English
Related papers

Related papers: The KPZ fixed point and Brownian motion share the …

200 papers

Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive…

Probability · Mathematics 2025-10-10 Cheuk Yin Lee , Yimin Xiao

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 show that under the 1:2:3 scaling, critically probing large space and time, the height function of finite range asymmetric exclusion processes and the KPZ equation converge to the KPZ fixed point, constructed earlier as a limit of the…

Probability · Mathematics 2025-05-09 Jeremy Quastel , Sourav Sarkar

The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a…

Probability · Mathematics 2022-11-15 Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen

Current fluctuations for the one-dimensional totally asymmetric exclusion process (TASEP) connected to reservoirs of particles, and their large scale limit to the KPZ fixed point in finite volume, are studied using exact methods. Focusing…

Statistical Mechanics · Physics 2024-10-22 Sylvain Prolhac

We conjecture the universal probability distribution at large time for the one-point height in the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality class, with initial conditions interpolating from any one of the three main…

Statistical Mechanics · Physics 2017-06-07 Pierre Le Doussal

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…

Probability · Mathematics 2022-12-22 Alexei Borodin , Ivan Corwin , Patrik L. Ferrari , Bálint Vető

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 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 periodic KPZ fixed point is the conjectural universal limit of the KPZ universality class models on a ring when both the period and time critically tend to infinity. For the case of the periodic narrow wedge initial condition, we…

Probability · Mathematics 2025-05-27 Jinho Baik , Zhipeng Liu

We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…

Mathematical Physics · Physics 2014-11-13 Tomohiro Sasamoto , Herbert Spohn

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

Probability · Mathematics 2007-05-23 Davar Khoshnevisan , Yimin Xiao

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

The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…

Probability · Mathematics 2023-05-03 Jinho Baik , Andrei Prokhorov , Guilherme L. F. Silva

Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its…

Probability · Mathematics 2011-11-03 Ivan Corwin

We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…

Mathematical Physics · Physics 2020-08-26 Yuta Arai

This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…

Probability · Mathematics 2025-06-30 G. Barrera , M. A. Högele , J. C. Pardo

We consider all totally asymmetric simple exclusion processes (TASEPs) whose transition probabilities are given in the Sch\"utz-type formulas and which jump with homogeneous rates. We show that the multi-point distribution of particle…

Probability · Mathematics 2023-01-10 Yuta Arai

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

Half-space models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit rich boundary phenomena that alter the asymptotic behavior familiar from their full-space counterparts. A distinguishing feature of these systems is the presence…

Probability · Mathematics 2026-01-09 Evgeni Dimitrov , Christian Serio , Zongrui Yang