Probability and Stochastic Analysis Seminar  RSS

07/09/2022, 17:00 — 18:00 — Online
, University of Chicago

Stationary measure for the open KPZ equation:

The Kardar-Parisi-Zhang (KPZ) equation is the stochastic partial differential equation that models interface growth. In the talk I will present the construction of a stationary measure for the KPZ equation on a bounded interval with general inhomogeneous Neumann boundary conditions. Along the way, we will encounter classical orthogonal polynomials, the asymmetric simple exclusion process, and precise asymptotics of q-Gamma functions. This construction is a joint work with Ivan Corwin.

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Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.