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The logarithmic derivative of the marginal distributions of randomly fluctuating interfaces in one dimension on a large scale evolve according to the Kadomtsev-Petviashvili (KP) equation. This is derived algebraically from a Fredholm…

Probability · Mathematics 2023-04-26 Jeremy Quastel , Daniel Remenik

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…

Probability · Mathematics 2022-12-22 Alexei Borodin , Ivan Corwin , Patrik L. Ferrari , Bálint Vető

We analyze a class of non-simple exclusion processes and the corresponding growth models by generalizing Gaertners Cole-Hopf transformation. We identify the main non-linearity and eliminate it by imposing a gradient type condition. For…

Probability · Mathematics 2015-12-11 Amir Dembo , Li-Cheng Tsai

We study the statistical inference problem for a complex $\alpha$-fractional Brownian bridge process $Z$ defined by the stochastic differential equation \[ \mathrm{d}Z_t = -\alpha \frac{Z_t}{T - t} \mathrm{d}t + \mathrm{d}\zeta_t, \quad t…

Probability · Mathematics 2026-03-10 Yong Chen , Lin Fang , Ying Li , Hongjuan Zhou

The Kardar-Parisi-Zhang (KPZ) equation is accepted as a generic description of interfacial growth. In several recent studies, however, values of the roughness exponent alpha have been reported that are significantly less than that…

Statistical Mechanics · Physics 2016-08-31 R. A. Blythe , M. R. Evans

In this paper we present a novel non-parametric method of simplifying piecewise linear curves and we apply this method as a statistical approximation of structure within sequential data in the plane. We consider the problem of minimizing…

Computational Geometry · Computer Science 2012-05-31 Stephane Durocher , Alexandre Leblanc , Jason Morrison , Matthew Skala

We revisit the transfer-matrix approach to directed polymers in random media and show that a single ensemble of random transfer-matrix products provides a unified realization of the canonical one-point fluctuation laws in $(1+1)$…

Soft Condensed Matter · Physics 2026-03-17 Sen Mu , Abbas Ali Saberi , Roderich Moessner , Mehran Kardar

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

Consider a discrete one-dimensional random surface whose height at a point grows as a function of the heights at neighboring points plus an independent random noise. Assuming that this function is equivariant under constant shifts,…

Probability · Mathematics 2023-09-06 Arka Adhikari , Sourav Chatterjee

The short-time evolution of a growing interface is studied analytically and numerically for the Kadar-Parisi-Zhang (KPZ) universality class. The scaling behavior of response and correlation functions is reminiscent of the ``initial slip''…

Statistical Mechanics · Physics 2009-10-30 M. Krech

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

We construct a stratification of the punctual Hilbert scheme of points on a non-reduced and nodal plane curve, $x^uy^v=0$. Each stratum is indexed by a new combinatorial object we define: a weak diagonal partition. The approach is based on…

Algebraic Geometry · Mathematics 2026-04-07 Yuze Luan

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

Statistical Mechanics · Physics 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Motivated by the recent exact solution of the {\it stationary-state} Kardar-Parisi-Zhang (KPZ) statistics by Imamura & Sasamoto (Phys. Rev. Lett. {\bf 108}, 190603 (2012)), as well as a precursor experimental signature unearthed by Takeuchi…

Statistical Mechanics · Physics 2014-03-31 Timothy Halpin-Healy , Yuexia Lin

We study the probability distribution $\mathcal{P}(H,t,L)$ of the surface height $h(x=0,t)=H$ in the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension when starting from a parabolic interface, $h(x,t=0)=x^2/L$. The limits of…

Statistical Mechanics · Physics 2016-10-06 Alex Kamenev , Baruch Meerson , Pavel V. Sasorov

We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…

Probability · Mathematics 2024-12-11 Kevin Yang

Recently, Quastel and Remenik \cite{QRKP} [arXiv:1908.10353] found a remarkable relation between some solutions of the finite time Kardar-Parisi-Zhang (KPZ) equation and the Kadomtsev-Petviashvili (KP) equation. Using this relation we…

Disordered Systems and Neural Networks · Physics 2020-01-08 Pierre Le Doussal

A discrete Gibbsian line ensemble $\mathfrak{L} = (L_1,\dots,L_N)$ consists of $N$ independent random walks on the integers conditioned not to cross one another, i.e., $L_1 \geq \cdots \geq L_N$. In this paper we provide sufficient…

Probability · Mathematics 2023-02-17 Christian Serio

We consider the Kardar-Parisi-Zhang (KPZ) equation for a circular interface in two dimensions, unconstrained by the standard small-slopes and no-overhang approximations. Numerical simulations using an adaptive scheme allow us to elucidate…

Statistical Mechanics · Physics 2014-01-14 Silvia N. Santalla , Javier Rodriguez-Laguna , Rodolfo Cuerno

In this review we discuss the weak KPZ universality conjecture for a class of 1-d systems whose dynamics conserves one or more quantities. As a prototype example for the former case, we will focus on weakly asymmetric simple exclusion…

Probability · Mathematics 2020-10-30 Patricia Gonçalves , Alessandra Occelli
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