English

Temporal increments of the KPZ equation with general initial data

Probability 2024-12-25 v3

Abstract

We consider the Cole-Hopf solution of the (1+1)-dimensional KPZ equation Hf(t,x)\mathcal{H}^f(t,x) started with initial data ff. In this article, we study the sample path properties of the KPZ temporal process Htf:=Hf(t,0)\mathcal{H}_t^f := \mathcal{H}^f(t,0). We show that for a very large class of initial data which includes any deterministic continuous initial data that grows slower than parabola (f(x)1+x2f(x) \ll 1 + x^2) as well as narrow wedge and stationary initial data, temporal increments of Htf\mathcal{H}_t^f are well approximated by increments of a fractional Brownian motion of Hurst parameter 14\frac14. As a consequence, we obtain several sample path properties of KPZ temporal properties including variation of the temporal process, law of iterated logarithms, modulus of continuity and Hausdorff dimensions of the set of points with exceptionally large increments.

Cite

@article{arxiv.2203.00666,
  title  = {Temporal increments of the KPZ equation with general initial data},
  author = {Sayan Das},
  journal= {arXiv preprint arXiv:2203.00666},
  year   = {2024}
}

Comments

26 pages, 0 figures

R2 v1 2026-06-24T09:58:22.406Z