English

KPZ line ensemble

Probability 2020-03-26 v3 Statistical Mechanics Mathematical Physics math.MP

Abstract

For each t1t\geq 1 we construct an N\mathbf{N}-indexed ensemble of random continuous curves with three properties: 1. The lowest indexed curve is distributed as the time tt Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) stochastic PDE with narrow wedge initial data; 2. The entire ensemble satisfies a resampling invariance which we call the H\mathbf{H}-Brownian Gibbs property (with H(x)=ex\mathbf{H}(x)=e^{x}); 3. Increments of the lowest indexed curve, when centered by t/24-t/24 and scaled down vertically by t1/3t^{1/3} and horizontally by t2/3t^{2/3}, remain uniformly absolutely continuous (i.e. have tight Radon-Nikodym derivatives) with respect to Brownian bridges as time tt goes to infinity. This construction uses as inputs the diffusion that O'Connell discovered in relation to the O'Connell-Yor semi-discrete Brownian polymer, the convergence result of Nica of the lowest indexed curve of that diffusion to the solution of the KPZ equation with narrow wedge initial data, and the one-point distribution formula proved by Amir-Corwin-Quastel for the solution of the KPZ equation with narrow wedge initial data. We provide four main applications of this construction: 1. Uniform (as tt goes to infinity) Brownian absolute continuity of the time tt solution to the KPZ equation with narrow wedge initial data, even when scaled vertically by t1/3t^{1/3} and horizontally by t2/3t^{2/3}; 2. Universality of the t1/3t^{1/3} one-point (vertical) fluctuation scale for the solution of the KPZ equation with general initial data; 3. Concentration in the t2/3t^{2/3} scale for the endpoint of the continuum directed random polymer; 4.Exponential upper and lower tail bounds for the solution at fixed time of the KPZ equation with general initial data.

Cite

@article{arxiv.1312.2600,
  title  = {KPZ line ensemble},
  author = {Ivan Corwin and Alan Hammond},
  journal= {arXiv preprint arXiv:1312.2600},
  year   = {2020}
}

Comments

96 pages, 11 figures. This version corrects a mistake in the proof of Lemma 7.3 and several typographical errors. The authors are grateful to Xuan Wu for pointing out many of these problems. The revision also notes two minor factors missing previously in Definition 3.5 whose presence was revealed by Mihai Nica in his proof [42] of Conjecture 2.18

R2 v1 2026-06-22T02:24:07.047Z