The Brownian Castle
Abstract
We introduce a -dimensional temperature-dependent model such that the classical ballistic deposition model is recovered as its zero-temperature limit. Its -temperature version, which we refer to as the -Ballistic Deposition (-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 -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 scaling (as opposed to for KPZ and 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 -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