The Brownian Castle

Abstract

AbstractWe introduce a 1+1‐dimensional temperature‐dependent model such that the classical ballistic deposition model is recovered as its zero‐temperature limit. Its ∞‐temperature version, which we refer to as the 0‐Ballistic Deposition (0‐BD) model, is a randomly evolving interface which, surprisingly enough, does not belong to either the Edwards–Wilkinson (EW) or the Kardar–Parisi–Zhang (KPZ) universality class. We show that 0‐BD has a scaling limit, a new stochastic process that we call Brownian Castle (BC) which, although it is “free”, is distinct from EW and, like any other renormalisation fixed point, is scale‐invariant, in this case under the 1:1:2 scaling (as opposed to 1:2:3 for KPZ and 1:2:4 for EW). In the present article, we not only derive its finite‐dimensional distributions, but also provide a “global” construction of the Brownian Castle which has the advantage of highlighting the fact that it admits backward characteristics given by the (backward) Brownian Web (see [37, 16]). Among others, this characterisation enables us to establish fine pathwise properties of BC and to relate these to special points of the Web. We prove that the Brownian Castle is a (strong) Markov and Feller process on a suitable space of càdlàg functions and determine its long‐time behaviour. Finally, we give a glimpse to its universality by proving the convergence of 0‐BD to BC in a rather strong sense. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.