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Main Authors: Gu, Yu, Pu, Fei
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2506.23065
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author Gu, Yu
Pu, Fei
author_facet Gu, Yu
Pu, Fei
contents We study the spatial decorrelation of the solution to the KPZ equation with narrow wedge initial data. For fixed $t>0$, we determine the decay rate of the spatial covariance function, showing that ${\rm Cov}[h(t,x),h(t,0)]\sim \frac{t}{x}$ as $x\to\infty$. In addition, we prove that the finite-dimensional distributions of the properly rescaled spatial average of the height function converge to those of a Brownian motion.
format Preprint
id arxiv_https___arxiv_org_abs_2506_23065
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Spatial decorrelation of KPZ from narrow wedge
Gu, Yu
Pu, Fei
Probability
We study the spatial decorrelation of the solution to the KPZ equation with narrow wedge initial data. For fixed $t>0$, we determine the decay rate of the spatial covariance function, showing that ${\rm Cov}[h(t,x),h(t,0)]\sim \frac{t}{x}$ as $x\to\infty$. In addition, we prove that the finite-dimensional distributions of the properly rescaled spatial average of the height function converge to those of a Brownian motion.
title Spatial decorrelation of KPZ from narrow wedge
topic Probability
url https://arxiv.org/abs/2506.23065