2025/04/25 by Guillaume Barraquand, Pierre Le Doussal, Barraquand, Guillaume +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Random Matrices and Applications #Advanced Mathematical Physics Problems
paper · pdf · doi:10.48550/arxiv.2504.18292
We consider the Kardar-Parisi-Zhang equation on the interval [0,L] with Neumann type boundary conditions and boundary parameters u,v. We show that the k-th order cumulant of the height behaves as ck(L,u,v) t in the large time limit t → +∞, and we compute the coefficients ck(L,u,v). We obtain an expression for the upper tail large deviation function of the height. We also consider the limit of large L, with u= u/√(L), u= v/√(L), which should give the same quantities for the two parameter family ( u, v) KPZ fixed point on the interval. We employ two complementary methods. On the one hand we adapt to the interval the replica Bethe ansatz method pioneered by Brunet and Derrida for the periodic case. On the other hand, we perform a scaling limit using previous results available for the open ASEP. The latter method allows to express the cumulants of the KPZ equation in terms a functional equation involving an integral operator.