A central limit theorem for the KPZ equation

DOI10.1214/16-AOP1162zbMATH Open1388.60111arXiv1507.01237OpenAlexW2964133150WikidataQ56894075 ScholiaQ56894075MaRDI QIDQ682263FDOQ682263

Authors: Martin Hairer, Hao Shen 

Publication date: 14 February 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf-Cole solution to the KPZ equation driven by space-time Gaussian white noise. While the limiting process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also depend on higher order moments.

Full work available at URL: https://arxiv.org/abs/1507.01237

Recommendations

• Large scale limit of interface fluctuation models
• Solving the KPZ equation
• The Kardar-Parisi-Zhang equation and universality class
• The scaling limit of the KPZ equation in space dimension 3 and higher
• \(\operatorname{ASEP}(q,j)\) converges to the KPZ equation

zbMATH Keywords

central limit theoremKPZ equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear parabolic equations (35K55)

Cited In (43)

• Mesoscopic averaging of the two-dimensional KPZ equation
• Lower tail of the KPZ equation
• Directed mean curvature flow in noisy environment
• Shift‐invariance for vertex models and polymers
• Introduction
• Space-time discrete KPZ equation
• Title not available (Why is that?)
• A Primer on Noise-Induced Transitions in Applied Dynamical Systems
• The dynamic \({\Phi^4_3}\) model comes down from infinity
• The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
• Another look at the Balázs-Quastel-Seppäläinen theorem
• Recursive formulae in regularity structures
• Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
• Energy solutions of KPZ are unique
• Some recent progress in singular stochastic partial differential equations
• Stochastic PDE limit of the six vertex model
• A central limit theorem for a localized version of the SK model
• Glauber dynamics of 2D Kac-Blume-Capel model and their stochastic PDE limits
• Variational methods for a singular SPDE yielding the universality of the magnetization ripple
• Algebraic renormalisation of regularity structures
• An invariance principle for the 1D KPZ equation
• Effective diffusivities in periodic KPZ
• KPZ reloaded
• A Littlewood-Paley description of modelled distributions
• Boundary renormalisation of SPDEs
• Stochastic quantization of an abelian gauge theory
• A frequency-independent bound on trigonometric polynomials of Gaussians and applications
• Scaling limit of a long-range random walk in time-correlated random environment
• Commentary on ``Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem by David Aldous and Persi Diaconis
• Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions
• Scaling limit of a directed polymer among a Poisson field of independent walks
• Geometric stochastic heat equations
• \(\operatorname{ASEP}(q,j)\) converges to the KPZ equation
• Wick polynomials in noncommutative probability: a group-theoretical approach
• Kardar-Parisi-Zhang equation from long-range exclusion processes
• The intermediate disorder regime for Brownian directed polymers in Poisson environment
• Weak universality of dynamical \({\Phi_3^4}\): polynomial potential and general smoothing mechanism
• Large scale limit of interface fluctuation models
• An invariance principle for the two-dimensional parabolic Anderson model with small potential
• Singular SPDEs in domains with boundaries
• Local solution to the multi-layer KPZ equation
• A class of growth models rescaling to KPZ
• Space-time fluctuation of the Kardar-Parisi-Zhang equation in \(d \geq 3\) and the Gaussian free field

This page was built for publication: A central limit theorem for the KPZ equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q682263)