Stationary measure for the open KPZ equation

• Published in: Communications on pure and applied mathematics Vol. 77; no. 4; pp. 2183 - 2267
• Main Authors: Corwin, Ivan, Knizel, Alisa
• Format: Journal Article
• Language: English
• Published: New York John Wiley and Sons, Limited 01.04.2024
• Subjects: Boundary conditions; Matrix representation; Stochastic processes
• ISSN: 0010-3640; 1097-0312
• DOI: 10.1002/cpa.22174

We provide the first construction of stationary measures for the open KPZ equation on the spatial interval [0,1] with general inhomogeneous Neumann boundary conditions at 0 and 1 depending on real parameters u and v, respectively. When u+v≥0$u+v\ge 0$, we uniquely characterize the constructed stationary measures through their multipoint Laplace transform, which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process. Our work relies on asymptotic analysis of Bryc and Wesołowski's Askey–Wilson process formulas for the open ASEP stationary measure (which in turn arise from Uchiyama, Sasamoto and Wadati's Askey‐Wilson Jacobi matrix representation of Derrida et al.'s matrix product ansatz) in conjunction with Corwin and Shen's proof that open ASEP converges to open KPZ under weakly asymmetric scaling.