Markov limits of steady states of the KPZ equation on an interval
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Publication:5870400
zbMATH Open1505.60072arXiv2109.04462MaRDI QIDQ5870400FDOQ5870400
Author name not available (Why is that?)
Publication date: 9 January 2023
Abstract: This paper builds upon the research of Corwin and Knizel who proved the existence of stationary measures for the KPZ equation on an interval and characterized them through a Laplace transform formula. Bryc, Kuznetsov, Wang and Wesolowski found a probabilistic description of the stationary measures in terms of a Doob transform of some Markov kernels; essentially at the same time, another description connecting the stationary measures to the exponential functionals of the Brownian motion appeared in work of Barraquand and Le Doussal. Our first main result clarifies and proves the equivalence of the two probabilistic description of these stationary measures. We then use the Markovian description to give rigorous proofs of some of the results claimed in Barraquand and Le Doussal. We analyze how the stationary measures of the KPZ equation on finite interval behave at large scale. We investigate which of the limits of the steady states of the KPZ equation obtained recently by G. Barraquand and P. Le Doussal can be represented by Markov processes in spatial variable under an additional restriction on the range of parameters.
Full work available at URL: https://arxiv.org/abs/2109.04462
Transition functions, generators and resolvents (60J35) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Other physical applications of random processes (60K40)
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