The lower tail of the half-space KPZ equation
Stochastic Process. Appl. 142 (2021) 365-406 We establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound demonstrates a crossover b...
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Zusammenfassung: | Stochastic Process. Appl. 142 (2021) 365-406 We establish the first tight bound on the lower tail probability of the
half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and
narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower
bound demonstrates a crossover between a regime of super-exponential decay with
exponent $\frac{5}{2}$ (and leading pre-factor $\frac{2}{15 \pi}T^{1/3}$) and a
regime with exponent $3$ (and leading pre-factor $\frac{1}{24}$); the upper
bound demonstrates a crossover between a regime with exponent $\frac{3}{2}$
(and arbitrarily small pre-factor) and a regime with exponent $3$ (and leading
pre-factor $\frac{1}{24}$). We show that, given a crude leading-order
asymptotic in the Stokes region (Definition $1.7$, first defined in (Duke Math
J., [Bot17])) for the Ablowitz-Segur solution to the Painlev\'e II equation,
the upper bound on the lower tail probability can be improved to demonstrate
the same crossover as the lower bound. We also establish novel bounds on the
large deviations of the GOE point process. |
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DOI: | 10.48550/arxiv.1905.07703 |