The lower tail of the half-space KPZ equation

DOI10.1016/J.SPA.2021.09.001zbMATH Open1480.60127arXiv1905.07703OpenAlexW2946504750MaRDI QIDQ2239262FDOQ2239262

Authors: Yujin Kim 

Publication date: 3 November 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A=-1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound demonstrates a crossover between a regime of super-exponential decay with exponent $frac52$ (and leading pre-factor $frac215pi{T}^{1/3}$) and a regime with exponent $3$ (and leading pre-factor $frac124$); the upper bound demonstrates a crossover between a regime with exponent $frac32$ (and arbitrarily small pre-factor) and a regime with exponent $3$ (and leading pre-factor $frac124$). We show that, given a crude leading-order asymptotic in the Stokes region (Definition $1.7$, first defined in (Duke Math J., [Bot17])) for the Ablowitz-Segur solution to the Painlev'e II equation, the upper bound on the lower tail probability can be improved to demonstrate the same crossover as the lower bound. We also establish novel bounds on the large deviations of the GOE point process.

Full work available at URL: https://arxiv.org/abs/1905.07703

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zbMATH Keywords

large deviationsstochastic Airy operatorPfaffian point processes(half-space) Kardar-Parisi-Zhang equationGOE ensembleAblowitz-Segur solution to Painlevé II

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Asymptotics of solutions to integral equations (45M05)

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Cited In (10)

• Integrability in the weak noise theory
• Lower tail of the KPZ equation
• Exact lower-tail large deviations of the KPZ equation
• Delta-Bose gas on a half-line and the Kardar-Parisi-Zhang equation: boundary bound states and unbinding transitions
• Lyapunov exponents of the half-line SHE
• Uniform tail asymptotics for Airy kernel determinant solutions to KdV and for the narrow wedge solution to KPZ
• High moments of the SHE in the clustering regimes
• KPZ equation tails for general initial data
• Upper tail bounds for stationary KPZ models
• Time-time covariance for last passage percolation in half-space

Uses Software

• Digital Library of Mathematical Functions

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