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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

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 develop the theory of the discrete periodic Pitman transform, first introduced by Corwin, Gu, and the fifth author. We prove that the discrete periodic Pitman transform satisfies the same braid relations that are satisfied for the…

The first goal of this paper is to prove multiple asymptotic results for a time-discrete and space-continuous polymer model of a random walk in a random potential. These results include: existence of deterministic free energy density in the…

Probability · Mathematics 2017-03-31 Yuri Bakhtin , Liying Li

For the one dimensional Burgers equation with a random and periodic forcing, it is well-known that there exists a family of invariant measures, each corresponding to a different average velocity. In this paper, we consider the coupled…

Probability · Mathematics 2025-03-11 Alexander Dunlap , Yu Gu

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

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

In this paper, we consider four integrable models of directed polymers for which the free energy is known to exhibit KPZ fluctuations. A common framework for the analysis of these models was introduced in our recent work on the…

Probability · Mathematics 2020-05-04 Christian Noack , Philippe Sosoe

For models in the KPZ universality class, such as the zero temperature model of planar last passage-percolation (LPP) and the positive temperature model of directed polymers, its upper tail behavior has been a topic of recent interest, with…

Probability · Mathematics 2025-12-23 Shirshendu Ganguly , Milind Hegde , Lingfu Zhang

Stochastic growth models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit remarkable fluctuation phenomena. While a variety of powerful methods have led to a detailed understanding of their typical fluctuations or large…

Mathematical Physics · Physics 2026-02-24 Promit Ghosal , Guilherme L. F. Silva

This paper considers the damped periodic Korteweg-de Vries (KdV) equation in the presence of a white-in-time and spatially smooth stochastic source term and studies the long-time behavior of solutions. We show that the integrals of motion…

Probability · Mathematics 2024-10-10 Nathan Glatt-Holtz , Vincent R. Martinez , Geordie H. Richards

We prove a complete characterization of the extremal invariant measures for half-space geometric last-passage percolation with an arbitrary boundary parameter. This is the first result of its kind for a model in the KPZ universality class…

Probability · Mathematics 2026-05-22 Sayan Das , Evan Sorensen , Zongrui Yang

Using Stein's method and a Gaussian integration by parts, we provide a direct proof of the known fact that drifted Brownian motions are invariant measures (modulo height) for the KPZ equation.

Probability · Mathematics 2025-04-09 Yu Gu , Jeremy Quastel

We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…

Mathematical Physics · Physics 2019-07-09 Wolfgang Bock , Torben Fattler , Ludwig Streit

The study of Kadar-Parsi-Zhang (KPZ) universality class has been a subject of great interest among mathematicians and physicists over the past three decades. A notably successful approach for analyzing KPZ models is the coupling method,…

Probability · Mathematics 2023-10-27 Xiao Shen

We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…

Probability · Mathematics 2017-03-31 Wolfgang Bock , Torben Fattler

We construct a family of invariant measures from the perspective of a shock in the KPZ fixed point. These measures are parameterized by a positive number $\theta > 0$, and are supported on functions $f$ satisfying $\lim_{|x| \to \infty}…

Probability · Mathematics 2026-03-19 Alexander Dunlap , Evan Sorensen

We explore probabilistic consequences of correspondences between $q$-Whittaker measures and periodic and free boundary Schur measures established by the authors in the recent paper [arXiv:2106.11922]. The result is a comprehensive theory of…

Probability · Mathematics 2022-04-19 Takashi Imamura , Matteo Mucciconi , Tomohiro Sasamoto

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $\Phi^4_3$ model. As a corollary, we prove that the…

Probability · Mathematics 2017-04-26 Martin Hairer , Jonathan Mattingly

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist
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