Probability and Stochastic Analysis Seminar  RSS

30/11/2022, 16:00 — 17:00 — Online
, UFRJ

Integration by Parts and the KPZ Two-Point Function

In this talk we will consider two models within Kardar-Parisi-Zhang (KPZ) universality class, and apply the integration by parts formula from Malliavin calculus to establish a key relation between the two-point correlation function, the polymer end-point distribution and the second derivative of the variance of the associated height function. Besides that, we will further develop an adaptation of Malliavin-Stein method that quantifies asymptotic independence with respect to the initial data.

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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.