Stationary measure for the open KPZ equation
Probability
2023-09-20 v4 Statistical Mechanics
Mathematical Physics
math.MP
Abstract
We provide the first construction of stationary measures for the open KPZ equation on the spatial interval with general inhomogeneous Neumann boundary conditions at and depending on real parameters and , respectively. When we uniquely characterize the constructed stationary measures through their multipoint Laplace transform which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process.
Keywords
Cite
@article{arxiv.2103.12253,
title = {Stationary measure for the open KPZ equation},
author = {Ivan Corwin and Alisa Knizel},
journal= {arXiv preprint arXiv:2103.12253},
year = {2023}
}
Comments
version accepted for publication in CPAM, 90 pages, 5 figures; Mistake in statement and proof of Proposition 2.3 remedied