Stationary measure for the open KPZ equation

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS(2024)

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摘要
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 Wesolowski'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.
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