REVIEW 2 cited by
Ergodicity and synchronization of the Kardar-Parisi-Zhang equation
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
read the original abstract
The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a one force--one solution (1F1S) principle or synchronization: the solution to the KPZ equation started in the distant past from an initial condition with a given slope will converge almost surely to a Brownian motion with that drift, which shows in particular that these invariant measures are totally ergodic. Our proof constructs the Busemann process for the equation, which gives the natural jointly stationary coupling of all of these stationary solutions. Synchronization then holds simultaneously (on a single full probability event) for all but an at most countable random set of asymptotic slopes. This set of exceptional slopes of instability for which synchronization fails is either almost surely empty or almost surely dense. Along the way, we prove a shape theorem which implies almost sure stochastic homogenization of the KPZ equation, for which the Busemann process gives the process of correctors. We also show that the forward and backward point-to-point and point-to-line continuum polymers converge to semi-infinite continuum polymers whose transitions are Doob transforms via Busemann functions of the transitions of the finite length polymers.
Forward citations
Cited by 2 Pith papers
-
Invariant measures and shocks in the KPZ fixed point
Every extremal invariant measure of the recentered KPZ fixed point is a Brownian motion with drift, and new shock-frame measures of Brownian plus Bessel form are constructed and shown to arise from open-boundary stati...
-
Permutation invariance in last-passage percolation and the distribution of the Busemann process
The joint law of Busemann increments in i.i.d. exponential LPP is exactly represented by last-passage increments on a finite grid with inhomogeneous exponential weights.
Discussion (0). Continue with ORCID to comment.