KPZ equation tails for general initial data
Probability
2020-03-04 v2 Mathematical Physics
math.MP
Abstract
We consider the upper and lower tail probabilities for the centered (by time) and scaled (according to KPZ time scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn from a very general class. For the lower tail, we prove an upper bound which demonstrates a crossover from super-exponential decay with exponent in the shallow tail to an exponent in the deep tail. For the upper tail, we prove super-exponential decay bounds with exponent at all depth in the tail.
Keywords
Cite
@article{arxiv.1810.07129,
title = {KPZ equation tails for general initial data},
author = {Ivan Corwin and Promit Ghosal},
journal= {arXiv preprint arXiv:1810.07129},
year = {2020}
}
Comments
40 pages, 2 figures