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Stochastic Analysis: Around the KPZ Universality Class

dc.date.accessioned2019-10-24T14:54:40Z
dc.date.available2019-10-24T14:54:40Z
dc.date.issued2014
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3418
dc.description.abstractThe Gaussian distribution is the “universal” distribution arising in a huge variety of contexts that describes the compound effect of the random fluctuations of many independent (or weakly dependent) sources of randomness that are combined in a (close to) additive way. While this has been very well understood for a long time, the last few years have seen an explosion of results around the “KPZ universality class”, which contains many systems where strongly interacting individual components are combined in a highly non-linear way. In this class, which is still rather poorly understood from a mathematical perspective, fluctuations typically exhibit scaling exponent 1/3 instead of the exponent 1/2 familiar from the central limit theorem and limiting distributions are of Tracy-Widom type rather than Gaussian. This workshop brought together outstanding researchers from a variety of mathematical backgrounds whose areas of research are linked to the understanding of the KPZ equation and universality class. While there are strong links between their motivations, the techniques used by these researchers span a large swath of mathematics, ranging from purely algebraic techniques to renormalisation theory, stochastic analysis, random matrix theory, classical probability theory, orthogonal polynomials, the theory of rough paths, etc.
dc.titleStochastic Analysis: Around the KPZ Universality Class
dc.identifier.doi10.14760/OWR-2014-28
local.series.idOWR-2014-28
local.subject.msc60
local.subject.msc82
local.subject.msc35
local.sortindex858
local.date-range01 Jun - 07 Jun 2014
local.workshopcode1423
local.workshoptitleStochastic Analysis: Around the KPZ Universality Class
local.organizersAlice Guionnet, Cambridge MA; Martin Hairer, Coventry; Wendelin Werner, Zürich
local.report-nameWorkshop Report 2014,28
local.opc-photo-id1423
local.publishers-doi10.4171/OWR/2014/28
local.ems-referenceGuionnet Alice, Hairer Martin, Werner Wendelin: Stochastic Analysis: Around the KPZ Universality Class. Oberwolfach Rep. 11 (2014), 1515-1568. doi: 10.4171/OWR/2014/28


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