Probability and Stochastic Analysis - University of Bonn

Abstract of "Height fluctuations for the stationary KPZ equation"

with Alexei Borodin, Ivan Corwin and Bálint Vető.

We compute the one-point probability distribution for the stationary KPZ equation (i.e.\ initial data h(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height function h(T,X) grow like T1/3 and converge to those previously encountered in the study of the stationary totally asymmetric simple exclusion process, polynuclear growth model and last passage percolation.
The starting point for this work is our derivation of a Fredholm determinant formula for Macdonald processes which degenerates to a corresponding formula for Whittaker processes. We relate this to a polymer model which mixes the semi-discrete and log-gamma random polymers. A special case of this model has a limit to the KPZ equation with initial data given by a two-sided Brownian motion with drift β to the left of the origin and b to the right of the origin. The Fredholm determinant has a limit for β>b, and the case where β=b (corresponding to the stationary initial data) follows from an analytic continuation argument.

Postscript file: [PS]

PDF file: [PDF]

arXiv: 1407.6977