English

The Brownian Castle

Probability 2021-02-08 v2

Abstract

We introduce a 1+11+1-dimensional temperature-dependent model such that the classical ballistic deposition model is recovered as its zero-temperature limit. Its \infty-temperature version, which we refer to as the 00-Ballistic Deposition (00-BD) model, is a randomly evolving interface which, surprisingly enough, does {\it not} belong to either the Edwards--Wilkinson (EW) or the Kardar--Parisi--Zhang (KPZ) universality class. We show that 00-BD has a scaling limit, a new stochastic process that we call {\it Brownian Castle} (BC) which, although it is "free", is distinct from EW and, like any other renormalisation fixed point, is scale-invariant, in this case under the 1:1:21:1:2 scaling (as opposed to 1:2:31:2:3 for KPZ and 1:2:41:2:4 for EW). In the present article, we not only derive its finite-dimensional distributions, but also provide a "global" construction of the Brownian Castle which has the advantage of highlighting the fact that it admits backward characteristics given by the (backward) Brownian Web (see [T\'oth B., Werner W., Probab. Theory Related Fields, '98] and [L. R. G. Fontes, M. Isopi, C. M. Newman, and K. Ravishankar, Ann. Probab., '04]). Among others, this characterisation enables us to establish fine pathwise properties of BC and to relate these to special points of the Web. We prove that the Brownian Castle is a (strong) Markov and Feller process on a suitable space of c\`adl\`ag functions and determine its long-time behaviour. At last, we give a glimpse to its universality by proving the convergence of 00-BD to BC in a rather strong sense.

Keywords

Cite

@article{arxiv.2010.02766,
  title  = {The Brownian Castle},
  author = {Giuseppe Cannizzaro and Martin Hairer},
  journal= {arXiv preprint arXiv:2010.02766},
  year   = {2021}
}

Comments

Standalone results on the Brownian Web have been split off into a separate article

R2 v1 2026-06-23T19:05:22.687Z