TY - JOUR
T1 - Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
AU - Amir, Gideon
AU - Corwin, Ivan
AU - Quastel, Jeremy
PY - 2011/4
Y1 - 2011/4
N2 - We consider the solution of the stochastic heat equation ∂T Z= 1/2 ∂X2Z- ZẆ with delta function initial condition Z(T=0,X)= δ-{X=0} whose logarithm, with appropriate normalization, is the free energy of the continuum directed polymer, or the Hopf-Cole solution of the Kardar-Parisi-Zhang equation with narrow wedge initial conditions. We obtain explicit formulas for the one-dimensional marginal distributions, the crossover distributions, which interpolate between a standard Gaussian distribution (small time) and the GUE Tracy-Widom distribution (large time). The proof is via a rigorous steepest-descent analysis of the Tracy-Widom formula for the asymmetric simple exclusion process with antishock initial data, which is shown to converge to the continuum equations in an appropriate weakly asymmetric limit. The limit also describes the crossover behavior between the symmetric and asymmetric exclusion processes.
AB - We consider the solution of the stochastic heat equation ∂T Z= 1/2 ∂X2Z- ZẆ with delta function initial condition Z(T=0,X)= δ-{X=0} whose logarithm, with appropriate normalization, is the free energy of the continuum directed polymer, or the Hopf-Cole solution of the Kardar-Parisi-Zhang equation with narrow wedge initial conditions. We obtain explicit formulas for the one-dimensional marginal distributions, the crossover distributions, which interpolate between a standard Gaussian distribution (small time) and the GUE Tracy-Widom distribution (large time). The proof is via a rigorous steepest-descent analysis of the Tracy-Widom formula for the asymmetric simple exclusion process with antishock initial data, which is shown to converge to the continuum equations in an appropriate weakly asymmetric limit. The limit also describes the crossover behavior between the symmetric and asymmetric exclusion processes.
UR - http://www.scopus.com/inward/record.url?scp=78650327767&partnerID=8YFLogxK
U2 - 10.1002/cpa.20347
DO - 10.1002/cpa.20347
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
SN - 0010-3640
VL - 64
SP - 466
EP - 537
JO - Communications on Pure and Applied Mathematics
JF - Communications on Pure and Applied Mathematics
IS - 4
ER -