Abstract
We consider the upper and lower tail probabilities for the centered (by time$/24$) and scaled (according to KPZ time$^{1/3}$ scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn from a very general class. For the lower tail, we prove an upper bound which demonstrates a crossover from super-exponential decay with exponent $3$ in the shallow tail to an exponent $5/2$ in the deep tail. For the upper tail, we prove super-exponential decay bounds with exponent $3/2$ at all depths in the tail.
Citation
Ivan Corwin. Promit Ghosal. "KPZ equation tails for general initial data." Electron. J. Probab. 25 1 - 38, 2020. https://doi.org/10.1214/20-EJP467