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Stationary Measure of the Open KPZ Equation through the Enaud-Derrida Representation

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arxiv 2404.13444 v2 pith:TNNYC2KG submitted 2024-04-20 math.PR math-phmath.MP

classification math.PRmath-phmath.MP
keywords measureopenstationaryderivativeradon-nikodymbarraquandbrownianconverges
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abstract

Recent works of Barraquand and Le Doussal and Bryc, Kuznetsov, Wang, and Wesolowski gave a description of the open KPZ stationary measure as the sum of a Brownian motion and a Brownian motion reweighted by a Radon-Nikodym derivative. Subsequent work of Barraquand and Le Doussal used the Enaud-Derrida representation of the DEHP algebra to formulate the open ASEP stationary measure in terms of the sum of a random walk and a random walk reweighted by a Radon-Nikodym derivative. They show that this Radon-Nikodym derivative converges pointwise to the Radon-Nikodym derivative that characterizes the open KPZ stationary measure. This article proves that the corresponding sequence of measures converges weakly to the open KPZ stationary measure. This provides an alternative proof of the probabilistic formulation of the open KPZ stationary measure, which avoids dealing explicitly with finite dimensional distributions. We also provide the first construction of the measure on intervals of a general length and for the full range of parameters in the fan region $(u+v>0)$.

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  1. The half-space KPZ line ensemble and its scaling limit

    math.PR 2025-06 conditional novelty 7.0 of 10

    The half-space KPZ line ensemble is constructed, proven tight under 1:2:3 scaling in critical and supercritical regimes, and shown to have subsequential limits with a one-sided Gibbs property, including pairwise pinne...

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