Fractional moments of the stochastic heat equation

被引:17
作者
Das, Sayan [1 ]
Tsai, Li-Cheng [2 ]
机构
[1] Columbia Univ, Dept Math, 2990 Broadway, New York, NY 10027 USA
[2] Rutgers Univ New Brunswick, Dept Math, 10 Frelinghuysen Rd, Piscataway, NJ 08854 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2021年 / 57卷 / 02期
关键词
Kardar-Parisi-Zhang equation; Stochastic heat equation; Large deviations; Fredholm determinants; LARGE DEVIATIONS; FREE-ENERGY; INCREASING SUBSEQUENCES; DIRECTED POLYMERS; INTERMITTENCY; DISTRIBUTIONS; FLUCTUATIONS; EDGE;
D O I
10.1214/20-AIHP1095
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider the solution Z(t, x) of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data Z(0, x) = delta(x). For any real p > 0, we obtained detailed estimates of the pth moment of e(t/12)Z(2t, 0), as t -> infinity, and from these estimates establish the one-point upper-tail large deviation principle of the Kardar-Parisi-Zhang equation. The deviations have speed t and rate function Phi(+)(y) = 4/3 y(3/2). Our result confirms the existing physics predictions [Europhys. Lett. 113 (2016) 60004] and also [Phys. Rev. E 94 (2016) 032108].
引用
收藏
页码:778 / 799
页数:22
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