KPZ Universality Class Research Articles

KPZ-type fluctuation exponents for interacting diffusions in equilibrium

We consider systems of N diffusions in equilibrium interacting through a potential V. We study a “height function,” which, for the special choice V(x)=e−x, coincides with the partition function of a stationary semidiscrete polymer, also known as the (stationary) O’Connell–Yor polymer. For a general class of smooth convex potentials (generalizing the O’Connell–Yor case), we obtain the order of fluctuations of the height function by proving matching upper and lower bounds for the variance of order N2/3, the expected scaling for models lying in the KPZ universality class. The models we study are not expected to be integrable, and our methods are analytic and nonperturbative, making no use of explicit formulas or any results for the O’Connell–Yor polymer.

Differential Equations for the KPZ and Periodic KPZ Fixed Points

The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field for spatially periodic models. For both fields, their multi-point distributions in the space-time domain have been computed recently. We show that for the case of the narrow-wedge initial condition, these multi-point distributions can be expressed in terms of so-called integrable operators. We then consider a class of operators that include the ones arising from the KPZ and the periodic KPZ fixed points, and find that they are related to various matrix integrable differential equations such as coupled matrix mKdV equations, coupled matrix NLS equations with complex time, and matrix KP-II equations. When applied to the KPZ fixed points, our results extend previously known differential equations for one-point distributions and equal-time, multi-position distributions to multi-time, multi-position setup.

Upper Tail Bounds for Stationary KPZ Models

We present a proof of an upper tail bound of the correct order (up to a constant factor in the exponent) in two classes of stationary models in the KPZ universality class. The proof is based on an exponential identity due to Rains in the case of last passage percolation with exponential weights, and recently re-derived by Emrah–Janjigian–Seppäiläinen (EJS). Our proof follows very similar lines for the two classes of models we consider, using only general monotonocity and convexity properties, and can thus be expected to apply to many other stationary models.

Central moments of the free energy of the stationary O’Connell–Yor polymer

Seppäläinen and Valkó showed in (ALEA Lat. Am. J. Probab. Math. Stat. 7 (2010) 451–476) that for a suitable choice of parameters, the variance growth of the free energy of the stationary O’Connell–Yor polymer is governed by the exponent 2/3, characteristic of models in the KPZ universality class. We develop exact formulas based on Gaussian integration by parts to relate the cumulants of the free energy, logZn,tθ, to expectations of products of quenched cumulants of the time of the first jump from the boundary into the system, s0. We then use these formulas to obtain estimates for the kth central moment of logZn,tθ as well as the kth annealed moment of s0 for k>2, with nearly optimal exponents (1/3)k+ϵ and (2/3)k+ϵ, respectively. As an application, we derive new high probability bounds for the distance between the polymer path and a straight line connecting the origin to the endpoint of the path.

Existence of stationary ballistic deposition on the infinite lattice

AbstractBallistic deposition is one of the many models of interface growth that are believed to be in the KPZ universality class, but have so far proved to be largely intractable mathematically. In this model, blocks of size one fall independently as Poisson processes at each site on the ‐dimensional lattice, and either attach themselves to the column growing at that site, or to the side of an adjacent column, whichever comes first. It is not hard to see that if we subtract off the height of the column at the origin from the heights of the other columns, the resulting interface process is Markovian. The main result of this article is that this Markov process has at least one invariant probability measure. We conjecture that the invariant measure is not unique, and provide some partial evidence.

Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation

The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its highest curve, the Airy 2 _2 process, describes after the subtraction of a parabola the limiting law of the scaled energy of a geodesic running from the origin to a variable point on an anti-diagonal line in such problems as Poissonian last passage percolation. The ensemble of curves resulting from the Airy line ensemble after the subtraction of the same parabola enjoys a simple and explicit spatial Markov property, the Brownian Gibbs property. In this paper, we employ the Brownian Gibbs property to make a close comparison between the Airy line ensemble’s curves after affine shift and Brownian bridge, proving the finiteness of a superpolynomially growing moment bound on Radon-Nikodym derivatives. We also determine the value of a natural exponent describing in Brownian last passage percolation the decay in probability for the existence of several near geodesics that are disjoint except for their common endpoints, where the notion of ‘near’ refers to a small deficit in scaled geodesic energy, with the parameter specifying this nearness tending to zero. To prove both results, we introduce a technique that may be useful elsewhere for finding upper bounds on probabilities of events concerning random systems of curves enjoying the Brownian Gibbs property. Several results in this article play a fundamental role in a further study of Brownian last passage percolation in three companion papers (Hammond 2017a,b,c), in which geodesic coalescence and geodesic energy profiles are investigated in scaled coordinates.

TASEP and generalizations: method for exact solution

The explicit biorthogonalization method, developed in [arXiv:1701.00018] for continuous time TASEP, is generalized to a broad class of determinantal measures which describe the evolution of several interacting particle systems in the KPZ universality class. The method is applied to sequential and parallel update versions of each of the four variants of discrete time TASEP (with Bernoulli and geometric jumps, and with block and push dynamics) which have determinantal transition probabilities; to continuous time PushASEP; and to a version of TASEP with generalized update. In all cases, multipoint distribution functions are expressed in terms of a Fredholm determinant with an explicit kernel involving hitting times of certain random walks to a curve defined by the initial data of the system. The method is further applied to systems of interacting caterpillars, an extension of the discrete time TASEP models which generalizes sequential and parallel updates.

On inhomogeneous polynuclear growth

This article studies the inhomogeneous geometric polynuclear growth model; the distribution of which is related to Schur functions. We explain a method to derive its distribution functions in both space-like and time-like directions, focusing on the two-time distribution. Asymptotics of the two-time distribution in the KPZ-scaling limit is then considered, extending to two times several single-time distributions in the KPZ universality class.

Hydrodynamic limit for a 2D interlaced particle process

The Markov dynamics of interlaced particle arrays, introduced by A. Borodin and P. L. Ferrari in (Comm. Math. Phys. 325 (2014) 603–684), is a classical example of (2+1)-dimensional random growth model belonging to the so-called Anisotropic KPZ universality class. In (Comm. Pure Appl. Math. 72 (2018) 620–666), a hydrodynamic limit—the convergence of the height profile, after space/time rescaling, to the solution of a deterministic Hamilton–Jacobi PDE with nonconvex Hamiltonian—was proven when either the initial profile is convex, or for small times, before the solution develops shocks. In the present work, we give a simpler proof, that works for all times and for all initial profiles for which the limit equation makes sense. In particular, the convexity assumption is dropped. The main new idea is a new viewpoint about “finite speed of propagation” that allows to bypass the need of a priori control of the interface gradients, or equivalently of inter-particle distances.

Some algebraic structures in KPZ universality

We review some algebraic and combinatorial structures that underlie models in the KPZ universality class. Emphasis is placed on the Robinson-Schensted-Knuth correspondence and its geometric lifting due to A.N.Kirillov. We present how these combinatorial constructions are used to analyse the structure of solvable models in the KPZ class and lead to computation of their statistics via connecting to representation theoretic objects such as Schur, Macdonald and Whittaker functions, Young tableaux and Gelfand-Tsetlin patterns. We also present how fundamental representation theoretic concepts, such as the Cauchy identity, the Pieri rule and the branching rule, can be used, alongside RSK correspondences, and can be combined with probabilistic ideas, in order to construct integrable stochastic dynamics on two dimensional arrays of Gelfand-Tsetlin type, in ways that couple different one dimensional stochastic processes. For example, interacting particle systems, on the one hand, and processes related to eigenvalues of random matrices, on the other, thus illuminating the emergence of random matrix distributions in interacting stochastic processes. The goal of the notes is to expose some of the overarching principles, which have driven a significant number of developments in the field.

KPZ models: height gradient fluctuations and the tilt method

When an interface model belonging to the KPZ universality class is tilted with average slope m, its average velocity increases in . The coefficient Λ can only be related to the non-linear coefficient λ from the KPZ equation if the mean square of the height gradient also increases in bm 2 when the interface is tilted. For the continuous KPZ equation, b = 1 and the relation Λ = λ is achieved. In this work, we study the local fluctuations of the height gradient through an analysis of the values of b. We show that, for one-dimensional discrete KPZ models, , where s is the discretization step chosen to calculate the height gradient. The exponent γ b that we measure matches the power-law exponent associated with the finite-size corrections of the interface average velocity, i.e. γ b = 2(ζ − 1), where ζ is the global roughness exponent. Lastly, we show how, for restricted (unrestricted) growth models, the value of b goes to 1 from below (above) as s increases.

The KPZ fixed point

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving the biorthogonal ensemble/non-intersecting path representation found by [Sas05; BFPS07]. The resulting kernel involves transition probabilities of a random walk forced to hit a curve defined by the initial data. In the KPZ 1:2:3 scaling limit the formula leads in a transparent way to a Fredholm determinant formula, in terms of analogous kernels based on Brownian motion, for the transition probabilities of the scaling invariant Markov process at the centre of the KPZ universality class. The formula readily reproduces known special self-similar solutions such as the Airy$_1$ and Airy$_2$ processes. The process takes values in real valued functions which look locally like Brownian motion, and is H\"older $1/3-$ in time. Both the KPZ fixed point and TASEP are shown to be stochastic integrable systems in the sense that the time evolution of their transition probabilities can be linearized through a new Brownian scattering transform and its discrete analogue.

Long and Short Time Asymptotics of the Two-Time Distribution in Local Random Growth

The two-time distribution gives the limiting joint distribution of the heights at two different times of a local 1D random growth model in the curved geometry. This distribution has been computed in a specific model but is expected to be universal in the KPZ universality class. Its marginals are the GUE Tracy-Widom distribution. In this paper we study two limits of the two-time distribution. The first, is the limit of long time separation when the quotient of the two times goes to infinity, and the second, is the short time limit when the quotient goes to zero.

Universality Classes of Spin Transport in One-Dimensional Isotropic Magnets: The Onset of Logarithmic Anomalies.

We report a systematic study of finite-temperature spin transport in quantum and classical one-dimensional magnets with isotropic spin interactions, including both integrable and nonintegrable models. Employing a phenomenological framework based on a generalized Burgers' equation in a time-dependent stochastic environment, we identify four different universality classes of spin fluctuations. These comprise, aside from normal spin diffusion, three types of superdiffusive transport: the Kardar-Parisi-Zhang universality class and two distinct types of anomalous diffusion with multiplicative logarithmic corrections. Our predictions are supported by extensive numerical simulations on various examples of quantum and classical chains. Contrary to common belief, we demonstrate that even nonintegrable spin chains can display a diverging spin diffusion constant at finite temperatures.

Modulus of continuity for polymer fluctuations and weight profiles in Poissonian last passage percolation

In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that transformed geodesics cross unit distance and have fluctuations and scaled energy of unit order. Here we consider Poissonian last passage percolation, a model lying in the KPZ universality class, and refer to scaled geodesics as polymers and their scaled energies as weights. Polymers may be viewed as random functions of the vertical coordinate and, when they are, we show that they have modulus of continuity whose order is at most $t^{2/3}\big (\log t^{-1}\big )^{1/3}$. The power of one-third in the logarithm may be expected to be sharp and in a related problem we show that it is: among polymers in the unit box whose endpoints have vertical separation $t$ (and a horizontal separation of the same order), the maximum transversal fluctuation has order $t^{2/3}\big (\log t^{-1}\big )^{1/3}$. Regarding the orthogonal direction, in which growth occurs, we show that, when one endpoint of the polymer is fixed at $(0,0)$ and the other is varied vertically over $(0,z)$, $z\in [1,2]$, the resulting random weight profile has sharp modulus of continuity of order $t^{1/3}\big (\log t^{-1}\big )^{2/3}$. In this way, we identify exponent pairs of $(2/3,1/3)$ and $(1/3,2/3)$ in power law and polylogarithmic correction, respectively for polymer fluctuation, and polymer weight under vertical endpoint perturbation. The two exponent pairs describe [9, 10, 8] the fluctuation of the boundary separating two phases in subcritical planar random cluster models.

One-sided reflected Brownian motions and the KPZ fixed point

AbstractWe consider the system of one-sided reflected Brownian motions that is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and hitting times of exponential random walks, and that it converges in the 1:2:3 scaling limit to the KPZ fixed point, the scaling-invariant Markov process defined in [MQR17] and believed to govern the long-time, large-scale fluctuations for all models in the KPZ universality class. Brownian last-passage percolation was shown recently in [DOV18] to converge to the Airy sheet (or directed landscape), defined there as a strong limit of a functional of the Airy line ensemble. This establishes the variational formula for the KPZ fixed point in terms of the Airy sheet.

Modulus of continuity of polymer weight profiles in Brownian last passage percolation

In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations. Scaled coordinates may be introduced, so that these maximizing paths, or polymers, now cross unit distances with unit-order fluctuations, and have scaled energy, or weight, of unit order. In this article, we consider Brownian last passage percolation in these scaled coordinates. In the narrow wedge case, one endpoint of such polymers is fixed, say at $(0,0)\in \mathbb{R}^{2}$, and the other is varied horizontally, over $(z,1)$, $z\in \mathbb{R}$, so that the polymer weight profile is a function of $z\in \mathbb{R}$. This profile is known to manifest a one-half power law, having $1/2$-Hölder continuity. The polymer weight profile may be defined beginning from a much more general initial condition. In this article, we present a more general assertion of this one-half power law, as well as a bound on the polylogarithmic correction. The polymer weight profile admits a modulus of continuity of order $x^{1/2}(\log x^{-1})^{2/3}$, with a high degree of uniformity in the scaling parameter and over a very broad class of initial data.

Hydrodynamic limit of a $(2+1)$-dimensional crystal growth model in the anisotropic KPZ class

We study a model, introduced initially by Gates and Westcott [11] to describe crystal growth evolution, which belongs to the Anisotropic KPZ universality class [19]. It can be thought of as a $(2+1)$-dimensional generalisation of the well known ($1+1$)-dimensional Polynuclear Growth Model (PNG). We show the full hydrodynamic limit of this process i.e the convergence of the random interface height profile after ballistic space-time scaling to the viscosity solution of a Hamilton-Jacobi PDE: $\partial _{t}u = v(\nabla u)$ with $v$ an explicit non-convex speed function. The convergence holds in the strong almost sure sense.

Exponents governing the rarity of disjoint polymers in Brownian last passage percolation

In last passage percolation models lying in the KPZ universality class, long maximizing paths have a typical deviation from the linear interpolation of their endpoints governed by the two-thirds power of the interpolating distance. This two-thirds power dictates a choice of scaled coordinates, in which these maximizers, now called polymers, cross unit distances with unit-order fluctuations. In this article, we consider Brownian last passage percolation in these scaled coordinates, and prove that the probability of the presence of $k$ disjoint polymers crossing a unit-order region while beginning and ending within a short distance $\epsilon$ of each other is bounded above by $\epsilon^{(k^2 - 1)/2 \, + \, o(1)}$. This result, which we conjecture to be sharp, yields understanding of the uniform nature of the coalescence structure of polymers, and plays a foundational role in [Ham17c] in proving comparison on unit-order scales to Brownian motion for polymer weight profiles from general initial data. The present paper also contains an on-scale articulation of the two-thirds power law for polymer geometry: polymers fluctuate by $\epsilon^{2/3}$ on short scales $\epsilon$.

Speed and fluctuations for some driven dimer models

We consider driven dimer models on the square and honeycomb graphs, starting from a stationary Gibbs measure. Each model can be thought of as a two dimensional stochastic growth model of an interface, belonging to the anisotropic KPZ universality class. We use a combinatorial approach to determine the speed of growth and show logarithmic growth in time of the variance of the height function.