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We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$…

Probability · Mathematics 2024-11-25 László Erdős , Hong Chang Ji

We consider time correlation for KPZ growth in 1+1 dimensions in a neighborhood of a characteristics. We prove convergence of the covariance with droplet, flat and stationary initial profile. In particular, this provides a rigorous proof of…

Mathematical Physics · Physics 2019-01-30 Patrik L. Ferrari , Alessandra Occelli

Building on our previous work [Phys.Rev.D82,085016(2010)], we show in this paper how a Brownian motion on a short scale can originate a relativistic motion on scales that are larger than particle's Compton wavelength. This can be described…

High Energy Physics - Theory · Physics 2012-07-25 Petr Jizba , Fabio Scardigli

Domains of attraction are identified for the universality classes of one-point asymptotic fluctuations for the Kardar-Parisi-Zhang (KPZ) equation with general initial data. The criterion is based on a large deviation rate function for the…

Probability · Mathematics 2020-10-15 Jeremy Quastel , Daniel Remenik

We show that, under certain natural assumptions, large random plane bipartite maps with a boundary converge after rescaling to a one-parameter family ($\mathrm{BD}_L$, $0 < L < \infty$) of random metric spaces homeomorphic to the closed…

Probability · Mathematics 2016-02-12 Jérémie Bettinelli , Gregory Miermont

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

We prove that a random group in the triangular density model has, for density larger than 1/3, fixed point properties for actions on $L^p$-spaces (affine isometric, and more generally $(2-2\epsilon)^{1/2p}$-uniformly Lipschitz) with $p$…

Group Theory · Mathematics 2019-08-21 Cornelia Drutu , John M. Mackay

We show that the directed landscape is the unique coupling of the KPZ fixed point from all initial conditions satisfying three natural properties: independent increments, monotonicity, and shift commutativity. Equivalently, we show that the…

Probability · Mathematics 2025-08-12 Duncan Dauvergne , Lingfu Zhang

We consider the periodic totally asymmetric simple exclusion process with a general initial condition that properly approximates a periodic upper-semicontinuous function. We find the large time limit of the rescaled space-time multipoint…

Probability · Mathematics 2026-03-03 Jinho Baik , Yuchen Liao , Zhipeng Liu

The term 'KPZ' stands for the initials of three physicists, namely Kardar, Parisi and Zhang, which, in 1986 conjectured the existence of universal scaling behaviours for many random growth processes in the plane. A process is said to belong…

Probability · Mathematics 2024-10-11 Pantelis Tassopoulos

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 ``V-shaped'' solutions to the KPZ equation, those having opposite asymptotic slopes $\theta$ and $-\theta$, with $\theta>0$, at positive and negative infinity, respectively. Answering a question of Janjigian, Rassoul-Agha, and…

Probability · Mathematics 2026-03-12 Alexander Dunlap , Evan Sorensen

We give a definition of mass for conformally compactifiable initial data sets. The asymptotic conditions are compatible with existence of gravitational radiation, and the compactifications are allowed to be polyhomogeneous. We show that the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 P. T. Chrusciel , J. Jezierski , S. Leski

We study the spatial correlations of the one-dimensional KPZ surface for the flat initial condition. It is shown that the multi-point joint distribution for the height is given by a Fredholm determinant, with its kernel in the scaling limit…

Statistical Mechanics · Physics 2009-11-11 T. Sasamoto

Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…

Probability · Mathematics 2015-03-11 S. McKinlay , K. Borovkov

In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…

Probability · Mathematics 2017-03-29 Jianbo Cui , Jialin Hong , Zhihui Liu

A $1$-Lipschitz map $f$ from a convex compact set to itself has fixed points. This consequence of Brouwer's or Schauder's fixed point theorem has more elementary proofs by approximating $f$ by $\lambda$-contractions, $f_\lambda$. We study…

Metric Geometry · Mathematics 2019-03-14 Maxime Zavidovique

We study the upper and lower regularity dimensions in relation to the notions of doubling and uniformly perfect. These two regularity properties are closely related which is quantified thanks to the regularity dimensions. The regularity…

Metric Geometry · Mathematics 2019-11-01 Douglas C. Howroyd

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

Probability · Mathematics 2007-05-23 E. Herbin , E. Merzbach

In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…

Probability · Mathematics 2021-10-20 Konstantin Khanin , Liying Li
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