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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 show that the law of the KPZ fixed point starting from arbitrary initial condition is absolutely continuous with respect to the law of Brownian motion $B$ on every compact interval. In particular, the Airy$_1$ process is absolutely…

Probability · Mathematics 2021-05-18 Sourav Sarkar , Bálint Virág

The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process that is conjectured to be at the core of the KPZ universality class. In this article we study two aspects the KPZ fixed point that share the same Brownian limiting behaviour: the…

Probability · Mathematics 2019-12-30 Leandro P. R. Pimentel

We consider the KPZ fixed point starting from a general class of initial data. In this article, we study the growth of the large peaks of the KPZ fixed point at a spatial point $0$ when time $t$ goes to $\infty$ and when $t$ approaches $1$.…

Probability · Mathematics 2022-07-12 Sayan Das , Promit Ghosal , Yier Lin

In this article we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply the integration by parts formula from Malliavin calculus to establish a key relation between the…

Probability · Mathematics 2023-02-09 Leandro P. R. Pimentel

The KPZ fixed point is a universal limiting space-time random field for the Kardar-Parisi-Zhang universality class. While the joint law of the KPZ fixed point at a fixed time has been studied extensively, the multipoint distributions of the…

Probability · Mathematics 2025-09-30 Yuchen Liao , Zhipeng Liu

We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p,…

Functional Analysis · Mathematics 2011-08-19 Árpád Bényi , Tadahiro Oh

We study exact stationary properties of the one-dimensional Kardar-Parisi-Zhang (KPZ) equation by using the replica approach. The stationary state for the KPZ equation is realized by setting the initial condition the two-sided Brownian…

Statistical Mechanics · Physics 2013-09-10 Takashi Imamura , Tomohiro Sasamoto

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Probability · Mathematics 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

Recently, Quastel and Remenik \cite{QRKP} [arXiv:1908.10353] found a remarkable relation between some solutions of the finite time Kardar-Parisi-Zhang (KPZ) equation and the Kadomtsev-Petviashvili (KP) equation. Using this relation we…

Disordered Systems and Neural Networks · Physics 2020-01-08 Pierre Le Doussal

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 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…

Differential Geometry · Mathematics 2014-08-18 Pablo Lessa

The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…

Probability · Mathematics 2022-12-13 Matija Vidmar , Jon Warren

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 consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

We compactify and regularize the space of initial values of a planar map with a quartic invariant and use this construction to prove its integrability in the sense of algebraic entropy. The system turns out to have certain unusual…

Exactly Solvable and Integrable Systems · Physics 2020-06-03 G. Gubbiotti , N. Joshi

We show that the Radon-Nikodym derivative of the law of the spatial increments (with endpoints away from the origin) of inhomogeneous Brownian last passage percolation (LPP) with non-decreasing initial data against the Wiener measure $\mu$…

Probability · Mathematics 2025-11-04 Pantelis Tassopoulos , Sourav Sarkar

Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{\d s \over W(s)} := \lim_{\epsilon\to0} \int_0^t 1_{(|W(s)|> \epsilon)} {\d s \over W(s)} $ as Cauchy's principal value related to local time. We prove…

Probability · Mathematics 2007-05-23 Endre Csáki , Yueyun Hu

We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality…

Disordered Systems and Neural Networks · Physics 2017-12-13 Pierre Le Doussal

In this paper, we prove several rigidity results for compact initial data sets, in both the boundary and no boundary cases. In particular, under natural energy, boundary, and topological conditions, we obtain a global version of the main…

General Relativity and Quantum Cosmology · Physics 2023-02-03 Gregory J. Galloway , Abraão Mendes
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