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Related papers: Height fluctuations for the stationary KPZ equatio…

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We study a Brownian excursion on the time interval $\left|t\right|\leq T$, conditioned to stay above a moving wall $x_{0}\left(t\right)$ such that $x_0\left(-T\right)=x_0\left(T\right)=0$, and $x_{0}\left(\left|t\right|<T\right)>0$. For a…

Statistical Mechanics · Physics 2019-02-28 Naftali R. Smith , Baruch Meerson

We consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,\tau)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,\tau)$ conditioned on a large height at an earlier space-time point…

Probability · Mathematics 2025-02-28 Ron Nissim , Ruixuan Zhang

Current fluctuations for the one-dimensional totally asymmetric exclusion process (TASEP) connected to reservoirs of particles, and their large scale limit to the KPZ fixed point in finite volume, are studied using exact methods. Focusing…

Statistical Mechanics · Physics 2024-10-22 Sylvain Prolhac

We consider the point-to-point log-gamma polymer of length $2N$ in a half-space with i.i.d. $\operatorname{Gamma}^{-1}(2\theta)$ distributed bulk weights and i.i.d. $\operatorname{Gamma}^{-1}(\alpha+\theta)$ distributed boundary weights for…

Probability · Mathematics 2023-10-17 Guillaume Barraquand , Ivan Corwin , Sayan Das

We consider the Cole-Hopf solution of the (1+1)-dimensional KPZ equation $\mathcal{H}^f(t,x)$ started with initial data $f$. In this article, we study the sample path properties of the KPZ temporal process $\mathcal{H}_t^f :=…

Probability · Mathematics 2024-12-25 Sayan Das

We obtain an exact result for the midpoint probability distribution function (pdf) of the stationary continuum directed polymer, when averaged over the disorder. It is obtained by relating that pdf to the linear response of the stochastic…

Disordered Systems and Neural Networks · Physics 2017-10-09 Christian Maes , Thimothée Thiery

We consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq0$ with the reflecting boundary at $x=0$. The interface is initially flat, $h(x,t=0)=0$. We focus on the…

Statistical Mechanics · Physics 2019-05-01 Tomer Asida , Eli Livne , Baruch Meerson

We consider the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height $h(x,t)$ on the positive half line with boundary condition $\partial_x h(x,t)|_{x=0}=A$. It is equivalent to a continuum directed polymer…

Statistical Mechanics · Physics 2020-03-04 Alexandre Krajenbrink , Pierre Le Doussal

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

Probability · Mathematics 2021-08-02 Arturo Jaramillo , Ivan Nourdin , David Nualart , Giovanni Peccati

While the 1-point height distributions (HDs) and 2-point covariances of $(2+1)$ KPZ systems have been investigated in several recent works for flat and spherical geometries, for the cylindrical one the HD was analyzed for few models and…

Statistical Mechanics · Physics 2023-06-29 Ismael S. S. Carrasco , Tiago J. Oliveira

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

Statistical Mechanics · Physics 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

Let H(t,x) be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac…

Probability · Mathematics 2020-10-15 Jeremy Quastel , Daniel Remenik

Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…

Mathematical Physics · Physics 2019-10-08 Mattia Cafasso , Tom Claeys

We consider the $q$-totally asymmetric simple exclusion process ($q$-TASEP) in the stationary regime and study the fluctuation of the position of a particle. We first observe that the problem can be studied as a limiting case of an…

Mathematical Physics · Physics 2017-01-31 Takashi Imamura , Tomohiro Sasamoto

We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…

Soft Condensed Matter · Physics 2011-02-15 Johan L. A. Dubbeldam , V. G. Rostiashvili , A. Milchev , T. A. Vilgis

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

We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…

Probability · Mathematics 2009-09-29 G. Molchan , A. Khokhlov

We show that the increments of the KPZ fixed point started from arbitrary initial data are \emph{mutually} absolutely continuous with respect to Brownian motion with diffusion parameter $2$ on compacts, extending the one-sided Brownian…

Probability · Mathematics 2026-04-07 Pantelis Tassopoulos , Sourav Sarkar

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

We evaluate the fifth order normalized cumulant, known as hyperskewness, of height fluctuations dictated by the $(1+1)$-dimensional KPZ equation for the stochastic growth of a surface on a flat geometry in the stationary state. We follow a…

Statistical Mechanics · Physics 2016-04-13 Tapas Singha , Malay K. Nandy