dominate and the integral is almost surely finite. As a result the left hand side of (36) converges in distribution to a random variable which we

Exponentially reflecting Brownian motions with a wall
We extend (35) to a definition of a vector (Y 1 , . . . , Y n ) as a functional of n independent Brownian motions with drifts (B The system (Y 1 , . . . , Y n ) can be described by a system of SDEs. Let X j = log 1 2 Y j and observe that by Itô's formula, We will call X a system of exponentially reflecting Brownian motions with a (soft) wall at the origin. We observe that (Y 1 , . . . , Y n ) starts with each co-ordinate at zero and that each co-ordinate is strictly positive for all strictly positive times. This constructs an entrance law for the process (X 1 , . . . , X n ) from negative infinity. We will be interested in the invariant measure of this system which is related to log partition functions of the log-gamma polymer (see Theorem 17).
To prove this we embed exponentially reflecting Brownian motions with a wall in a larger system of interacting Brownian motions indexed by a triangular array (X ij (t) : i + j ≤ n + 1, t ≥ 0) with a unique invariant measure given by a whole field of log partition functions for the log-gamma polymer. The Brownian system that we consider (see equation (40) for a formal definition) involves particles evolving according to independent Brownian motions with a drift term which depends on the neighbouring particles. The interactions in the drift terms are one-sided and drawn as → or in Figure 1 where the particle at the point of the arrow has a drift depending on the particle (or wall) at the base of the arrow. There are two types of interaction: (i) → is an exponential drift depending on the difference of the two particles. This corresponds in a zero-temperature limit to particles which are instantaneously reflected in order to maintain an interlacing.
is a more unusual interaction and corresponds in a zero temperature limit to a weighted indicator function applied to the difference of the two particles. The effect of introducing this interaction is that the process X ij when started from its invariant measure and run in reverse time is given by the process where the direction of each interaction is reversed (see Proposition 20).
More formally we consider a diffusion process with values in R n(n+1)/2 whose generator is an operator L acting on functions f ∈ C n(n+1)/2 c (R) according to, We observe that L restricted to functions of (x 1n , . . . , x 11 ) alone is the generator for a system of exponentially reflecting Brownian motions with a wall, defined in (38,39). For foundational results on such a system we refer to Varadhan [47] (see pages 197, 254, 259-260) which can be summarised in the following Lemma. can all be easily bounded by a constant times u. We check this also holds for the terms involving unbounded drifts. The terms involving a wall satisfy, The terms involving interlacing interactions between particles satisfy and We sum over all interactions to prove that u has the required properties.

The log-gamma polymer
The invariant measure of both the exponentially reflecting Brownian motions with a wall defined in (38) and (39) and the X array defined in (40) can be described by the log-gamma polymer.
The log-gamma polymer originated in the work of Seppäläinen [46] and is defined as follows. Let {W ij : (i, j) ∈ N 2 , i + j ≤ n + 1} be a family of independent inverse gamma random variables with densities, and parameters γ ij = α i + α n−j+1 . Let Π flat n (k, l) denote the set of all directed (up and right) paths from the point (k, l) to the line {(i, j) : i + j = n + 1} and define the partition functions and log partition functions: These are the partition functions for a (1 + 1) dimensional directed polymer in a random environment given by {W ij : (i, j) ∈ N 2 , i + j ≤ n + 1}.

Lemma 16.
The distribution of ξ ij given ξ i+1,j = x i+1,j and ξ i,j+1 = x i,j+1 has a density with respect to Lebesgue measure proportional to The distribution of the field (ξ i,j : i + j ≤ n + 1) has a density with respect to Lebesgue measure on Proof. The partition functions satisfy a local update rule ζ ij = (ζ i,j+1 +ζ i+1,j )W ij and equivalently ξ ij = log W ij + log(e ξi,j+1 + e ξi+1,j ). This combined with the explicit density for the inverse gamma density (41) proves the first statement. The second part then follows by an iterative application of the first part.

The invariant measure of exponentially reflecting Brownian motions with a wall and the log-gamma polymer
Theorem 17. Let (X ij (t) : i + j ≤ n + 1, t ≥ 0) be the diffusion with generator (40). This has a unique invariant measure which we denote (X * ij : i + j ≤ n + 1) and satisfies A consequence is that (ξ 1n , . . . , ξ 11 ) is distributed as the unique invariant measure of the system of exponentially reflecting Brownian motions with a wall, defined in (38,39).
A key role in the proof will be played by inductive decompositions of the generator for the Brownian system in (40) and the explicit density for the log-gamma polymer in Lemma 16. Let S ⊂ N 2 ∩ {(i, j) : i + j ≤ n + 1} have a boundary given by a down-right path in the orientation of Figure 2 (the boundary is denoted by the dotted line) -explicitly we require that if (i, j) ∈ S then (i + k, j + l) ∈ S for all k, l ≥ 0 such that i + j + k + l ≤ n + 1. We can define the log-gamma polymer on S and we denote the density of log partition functions on S by π S (x). Proposition 16 proves that π S (x) is proportional to exp(−V S (x)) (i,j)∈S dx ij with where D n = {(i, j) ∈ N 2 : i + j = n + 1}. We can build the density of the log-gamma polymer inductively by adding an extra vertex (i, j) to S and assuming that both S and S ∪ (i, j) have down-right boundaries in the orientation of Figure 2. We observe that V S∪{i,j} = V S + V * where For the same class of sets S we consider a second diffusion with generator A S , acting on functions f ∈ C n(n+1)/2 c (R) as follows, Proposition 14 and Lemma 15 show that there exists unique processes with generators L S and A S and that these processes do not explode. The motivation for considering A S is that the process with this generator will be the time reversal of the process with generator L S when the process is run in its invariant measure π S . The process with operator A S can be represented by a diagram in the same way as L S in Figure 1, where for the A S process the direction of every interaction is reversed.
We add in a vertex (i, j) as described in Figure 2, where we assume that both S and S ∪ (i, j) have boundaries with down-right paths in the orientation of Figure 2. Then, and Figure 2, the diffusion with generator 1 2 (L S + A S ) is a gradient diffusion satisfying

Lemma 18. For any subset S with a down-right boundary in the orientation of
In particular, the process with generator 1 2 (L S +A S ) has invariant measure given by π S and is reversible when run in its invariant measure.
Proof. We use the inductive decompositions of L, A and V to check the Lemma inductively. For the base case we let S = {(i, j) : i + j = n + 1} and observe that in this case L S = A S and both are the generators for n independent exponentially reflecting Brownian motions with a wall. Then the Lemma follows from: For the inductive step we consider a set S with a down-right boundary and add an extra vertex (i, j) with the property that S ∪ (i, j) also has a down-right boundary. We show that by calculating the non-zero co-ordinates of ∇V * : and observing that this gives equality with the right hand side of (48) by using (46) and (47). Figure 2 and let d S denote the difference in drifts between L S and A S . Then (i) The vector field d S is divergence-free,

Lemma 19. Let S be a subset S with a down-right boundary in the orientation of
where d S is extended to be R S∪{i,j} valued by setting d S (i, j) = 0. Every component of d * is zero except for the following: We observe that ∇ · d * = 0 by differentiating (49)(50)(51) to obtain the following, and observing that the sum equals zero. Combining this with the inductive hypothesis, that For part (ii), we assume the inductive hypothesis, that (d S , ∇V S ) = 0, and observe that this means (d S∪(i,j) , ∇V S∪(i,j) ) = 0 is equivalent to the following identity: We observe that d * and ∇V * are only non-zero in the co-ordinates (i, j + 1), (i + 1, j) and (i, j) so we can restrict to considering ∇V S and d S in these coordinates.
We observe that by definition d S (i, j) = 0 and The indicator functions correspond to the effect of and ↓ or → interactions which may or may not be present depending on the shape of S. We also note that for i + j = n, then we have For i + j < n, the terms in V S which involve any of x i,j+1 , x i+1,j or x ij are given via the following decompositions: whereṼ S does not depend on any of: x ij+1 , x i+1j , or x ij . For i + j = n, whereṼ S does not depend on any of: x ij+1 , x i+1j , or x ij . Therefore we will check (52) by using equations (43, 49-51, 53-54, 55-56) in the following. We will first observe that the terms involving indicator functions vanish. The terms in ∇V S (i, j + 1) This is the negative of the terms in d S (i, j + 1) involving 1 {(i−1,j+1)∈S} from (53). We have shown above that ∇V * (i, j + 1) = d * (i, j + 1). Therefore the terms involving indicator functions 1 {(i−1,j+1)∈S} cancel in the sum (d * , ∇V S ) + (d S , ∇V * ). The terms involving 1 {(i+1,j−1)∈S} also cancel in the sum (d * , ∇V S ) + (d S , ∇V * ). In this case, ∇V * (i + 1, j) = −d * (i + 1, j) and the terms involving 1 {(i+1,j−1)∈S} in ∇V S (i + 1, j) and d S (i + 1, j) are equal. Therefore it is sufficient to show that equation (52) holds in the case when neither (i − 1, j + 1) nor (i + 1, j − 1) are in S. This is a useful simplification and we calculate in this case for i + j < n, The following (non-obvious) cancellation then proves that equation (52) holds. For i + j < n, it is easy to see that all terms involving e −(xij+1−xij+2) cancel and this similarly holds for the terms e −(xi+1j−xi+2j) . It is useful to consider all terms that involve either e −(xij+1−xi+1j+1) or e −(xi+1j−xi+1j+1) together and all such terms cancel. In the case i + j = n, none of these terms are present, however, there is an extra −e xij+1 − e xi+1j in ∇V S which cancels in (d * , ∇V S ). The remaining calculation for the cases i + j < n and i + j = n is the same.
Once these cancellations have been performed the left hand side of (52) is a function of x ij+1 , x i+1j and x ij alone, and has a much simpler form. In particular, after this cancellation We can observe that (d * , ∇V * ) simplifies to equal the negative of this: (i) the terms in (d * , ∇V * ) that do not involve any α parameters cancel; (ii) the terms involving a single α parameter are equal to and (iii) the terms involving a product of α parameters are equal to Therefore (52) holds and part (ii) of the Lemma follows by induction.
Proof of Theorem 17. Let S be a subset with a boundary given by a down-right path in the orientation of Figure 2. Lemma 18 shows that 1 2 (L * S + A * S ) = 0 and Lemma 19 shows that As a result L * S π S = 0 and Lemma 14 proves that π S is the invariant measure for the process with generator L S . In particular, the case S = {(i, j) : i + j ≤ n + 1} proves the Theorem.

Time reversals and Intertwinings
The generator L in (40) depends on a sequence of parameters (α 1 , . . . , α n ) and we use the notation (X (α1,...,αn) ij (t)) t∈R,i+j≤n+1 for the process with this generator when we want to make the dependence on the α parameters explicit. In particular, for equal drifts, part (i) proves that the top particle has the same distribution when run started from its invariant measure either forward or backwards in time: (X 11 (t)) t∈R d = (X 11 (−t)) t∈R . This fact does not strike us a priori because the SDEs (38,39) do not appear to define a reversible diffusion unless n = 1.
Proof. The reversed time dynamics of the process started in its invariant measure is a Markov process with generatorL given by the Doob h-transform of the adjoint generator with respect to its invariant measure, in particular,Lf = 1 π L * (πf ). Let b be the drift of the process with generator L and a the drift of the process with generator A (where we define A = A S when S = {(i, j) : i + j ≤ n + 1}). The Doob h-transform simplifies due to the fact that L * π = 0 and we obtainL = where we use that −∇V = a + b from Lemma 18. Therefore the time reversal of the process with generator L is the process with generator A. The process with generator A is represented by Figure 2 where the direction of every interactions is reversed. This is equivalent to swapping the ij-th particle with the ji-th particle and reversing the order of the parameters. This proves part (i).
We first prove part (ii) for the columns of the X array. When run forwards in time the X array has a nested structure in which particles do not depend on particles to the right of them.
This means that when considering a particular column, say (X n−k+1k , . . . , X 1k ), we can restrict to a subarray (X ij : j ≥ k, i + j ≤ n + 1) where this is the rightmost column. The top row of this subarray run forwards in time is a system of exponentially reflecting Brownian motions with a wall with drift vector (−α 1 , . . . , −α n−k+1 ). Combining this with the time reversal in part (i) proves that the column (X n−k+1k , . . . , X 1k ) run backwards in time is a system of exponentially reflecting Brownian motions with a wall with drift vector (−α n−k+1 , . . . , −α 1 ). This proves the result for every column in the X array. The result for rows then follows from the time reversal in part (i).
This easily extends to show that the time reversal of the process with generator L S when run in its invariant measure π S is the process with generator A S for any subset S with a down-right boundary.
Let Q n t denote the transition semigroup for n exponentially reflecting Brownian motions with a wall. Considering the process (X ij : i + j ≤ n + 1) run in stationarity leads to an intertwining between Q n−1 t and Q n t . The intertwining kernel is given by the transition kernel of a Markov chain constructed from the point-to-line log-gamma polymer as follows. The log partition functions form a Markov chain (ξ k ) 1≤k≤n where ξ k = (ξ(k, n − k + 1), . . . , ξ(k, 1)). The Markov property for this chain follows from the local update rule for partition functions ζ ij = (ζ ij+1 + ζ i+1j )W ij and equivalently for the log partition functions ξ ij = log W ij + log(e ξij+1 + e ξi+1j ). We let P k−1→k denote the transition kernel for this chain.

Zero-temperature limits
We can take a zero temperature limit of the construction we have considered above. In the limit, particles follow the coupled system of SDEs: for j = 1, . . . , n, and for i > 1 and i + j ≤ n + 1, where (i) L 1 ij is the local time process at zero of X ij − X i,j−1 for i + j < n + 1, (ii) L 1 ij is the local time process at zero of X ij for i + j = n, and (iii) L 2 ij is the local time process at zero of X ij − X i−1,j for i ≥ 2. This process can be represented by Figure 1 where the interaction → is now reflection and the interaction is now a weighted indicator function. The zero-temperature limit of the field of log partition functions is the field of point-to-line last passage percolation times {G(i, j) : i + j ≤ n + 1} (see [6,7]) and it is natural to expect that {G(i, j) : i + j ≤ n + 1} is the invariant measure of {X ij : i+j ≤ n+1}. However, we do not prove this because the discontinuities in the drifts means that the conditions for Lemma 14 are no longer satisfied. Instead, we argue that a second proof of Theorem 2 can be provided as a zero temperature limit of Theorem 17. We can introduce an extra inverse temperature parameter β into the definitions of the processes X, Y and Z given in this section and the results of this Section continue to hold. In particular, Theorem 17 and the time reversal in Section 5.1 establish that : i + j ≤ n + 1} are random variables with inverse gamma distributions and rates β −1 (α i + β j ). As β → ∞, the left hand side converges almost surely by Laplace's Theorem and the right hand side converges by [6,7] to give, sup 0=s0≤...≤sn<∞ The time reversal in Proposition 5 allows the distribution of the left hand side to be identified as Y * n . This argument is easily extended to prove Theorem 2 in its entirety.

Further random matrix interpretations
We now discuss an alternative version of Theorem 1 that connects two families of random matrices.
Let X be a symmetric complex matrix of size n × n where for i < j the entries X ij are independent complex Gaussian with mean zero and variance given by 1 2(αi+αj ) and the entries along the diagonal X ii are independent complex Gaussian with mean zero and variance 1 2αi . We call the matrix X * X a perturbed symmetric LUE matrix. In the case when the α i are distinct, we will show the eigenvalues of X * X have a density with respect to Lebesgue measure given by When some of the α i coincide this can be evaluated as a limit and in the case when all α i are equal it agrees with the eigenvalue density of LOE. Our interest in this random matrix ensemble arises from the connection of its eigenvalue density to point-to-line last passage percolation. In the case when the parameters are equal, a similar case appears in Theorem 7.7 of [3] but with a different variance along the diagonal for the random matrix model and different rates along the diagonal for the exponential data -that the variances and rates along the diagonal can be tuned is a property of RSK (for example, see Chapter 10 of [25]) and that the sum of diagonal entries is the trace of a matrix. Point-to-point last passage percolation with inhomogeneous rates for the exponential data was related to random matrices with inhomogeneous variances in [13,20].
To calculate the eigenvalue density we compute the Jacobian (see Chapter 1 of [25] for related examples), of the transformation from matrix elements X to the eigenvalues λ and angular variables Ω. The choice of parameters ensures the distribution on matrices can be expressed as a trace, where dx is Lebesgue measure on the independent (complex) entries (x ij : i ≤ j) of the matrix X, the matrix A = diag(α 1 , . . . α n ) and c n is a constant. Let the singular value decomposition be given by X = U DU T where U ∈ U(n) the set of n × n unitary matrices, D = diag( √ x 1 , . . . , √ x n ) is the diagonal matrix consisting of the singular values of X and the singular value decomposition takes this form due to the symmetry of X (also referred to as the Autonne-Takagi factorisation). Let V = U T ∈ U(n) and Λ = D 2 = diag(x 1 , . . . , x n ). The joint density of eigenvalues is given by where the integral over the unitary group is calculated by the Harish-Chandra-Itzykson-Zuber formula.
This agrees with the density of the output of RSK when applied to last passage percolation with symmetric exponential data with modified rates along the diagonal as described in Section 2.
Therefore we obtain the following extension of Theorem 1: There does not appear to be any process level equality between a vector of last passage percolation times and the largest eigenvalues of minors of either (i) the perturbed symmetric LUE or (ii) the Laguerre orthogonal ensemble (nor does the connection between last passage percolation and LOE generalise to non-equal rates).

Distribution of the largest particle
In this section we consider the distribution of the largest particle of the system of reflected Brownian motions with a wall in its invariant measure. This has a number of alternative representations from Theorem 2, Proposition 5 and Proposition 21 in particular as a point-to-line last passage percolation time. A variety of expressions have been found for this in [3,7,12,26,33] which are convenient for asymptotic analysis. The expression that arises most naturally from Theorem 10 is an expression in terms of the τ -function of a Toda lattice given in Forrester and Witte, Section 5.4 of [26] (also see Proposition 10.8.1 of Forrester [25]). Their result is part of a more general and powerful theory developed in a series of papers (see [26] and the references within); however, it is natural to see how expressions in terms of a Toda lattice arise from Theorem 10 in an elementary manner.

Proposition 22.
Let F (x) = P (Y * n ≤ x) = P (G(n, n) ≤ x). (i) When the drifts are equal α 1 = . . . = α n , this is given by a Wronskian where the functions f (j) i are defined in equation (20) and f (−1) (x) = x 0 f (u)du. Furthermore, this is the τ -function for a Toda lattice equation, where Z is a normalisation constant.

Proof of Proposition 22.
In the homogeneous case we obtain from Theorem 10 that We perform the integral in x n which leads to an integrand given by a determinant where the last column in the determinant above has been replaced by f i−1 (x n−1 ). The second term can be removed from the last column by column operations. This procedure, of integration and column operations, can be applied iteratively to the variables x n−1 , . . . , x 1 and leads to the required formula. In the inhomogeneous case we apply the same steps: in particular, we obtain from Theorem 10 that We perform the integral in We now show the second expression in part (i) is equal to the first expression in (i) by a series of row and column operations. We observe that applying a series of column operations shows that (62) where we can apply column operations to the left hand side in order to obtain that the application of (x d dx ) j−1 in the j-th column is equivalent to the application of x j−1 d j−1 dx j−1 , and after this observation, the x j−1 term in each column can be brought outside of the determinant to cancel the polynomial prefactor. The exponential prefactor on the left hand side can be brought inside the determinant and, using column operations, inside the derivative operators d j−1 dx j−1 . We prove by induction on i that we can add on multiples of rows (1, . . . , i − 1) to the i-th row of the matrix on the right hand side of (62) to obtain equality with the the matrix (f (j−2) i−1 (x)) n i,j=1 .
We only need to check this for the entry in the first column since both sides of (62) share the same derivative structure in columns. We observe that equality holds (without any row operations) for the first row: √ xI 1/2 (x)e −x = f (−1) 0 (x). Assuming the inductive hypothesis, for each i ≥ 0 the entry in the (i + 2)-nd row and 2-nd column on the right hand side of (62) is given by x 0 f i (u)du by using the relationships between the entries of the matrix -in particular, we assume the entry in the (i + 1)-st row and 2-nd column is given by f i ; then integrate to find the entry in the (i + 1)-st row and first column; we then find the entry in the (i + 2)-nd row and first column as , and differentiate to find the entry in the (i + 2)-nd row and 2-nd column stated above. To simplify this expression, we prove the following identity: there exist constants c 1 , . . . , c i such that which shows that after applying row operations the matrix will be in the required form (the factor of (i + 1) can be absorbed into the normalisation constant). We note that the function f 0 is not used on the right hand side. After applying these row operations the entry in the (i + 2)-nd row and 1-st column will be given by f i+1 by using an additional boundary condition: that the entries in the first column of the matrix on the right hand side of (62) are all zero at zero. We prove equation (63) by induction and let For the base case of the identity, observe that f 1 (x) = xf 0 (x) + xf ′ 0 (x) + x 0 f 0 (u)du from f 0 (x) = e −2x and an explicit expression for f 1 (x) = −xe −2x + 1 2 − 1 2 e −2x . For the inductive step, observe that where the second equality follows by using the defining property of the f i , namely that G * f i = f i−1 , and G * x 0 f i (u)du = x 0 f i−1 (u)du by an additional boundary condition that both sides are zero at zero. The inductive hypothesis means there exists constants such that h i = if i +c i−1 f i−1 +. . .+c 1 f 1 .
Therefore G * h i+1 can be expressed in terms of the functions f 1 , . . . , f i , and we can choose the constants c i , . . . , c 1 in equation (63) such that the operator G * applied to the right hand side of (63) agrees with G * h i+1 . The boundary conditions h i+1 (0) = h ′ i+1 (0) = 0 also agree with the right hand side of equation (63). Therefore this completes the proof of the identity and in turn this identity then proves the Proposition.