Evan Sorensen

Columbia University Columbia University


Jointly invariant measures for the KPZ equation with periodic noise


Probability Seminar


24th May 2024, 3:30 pm – 4:30 pm
Fry Building, 2.04


We present an explicit coupling of Brownian bridges plus affine shifts that are jointly invariant for the Kardar-Parisi-Zhang equation with periodic noise. These are described as Pitman-like transforms of independent Brownian bridges. We obtain these invariant measures by working with a semi-discrete model known as the O'Connell-Yor polymer in a periodic environment. In that setting, the relevant Markov process is described by a system of coupled SDEs. We show how to transform this Markov process to an auxiliary Markov process with a more tractable invariant measure. We discuss connections of this method to works of Ferrari and Martin in the mid 2000s in the context of multi-species particle systems. Furthermore, we present an application of this work to give an explicit formula for the covariance function of a limiting Gaussian process obtained from the coupled stochastic heat equation. Based on forthcoming joint work with Ivan Corwin and Yu Gu.





Organisers: Jessica Jay, Elnur Emrah

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