KPZ Fixed Point
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In
probability theory Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...
, the KPZ fixed point is a Markov field and conjectured to be a universal limit of a wide range of
stochastic models In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stoc ...
forming the
universality class In statistical mechanics, a universality class is a collection of mathematical models which share a single scale-invariant limit under the process of renormalization group flow. While the models within a class may differ dramatically at finite sc ...
of a non-linear
stochastic partial differential equation Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations. They hav ...
called the KPZ equation. Even though the universality class was already introduced in 1986 with the KPZ equation itself, the KPZ fixed point was not concretely specified until 2021 when mathematicians Konstantin Matetski, Jeremy Quastel and Daniel Remenik gave an explicit description of the transition probabilities in terms of
Fredholm determinant In mathematics, the Fredholm determinant is a complex-valued function which generalizes the determinant of a finite dimensional linear operator. It is defined for bounded operators on a Hilbert space which differ from the identity operator by a ...
s.


Introduction

All models in the KPZ class have in common, that they have a fluctuating ''height function'' or some analogue function, that can be thought of as a function, that models the growth of the model by time. The KPZ equation itself is also a member of this class and the canonical model of modelling random interface growth. The ''strong KPZ universality conjecture'' conjectures that all models in the KPZ universality class converge under a specific scaling of the height function to the KPZ fixed point and only depend on the initial condition. Matetski-Quastel-Remenik constructed the KPZ fixed point for the (1+1)-dimensional KPZ universality class (i.e. one space and one time dimension) on the
polish space In the mathematical discipline of general topology, a Polish space is a separable space, separable Completely metrizable space, completely metrizable topological space; that is, a space homeomorphic to a Complete space, complete metric space that h ...
of upper semicontinous functions (UC) with the
topology Topology (from the Greek language, Greek words , and ) is the branch of mathematics concerned with the properties of a Mathematical object, geometric object that are preserved under Continuous function, continuous Deformation theory, deformat ...
of local UC convergence. They did this by studying a particular model of the KPZ universality class the TASEP („Totally Asymmetric Simple Exclusion Process“) with general initial conditions and the random walk of its associated height function. They achieved this by rewriting the biorthogonal function of the correlation kernel, that appears in the Fredholm determinant formula for the multi-point distribution of the particles in the
Weyl chamber In mathematics, in particular the theory of Lie algebras, the Weyl group (named after Hermann Weyl) of a root system Φ is a subgroup of the isometry group of that root system. Specifically, it is the subgroup which is generated by reflections th ...
. Then they showed convergence to the fixed point.


KPZ fixed point

Let h(t,\vec) denote a height function of some probabilistic model with (t,\vec)\in \mathbb\times \mathbb^d denoting space-time. So far only the case for d=1, also noted as (1+1), was deeply studied, therefore we fix this dimension for the rest of the article. In the KPZ universality class exist two equilibrium points or fixed points, the trivial ''Edwards-Wilkinson (EW) fixed point'' and the non-trivial ''KPZ fixed point''. The KPZ equation connects them together. The KPZ fixed point is rather defined as a height function \mathfrak(t,\vec) and not as a particular model with a height function.


KPZ fixed point

The KPZ fixed point (\mathfrak(t,x))_ is a Markov process, such that the n-point distribution for x_1 and t>0 can be represented as :\mathbb_(\mathfrak(t,x_1)\leq a_1,\mathfrak(t,x_2)\leq a_2,\dots,\mathfrak(t,x_n)\leq a_n)=\det(I-K)_ where a_1,\dots,a_n\in\R and K is a
trace class In mathematics, specifically functional analysis, a trace-class operator is a linear operator for which a trace may be defined, such that the trace is a finite number independent of the choice of basis used to compute the trace. This trace of tra ...
operator called the ''extended Brownian scattering operator'' and the subscript means that the process in \mathfrak(0,\cdot) starts.


KPZ universality conjectures

The KPZ conjecture conjectures that the height function h(t,\vec) of all models in the KPZ universality at time t fluctuate around the mean with an order of t^ and the spacial correlation of the fluctuation is of order t^. This motivates the so-called ''1:2:3 scaling'' which is the characteristic scaling for the KPZ fixed point. The EW fixed point has also a scaling the ''1:2:4 scaling''. The fixed points are invariant under their associated scaling.


1:2:3 scaling

The ''1:2:3 scaling'' of a height function is for \varepsilon>0 :\varepsilon^h(\varepsilon^t,\varepsilon^x)-C_t, where ''1:3'' and ''2:3'' stand for the proportions of the exponents and C_ is just a constant.


Strong conjecture

The ''strong conjecture'' says, that all models in the KPZ universality class converge under ''1:2:3 scaling'' of the height function if their initial conditions also converge, i.e. :\lim\limits_\varepsilon^(h(c_1\varepsilon^t,c_2\varepsilon^x)-c_3\varepsilon^t)\;\stackrel\;\mathfrak(t,x) with initial condition :\mathfrak(0,x):=\lim\limits_\varepsilon^h(0,c_2\varepsilon^x), where c_1,c_2,c_3 are constants depending on the model.


Weak conjecture

If we remove the growth term in the KPZ equation, we get :\partial_t h(t,x)= \nu \partial^2_x h +\sigma\xi, which converges under the ''1:2:4 scaling'' :\lim\limits_\varepsilon^(h(c_1\varepsilon^t,c_2\varepsilon^x)-c_3\varepsilon^t)\;\stackrel\;\mathfrak(t,x) to the EW fixed point. The weak conjecture says now, that the KPZ equation is the only
Heteroclinic orbit In mathematics, in the phase portrait of a dynamical system, a heteroclinic orbit (sometimes called a '' heteroclinic connection'') is a path in phase space which joins two different equilibrium points. If the equilibrium points at the start and ...
between the KPZ and EW fixed point.


Airy process

If one fixes the time dimension and looks at the limit :\lim\limits_t^(h(c_1t,c_2t^x)-c_3t)\stackrel\;\mathcal(x), then one gets the
Airy process The Airy processes are a family of Stationary process, stationary stochastic processes that appear as limit processes in the theory of random growth models and random matrix theory. They are conjectured to be Universality class, universal limits des ...
(\mathcal(x))_ which also occurs in the theory of
random matrices In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all of its entries are sampled randomly from a probability distribution. Random matrix theory (RMT) is the ...
.


References

{{reflist Stochastic processes Statistical mechanics Fixed points (mathematics)