Stationary measure for the open KPZ equation

DOI10.1002/CPA.22174MaRDI QIDQ6202050zbMATH OpenOpenAlexFDO

Authors Ivan Corwin, Alisa Knizel

Publication date 21 February 2024

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.12253

zbMATH Keywords

KPZ equationmultipoint Laplace transform

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on general state spaces (60J25) PDEs with randomness, stochastic partial differential equations (35R60) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: We provide the first construction of stationary measures for the open KPZ equation on the spatial interval $[0,1]$ with general inhomogeneous Neumann boundary conditions at $0$ and $1$ depending on real parameters $u$ and $v$, respectively. When $u+vgeq0$ we uniquely characterize the constructed stationary measures through their multipoint Laplace transform which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process.

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• Stationary measures for the log-gamma polymer and KPZ equation in half-space
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Cited in

(8)

• Stationary measures for the log-gamma polymer and KPZ equation in half-space
• From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval
• Stationary measures for integrable polymers on a strip
• Approximating the stationary distribution of the ASEP with open boundaries
• Markov processes related to the stationary measure for the open KPZ equation
• Fluctuations of random Motzkin paths. II
• Synchronisation for scalar conservation laws via Dirichlet boundary
• On the dual representations of Laplace transforms of Markov processes

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