Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

DOI10.1214/20-EJP511zbMATH Open1459.60206arXiv1506.09030MaRDI QIDQ2201484FDOQ2201484

Chin Hang Lun, J. Warren

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We prove the continuity and strict positivity of the multi-layer extension to the stochastic heat equation introduced in [OW11] which form a hierarchy of partition functions for the continuum directed random polymer. This shows that the corresponding free energy (logarithm of the partition function) is well defined. This is also a step towards proving the conjecture stated at the end of the above paper that an array of such partition functions has the Markov property.

Full work available at URL: https://arxiv.org/abs/1506.09030

zbMATH Keywords

stochastic heat equationKPZ equationintegrable probability

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Burgers and KPZ equations from particle systems
• Scale invariance of the PNG droplet and the Airy process
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• Shape fluctuations and random matrices
• The continuum directed random polymer
• Tropical combinatorics and Whittaker functions
• KPZ line ensemble
• Dynamic Scaling of Growing Interfaces
• On the distribution of the length of the longest increasing subsequence of random permutations
• A multi-layer extension of the stochastic heat equation
• Intermittence and nonlinear parabolic stochastic partial differential equations
• Discrete polynuclear growth and determinantal processes
• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• The intermediate disorder regime for directed polymers in dimension \(1+1\)
• Course 1 Random matrices and determinantal processes
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• The planar approximation. II
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
• Noncolliding Brownian motion and determinantal processes
• On the support of solutions to the heat equation with noise
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• Coincidence probabilities
• Asymptotics of Plancherel measures for symmetric groups
• Discrete orthogonal polynomial ensembles and the Plancherel measure
• On the (strict) positivity of solutions of the stochastic heat equation
• Multi-scaling of the \(n\)-point density function for coalescing Brownian motions
• Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Continuous crystal and Duistermaat-Heckman measure for Coxeter groups.
• Initial measures for the stochastic heat equation
• Intermediate disorder directed polymers and the multi-layer extension of the stochastic heat equation
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations
• On the distribution of the length of the second row of a Young diagram under Plancherel measure

Cited In (5)

• Optimal regularity of SPDEs with additive noise
• A multi-layer extension of the stochastic heat equation
• Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
• Intermediate disorder limits for multi-layer semi-discrete directed polymers
• On the positivity of the stochastic heat equation

Uses Software

• Digital Library of Mathematical Functions

This page was built for publication: Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201484)