Lectures on integrable probability

A Borodin, V Gorin - Probability and statistical physics in St …, 2016 - books.google.com
These are lecture notes for a mini-course given at the St. Petersburg School in Probability
and Statistical Physics in June 2012. Topics include integrable models of random growth …

The intermediate disorder regime for directed polymers in dimension

T Alberts, K Khanin, J Quastel - 2014 - projecteuclid.org
We introduce a new disorder regime for directed polymers in dimension 1+1 that sits
between the weak and strong disorder regimes. We call it the intermediate disorder regime …

Free energy fluctuations for directed polymers in random media in 1+ 1 dimension

A Borodin, I Corwin, P Ferrari - Communications on Pure and …, 2014 - Wiley Online Library
We consider two models for directed polymers in space‐time independent random media
(the O'Connell‐Yor semidiscrete directed polymer and the continuum directed random …

[BUCH][B] Directed polymers in random environments

F Comets - 2017 - Springer
This monograph contains the notes of lectures I gave in Saint Flour Probability Summer
School in July 2016. The two other courses were given by Paul Bourgade and by Scott …

[HTML][HTML] On Gaussian multiplicative chaos

A Shamov - Journal of Functional Analysis, 2016 - Elsevier
We propose a new definition of the Gaussian multiplicative chaos and an approach based
on the relation of subcritical Gaussian multiplicative chaos to randomized shifts of a …

The critical 2d stochastic heat flow

F Caravenna, R Sun, N Zygouras - Inventiones mathematicae, 2023 - Springer
We consider directed polymers in random environment in the critical dimension d= 2,
focusing on the intermediate disorder regime when the model undergoes a phase transition …

Height fluctuations for the stationary KPZ equation

A Borodin, I Corwin, P Ferrari, B Vető - Mathematical Physics, Analysis and …, 2015 - Springer
We compute the one-point probability distribution for the stationary KPZ equation (ie initial
data H (0, X)= B (X) H(0,X)=B(X), for B (X) a two-sided standard Brownian motion) and show …

Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Y Hu, J Huang, D Nualart, S Tindel - 2015 - projecteuclid.org
This paper studies the stochastic heat equation with multiplicative noises of the form uW,
where W is a mean zero Gaussian noise and the differential element uW is interpreted both …

Some recent progress on stochastic heat equations

Y Hu - Acta Mathematica Scientia, 2019 - Springer
This article attempts to give a short survey of recent progress on a class of elementary
stochastic partial differential equations (for example, stochastic heat equations) driven by …

Polynomial chaos and scaling limits of disordered systems

F Caravenna, R Sun, N Zygouras - Journal of the European …, 2016 - ems.press
Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions
ensuring that a sequence of multi-linear polynomials of independent random variables …