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arXiv 2007.07726math.PR
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分部积分法与KPZ两点函数

Integration by Parts and the KPZ Two-Point Function

Leandro P. R. Pimentel

摘要:

本文考虑了从具有任意扩散系数的双边布朗运动出发的KPZ不动点。我们应用Malliavin演算的分部积分法公式建立了空间导数过程的两点(协方差)函数与Airy过程加布朗运动减抛物线的最大值的位置之间的关键关系。分部积分法还允许我们根据KPZ不动点方差的二阶导数推导出该位置的密度。在静止状态下,我们发现同样的密度与第二类粒子的极限涨落有关。我们进一步开发了适应斯坦的方法,这意味着从初始数据的空间导数过程的渐近独立。

英文摘要:

In this article we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply the integration by parts formula from Malliavin calculus to establish a key relation between the two-point (covariance) function of the spatial derivative process and the location of the maximum of an Airy process plus Brownian motion minus a parabola. Integration by parts also allows us to deduce the density of this location in terms of the second derivative of the variance of the KPZ fixed point. In the stationary regime, we find the same density related to limit fluctuations of a second-class particle. We further develop an adaptation of Stein's method that implies asymptotic independence of the spatial derivative process from the initial data.

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