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Stationary measure for the open KPZ equation

Published 23 Mar 2021 in math.PR, cond-mat.stat-mech, math-ph, and math.MP | (2103.12253v4)

Abstract: 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 $u+v\geq 0$ 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.

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