A stochastic telegraph equation from the six-vertex model

© Institute of Mathematical Statistics, 2019. A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second-order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the twodimensional white noise, and solutio...

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Main Authors: Borodin, Alexei, Gorin, Vadim
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: Institute of Mathematical Statistics 2021
Online Access:https://hdl.handle.net/1721.1/133366
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author Borodin, Alexei
Gorin, Vadim
author2 Massachusetts Institute of Technology. Department of Mathematics
author_facet Massachusetts Institute of Technology. Department of Mathematics
Borodin, Alexei
Gorin, Vadim
author_sort Borodin, Alexei
collection MIT
description © Institute of Mathematical Statistics, 2019. A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second-order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the twodimensional white noise, and solutions to our equation are two-dimensional random Gaussian fields. We show that such fields arise naturally as asymptotic fluctuations of the height function in a certain limit regime of the stochastic six-vertex model in a quadrant. The corresponding law of large numbers-the limit shape of the height function-is described by the (deterministic) homogeneous telegraph equation.
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spelling mit-1721.1/1333662024-01-02T15:31:47Z A stochastic telegraph equation from the six-vertex model Borodin, Alexei Gorin, Vadim Massachusetts Institute of Technology. Department of Mathematics © Institute of Mathematical Statistics, 2019. A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second-order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the twodimensional white noise, and solutions to our equation are two-dimensional random Gaussian fields. We show that such fields arise naturally as asymptotic fluctuations of the height function in a certain limit regime of the stochastic six-vertex model in a quadrant. The corresponding law of large numbers-the limit shape of the height function-is described by the (deterministic) homogeneous telegraph equation. 2021-10-27T19:52:23Z 2021-10-27T19:52:23Z 2019 2021-05-17T18:25:56Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/133366 en 10.1214/19-AOP1356 The Annals of Probability Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Institute of Mathematical Statistics arXiv
spellingShingle Borodin, Alexei
Gorin, Vadim
A stochastic telegraph equation from the six-vertex model
title A stochastic telegraph equation from the six-vertex model
title_full A stochastic telegraph equation from the six-vertex model
title_fullStr A stochastic telegraph equation from the six-vertex model
title_full_unstemmed A stochastic telegraph equation from the six-vertex model
title_short A stochastic telegraph equation from the six-vertex model
title_sort stochastic telegraph equation from the six vertex model
url https://hdl.handle.net/1721.1/133366
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