Height Fluctuations for the Stationary KPZ Equation

被引:83
作者
Borodin, Alexei [1 ,2 ]
Corwin, Ivan [1 ,3 ,4 ,5 ]
Ferrari, Patrik [6 ]
Veto, Balint [6 ,7 ]
机构
[1] MIT, Dept Math, Cambridge, MA 02139 USA
[2] Inst Informat Transmiss Problems, Moscow 127994, Russia
[3] Columbia Univ, Dept Math, New York, NY 10027 USA
[4] Clay Math Inst, Providence, RI 02903 USA
[5] Inst Poincare, F-75005 Paris, France
[6] Univ Bonn, Inst Appl Math, D-53115 Bonn, Germany
[7] MTA BME Stochast Res Grp, H-1111 Budapest, Hungary
基金
美国国家科学基金会;
关键词
Kardar-Parisi-Zhang; Stochastic heat equation; Tracy-widom distributions; POLYNUCLEAR GROWTH-MODEL; FREE-ENERGY FLUCTUATIONS; LARGE TIME ASYMPTOTICS; DIRECTED POLYMERS; AIRY; DISTRIBUTIONS; TASEP; LIMIT; EDGE; PNG;
D O I
10.1007/s11040-015-9189-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 function H(T, X) grow like T-1/3 and converge to those previously encountered in the study of the stationary totally asymmetric simple exclusion process, polynuclear growth model and last passage percolation. The starting point for this work is our derivation of a Fredholm determinant formula for Macdonald processes which degenerates to a corresponding formula for Whittaker processes. We relate this to a polymer model which mixes the semi-discrete and log-gamma random polymers. A special case of this model has a limit to the KPZ equation with initial data given by a two-sided Brownian motion with drift beta to the left of the origin and b to the right of the origin. The Fredholm determinant has a limit for beta > b, and the case where beta = b ( corresponding to the stationary initial data) follows from an analytic continuation argument.
引用
收藏
页码:1 / 95
页数:95
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