Open Access
November 2019 A stochastic telegraph equation from the six-vertex model
Alexei Borodin, Vadim Gorin
Ann. Probab. 47(6): 4137-4194 (November 2019). DOI: 10.1214/19-AOP1356

Abstract

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 two-dimensional 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.

Citation

Download Citation

Alexei Borodin. Vadim Gorin. "A stochastic telegraph equation from the six-vertex model." Ann. Probab. 47 (6) 4137 - 4194, November 2019. https://doi.org/10.1214/19-AOP1356

Information

Received: 1 July 2018; Revised: 1 February 2019; Published: November 2019
First available in Project Euclid: 2 December 2019

zbMATH: 07212180
MathSciNet: MR4038051
Digital Object Identifier: 10.1214/19-AOP1356

Subjects:
Primary: 35R60 , 60G60 , 60H15 , 82B20

Keywords: Gaussian fields , Six-vertex model , telegraph equation

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.47 • No. 6 • November 2019
Back to Top