Moments of the SHE under delta initial measure
Probability
2018-10-17 v2 Mathematical Physics
math.MP
Abstract
We give a rigorous proof of the contour integral formulas of the moments of the stochastic heat equation (SHE) started from the delta initial measure at the origin. These formulas were conjectured in [BC14] (see also [CDR10, Dot10]). Our proof is based on a correspondence between the SHE and the Airy point process which was proved in [BG16, Theorem 1] using the formula of [ACQ11, Theorem 1.1].
Keywords
Cite
@article{arxiv.1808.04353,
title = {Moments of the SHE under delta initial measure},
author = {Promit Ghosal},
journal= {arXiv preprint arXiv:1808.04353},
year = {2018}
}
Comments
16 pages