English

Spatial decorrelation of KPZ from narrow wedge

Probability 2025-07-01 v1

Abstract

We study the spatial decorrelation of the solution to the KPZ equation with narrow wedge initial data. For fixed t>0t>0, we determine the decay rate of the spatial covariance function, showing that Cov[h(t,x),h(t,0)]tx{\rm Cov}[h(t,x),h(t,0)]\sim \frac{t}{x} as xx\to\infty. In addition, we prove that the finite-dimensional distributions of the properly rescaled spatial average of the height function converge to those of a Brownian motion.

Keywords

Cite

@article{arxiv.2506.23065,
  title  = {Spatial decorrelation of KPZ from narrow wedge},
  author = {Yu Gu and Fei Pu},
  journal= {arXiv preprint arXiv:2506.23065},
  year   = {2025}
}