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We introduce high staircase infinite measure preserving transformations and prove that they are mixing under a restricted growth condition. This is used to (i) realize each subset $E\subset\Bbb N\cup\{\infty\}$ as the set of essential…

Dynamical Systems · Mathematics 2010-01-19 Alexandre I. Danilenko , Valery V. Ryzhikov

We study the numerical approximation of the invariant measure of a viscous scalar conservation law, one-dimensional and periodic in the space variable, and stochastically forced with a white-in-time but spatially correlated noise. The flux…

Analysis of PDEs · Mathematics 2021-05-27 Sébastien Boyaval , Sofiane Martel , Julien Reygner

In this paper, we study the Gibbs measures for periodic generalized Korteweg-de Vries equations (gKdV) with quartic or higher nonlinearities. In order to bypass the analytical ill-posedness of the equation in the Sobolev support of the…

Analysis of PDEs · Mathematics 2022-02-28 Andreia Chapouto , Nobu Kishimoto

For each $t\geq 1$ we construct an $\mathbf{N}$-indexed ensemble of random continuous curves with three properties: 1. The lowest indexed curve is distributed as the time $t$ Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) stochastic…

Probability · Mathematics 2020-03-26 Ivan Corwin , Alan Hammond

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…

Probability · Mathematics 2021-11-25 Konstantin Matetski , Jeremy Quastel , Daniel Remenik

We obtain in closed form averages of polynomials, taken over hermitian matrices with the Gaussian measure involved in the Kontsevich integral, and prove a conjecture of Witten enabling one to express analogous averages with the full (cubic…

High Energy Physics - Theory · Physics 2015-06-26 P. Di Francesco , C. Itzykson , J. -B. Zuber

We consider systems of $N$ diffusions in equilibrium interacting through a potential $V$. We study a "height function" which for the special choice $V(x) = \e^{-x}$, coincides with the partition function of a stationary semidiscrete…

Probability · Mathematics 2022-06-08 Benjamin Landon , Christian Noack , Philippe Sosoe

We study Gibbsian models of unbounded integer-valued spins on trees which possess a symmetry under height-shift. We develop a theory relating boundary laws to gradient Gibbs measures, which applies also in cases where the corresponding…

Probability · Mathematics 2016-11-28 Christof Kuelske , Philipp Schriever

This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the…

Probability · Mathematics 2019-07-17 Will FitzGerald , Jon Warren

We review recent progress on the study of the Kardar-Parisi-Zhang (KPZ) equation in a periodic setting, which describes the random growth of an interface in a cylindrical geometry. The main results include central limit theorems for the…

Probability · Mathematics 2025-01-22 Yu Gu , Tomasz Komorowski

For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential…

Probability · Mathematics 2024-06-24 Yu Gu , Tomasz Komorowski

We show that there exists a unique (up to multiplication by constants) and natural measure on simple loops in the plane and on each Riemann surface, such that the measure is conformally invariant and also invariant under restriction (i.e.…

Probability · Mathematics 2017-07-18 Wendelin Werner

This paper examines Poisson stable (including stationary, periodic, almost periodic, Levitan almost periodic, Bohr almost automorphic, pseudo-periodic, Birkhoff recurrent, pseudo-recurrent, etc.) measures and limit theorems for stochastic…

Probability · Mathematics 2024-05-14 Shuaishuai Lu , Xue Yang , Yong Li

In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…

Dynamical Systems · Mathematics 2025-06-10 Zhenxin Liu , Zhiyuan Shi

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

We have considered three different "one-body" statistical systems involving Brownian excursions, which possess for fluctuations Kardar-Parisi-Zhang scaling with the critical exponent $\nu=\frac{1}{3}$. In all models imposed external…

Statistical Mechanics · Physics 2020-05-07 Alexander Gorsky , Sergei Nechaev , Alexander Valov

We classify measures on $\{0,1\}^{\mathbb{Z}^d}$, $d \geq 3$, the space of subsets of $\mathbb{Z}^d$, which are invariant under all affine special linear transformations. In other words, we classify simple point processes on $\mathbb{Z}^d$…

Probability · Mathematics 2026-05-19 Mikołaj Frączyk , Simon Machado

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…

Analysis of PDEs · Mathematics 2025-04-30 Matthias Liero , Alexander Mielke , Oliver Tse , Jia-Jie Zhu