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Related papers: Stationary measure for the open KPZ equation

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We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our…

Probability · Mathematics 2023-04-04 Wlodek Bryc , Alexey Kuznetsov , Yizao Wang , Jacek Wesolowski

Barraquand and Le~Doussal introduced a family of stationary measures for the (conjectural) KPZ fixed point on an interval with Neumann boundary conditions, and predicted that they arise as scaling limit of stationary measures of all models…

Probability · Mathematics 2024-02-20 Wlodek Bryc , Yizao Wang , Jacek Wesolowski

We prove that the semigroup generated by the open KPZ equation on a bounded spatial interval with Neumann boundary conditions parametrized by real parameters u and v enjoys the strong Feller property. From this we conclude that for u+v>0,…

Probability · Mathematics 2022-11-09 Alisa Knizel , Konstantin Matetski

We obtain a simple formula for the stationary measure of the height field evolving according to the Kardar-Parisi-Zhang equation on the interval $[0,L]$ with general Neumann type boundary conditions and any interval size. This is achieved…

Mathematical Physics · Physics 2022-05-18 Guillaume Barraquand , Pierre Le Doussal

We study the Kardar-Parisi-Zhang equation on the half-line $x \geqslant 0$ with Neumann type boundary condition. Stationary measures of the KPZ dynamics were characterized in recent work: they depend on two parameters, the boundary…

Statistical Mechanics · Physics 2022-07-12 Guillaume Barraquand , Alexandre Krajenbrink , Pierre Le Doussal

This paper builds upon the research of Corwin and Knizel who proved the existence of stationary measures for the KPZ equation on an interval and characterized them through a Laplace transform formula. Bryc, Kuznetsov, Wang and Wesolowski…

Probability · Mathematics 2024-10-15 Wlodek Bryc , Alexey Kuznetsov

We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The…

Probability · Mathematics 2023-05-10 Guillaume Barraquand , Ivan Corwin

The ergodic theory of the open KPZ equation has seen significant progress in recent years, with explicit invariant measures described in a series of works by Corwin--Knizel, Barraquand--Le Doussal, and Bryc--Kuznetsov--Wang--Weso{\l}owski.…

Probability · Mathematics 2025-12-04 Alexander Dunlap , Yu Gu , Tommaso Rosati

We prove that the stationary measures for the free-energy increment process for the geometric last passage percolation (LPP) and log-gamma polymer model on a diagonal strip is given by a marginal of a two-layer Gibbs measure with a simple…

Probability · Mathematics 2024-06-18 Guillaume Barraquand , Ivan Corwin , Zongrui Yang

We consider the open KPZ equation $H(x,t)$ on the interval $[0,L]$ with Neumann boundary conditions depending on parameters $u,v\ge 0$ (the so-called maximal current phase). For $L \sim t^{\alpha}$ and stationary initial conditions, we…

Probability · Mathematics 2025-08-18 Andres A. Contreras Hip , Sayan Das , Antonios Zitridis

We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…

Dynamical Systems · Mathematics 2025-06-24 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

We study the stationary measures for variants of the Porous Medium Model in dimension 1. These are exclusion processes that belong to the class of kinetically constrained models, in which an exchange can occur between $x$ and $x+1$ only if…

Probability · Mathematics 2024-11-27 Oriane Blondel

We give an explicit description of the jointly invariant measures for the KPZ equation. These are couplings of Brownian motions with drift, and can be extended to a process defined for all drift parameters simultaneously. We term this…

Probability · Mathematics 2025-07-15 Sean Groathouse , Firas Rassoul-Agha , Timo Seppäläinen , Evan Sorensen

We give a new proof of existence as well as two proofs of uniqueness of the invariant measure of the open-boundary KPZ equation on [0,1], for all possible choices of inhomogeneous Neumann boundary data. Both proofs yield an exponential…

Probability · Mathematics 2023-11-13 Shalin Parekh

The stationary measures of the Kardar-Parisi-Zhang equation on an interval have been computed recently. We present a rather direct derivation of this result by taking the weak asymmetry limit of the matrix product ansatz for the asymmetric…

Mathematical Physics · Physics 2023-03-29 Guillaume Barraquand , Pierre Le Doussal

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

In this paper, we consider the stationary measure of the Hadamard walk on the one-dimensional integer lattice. Here all the stationary measures given by solving the eigenvalue problem are completely determined via the transfer matrix…

Quantum Physics · Physics 2021-12-17 Takashi Komatsu , Norio Konno

In [arXiv:2409.08465], Quastel and Gu use Stein's equation and integration by parts to give a direct proof that drifted Brownian motions are stationary (modulo height shifts) for the full-line KPZ equation. In this article, we consider the…

Probability · Mathematics 2026-04-28 James Bona-Landry

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu
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