Related papers: An invariance principle for the 1D KPZ equation
Several approaches to the dynamics of loop quantum gravity involve discretizing the equations of motion. The resulting discrete theories are known to be problematic since the first class algebra of constraints of the continuum theory…
In this paper, we define a generalised fractional Cox-Ingersoll-Ross process as a square of singular stochastic differential equation with respect to fractional Brownian motion with Hurst parameter H in (0,1) and continuous drift function.…
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…
We introduce the notion of energy solutions of the KPZ equation. Under minimal assumptions, we prove that the density fluctuations of one-dimensional, weakly asymmetric, conservative particle systems with respect to the stationary states…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
We extend our 2+1 dimensional discrete growth model (PRE 79, 021125 (2009)) with conserved, local exchange dynamics of octahedra, describing surface diffusion. A roughening process was realized by uphill diffusion and curvature dependence.…
We study the large scale fluctuations of the KPZ equation in dimensions $d \geq 3$ driven by Gaussian noise that is white in time Gaussian but features non-integrable spatial correlation with decay rate $\kappa \in (2, d)$ and a suitable…
Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…
We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…
We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…
This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…
We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
We consider the one-dimensional Kardar-Parisi-Zhang (KPZ) equation with half Brownian motion initial condition, studied previously through the weakly asymmetric simple exclusion process. We employ the replica Bethe ansatz and show that the…
In this paper, we present a conforming space-time discretization of the wave equation based on a first-order-in-time variational formulation with exponential weights in time. We analyze the method, showing its stability without imposing any…
We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…
Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…
We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…
A model for kinetic roughening of one-dimensional interfaces is presented within an intrinsic geometry framework that is free from the standard small-slope and no-overhang approximations. The model is meant to probe the consequences of the…