Directed random polymers via nested contour integrals

We study the partition function of two versions of the continuum directed polymer in 1 + 1 dimension. In the full-space version, the polymer starts at the origin and is free to move transversally in R, and in the half-space version, the polymer starts at the origin but is reflected at the origin and stays in R_. The partition functions solve the stochastic heat equation in full-space or half-space with mixed boundary condition at the origin; or equivalently the free energy satisfies the Kardar-Parisi-Zhang equation. We derive exact formulas for the Laplace transforms of the partition functious. In the full-space this is expressed as a Fredholm determinant while in the half-space this is expressed as a Fredholm Pfaffian. Taking long-time asymptotics we show that the limiting free energy fluctuations scale with exponent 1/3 and are given by the GUE and GSE Tracy-Widom distributions. These formulas come from summing divergent moment generating functions, hence are not mathematically justified. The primary purpose of this work is to present a mathematical perspective on the polymer replica method which is used to derive these results. In contrast to other replica method work, we do not appeal directly to the Bethe ansatz for the Lieb-Liniger model but rather utilize nested contour integral formulas for moments as well as their residue expansions. (C) 2016 Elsevier Inc. All rights reserved.