Probability and Stochastic Analysis Seminar  RSS

12/04/2023, 17:00 — 18:00 — Online
Timo Seppalainen, University of Wisconsin

Stationary horizon as the universal multitype stationary distribution

The stationary horizon (SH) is a recently constructed cadlag stochastic process whose states are Brownian motions and the process is indexed by the drifts. It is part of the universality picture of the 1+1 dimensional Kardar-Parisi-Zhang (KPZ) class. SH was discovered as a diffusive limit of the Busemann process of the exponential corner growth model (Busani) and simultaneously as the Busemann process of Brownian last-passage percolation (Sorensen and the speaker). This talk is about SH as the Busemann process of the directed landscape, as the stationary distribution of the KPZ fixed point, and as the scaling limit of the TASEP speed process. Joint work with Ofer Busani (Bonn/Edinburgh) and Evan Sorensen (Madison/Columbia).


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.