English

Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments

Probability 2017-02-01 v2 Mathematical Physics math.MP

Abstract

We consider the transition probabilities for random walks in 1+11+1 dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition probabilities for the RWRE evaluated in the large deviation regime, converge to the solution to the stochastic heat equation (SHE) with multiplicative noise (the logarithm of which is the KPZ equation). We apply this to the exactly solvable Beta RWRE and additionally present a formal derivation of the convergence of certain moment formulas for that model to those for the SHE.

Keywords

Cite

@article{arxiv.1606.07332,
  title  = {Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments},
  author = {Ivan Corwin and Yu Gu},
  journal= {arXiv preprint arXiv:1606.07332},
  year   = {2017}
}

Comments

15 pages, revised version