Stochastic Analysis: Around the KPZ Universality Class

2014 
The 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 random- ness 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 under- standing 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.
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