Edgeworth-type expansion for the one-point distribution of the KPZ fixed point with a large height at a prior location
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
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2022
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| _version_ | 1866929732829839360 |
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| author | Nissim, Ron Zhang, Ruixuan |
| author_facet | Nissim, Ron Zhang, Ruixuan |
| contents | We consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,τ)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,τ)$ conditioned on a large height at an earlier space-time point $\mathrm{H}(x',τ')$. As $\mathrm{H}(x',τ')$ tends to infinity, we prove that the conditional one-point distribution of $\mathrm{H}(x,τ)$ in the regime $τ>τ'$ converges to the Gaussian Unitary Ensemble (GUE) Tracy-Widom distribution and that the next two lower-order error terms can be expressed as derivatives of the Tracy-Widom distribution. The lowe order expansion here is analogue to the Edgeworth expansion in the central limit theorem. These KPZ-type limiting behaviors are different from the Gaussian-type ones obtained in \cite{Liu-Wang22} where they study the finite-dimensional distribution of $\mathrm{H}(x,τ)$ conditioned on a large height at a later space-time point $\mathrm{H}(x',τ')$. They show, with the narrow-wedge initial condition, that the conditional random field $\mathrm{H}(x,τ)$ in the regime $τ<τ'$ converges to the minimum of two independent Brownian bridges modified by linear drifts as $\mathrm{H}(x',τ')$ goes to infinity. The two results stated above provide the phase diagram of the asymptotic behaviors of a conditional law of KPZ fixed point in the regimes $τ>τ'$ and $τ<τ'$ when $\mathrm{H}(x',τ')$ goes to infinity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2210_04999 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Edgeworth-type expansion for the one-point distribution of the KPZ fixed point with a large height at a prior location Nissim, Ron Zhang, Ruixuan Probability Mathematical Physics We consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,τ)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,τ)$ conditioned on a large height at an earlier space-time point $\mathrm{H}(x',τ')$. As $\mathrm{H}(x',τ')$ tends to infinity, we prove that the conditional one-point distribution of $\mathrm{H}(x,τ)$ in the regime $τ>τ'$ converges to the Gaussian Unitary Ensemble (GUE) Tracy-Widom distribution and that the next two lower-order error terms can be expressed as derivatives of the Tracy-Widom distribution. The lowe order expansion here is analogue to the Edgeworth expansion in the central limit theorem. These KPZ-type limiting behaviors are different from the Gaussian-type ones obtained in \cite{Liu-Wang22} where they study the finite-dimensional distribution of $\mathrm{H}(x,τ)$ conditioned on a large height at a later space-time point $\mathrm{H}(x',τ')$. They show, with the narrow-wedge initial condition, that the conditional random field $\mathrm{H}(x,τ)$ in the regime $τ<τ'$ converges to the minimum of two independent Brownian bridges modified by linear drifts as $\mathrm{H}(x',τ')$ goes to infinity. The two results stated above provide the phase diagram of the asymptotic behaviors of a conditional law of KPZ fixed point in the regimes $τ>τ'$ and $τ<τ'$ when $\mathrm{H}(x',τ')$ goes to infinity. |
| title | Edgeworth-type expansion for the one-point distribution of the KPZ fixed point with a large height at a prior location |
| topic | Probability Mathematical Physics |
| url | https://arxiv.org/abs/2210.04999 |