English

Positive random walks and an identity for half-space SPDEs

Probability 2019-01-29 v1

Abstract

The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial normalization near the boundary which leads to inhomogeneous transition densities (roughly, those of a Brownian \textit{meander}) within the associated chaos series. Secondly, we prove a new convergence result of the directed-polymer partition function in an octant to the multiplicative stochastic heat equation with this type of boundary condition, which in turn involves a detailed analysis of the aforementioned inhomogeneous Markov process. Thirdly, as a corollary, we prove a surprising equality-in-distribution for multiplicative-noise stochastic heat equations on the half space with \textit{different} boundary conditions. This identity may be seen as a precursor for proving Gaussian fluctuation behavior of supercritical half-space KPZ at the origin.

Keywords

Cite

@article{arxiv.1901.09449,
  title  = {Positive random walks and an identity for half-space SPDEs},
  author = {Shalin Parekh},
  journal= {arXiv preprint arXiv:1901.09449},
  year   = {2019}
}

Comments

50 pages, 1 figure

R2 v1 2026-06-23T07:23:31.945Z