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Invariant measures and shocks in the KPZ fixed point

Journal articles  - Journal Article
Dunlap, A; Sorensen, E
Published in: Electronic Journal of Probability
January 1, 2026

We construct a family of invariant measures from the perspective of a shock in the KPZ fixed point. These measures are parameterized by a positive number θ > 0, and f(x) are supported on functions f satisfying (formula presented). Each can be described as |x| the sum of a Brownian motion and an independent Bessel-3 process with drift. We show that these measures appear as the L → ∞ limit of the (conjectural) stationary measures for the conjectural open KPZ fixed point on [0, L], after recentering by an appropriately defined shock location. Furthermore, we show that, with respect to the standard, deterministic recentering at x = 0, all extremal invariant measures for the KPZ fixed point are Brownian motions with drift. To do this, we first show that any extremal invariant measures must be supported on functions having fixed asymptotic slopes at ±∞. Using a one-force-one-solution principle from the work of Busani, Seppäläinen, and the second author, this rules out all other invariant measures except those having left slope −2θ and right slope +2θ for some θ > 0. To handle this case, we derive the limiting fluctuations of the shock for a special choice of initial condition. Additionally, we derive the limiting fluctuations of the shock for the case of the invariant measure from the perspective of a shock, and for the case of initial data f(x) = 2θ|x|.

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Published In

Electronic Journal of Probability

DOI

EISSN

1083-6489

Publication Date

January 1, 2026

Volume

31

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
 

Citation

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Dunlap, A., & Sorensen, E. (2026). Invariant measures and shocks in the KPZ fixed point. Electronic Journal of Probability, 31. https://doi.org/10.1214/26-EJP1562
Dunlap, A., and E. Sorensen. “Invariant measures and shocks in the KPZ fixed point.” Electronic Journal of Probability 31 (January 1, 2026). https://doi.org/10.1214/26-EJP1562.
Dunlap A, Sorensen E. Invariant measures and shocks in the KPZ fixed point. Electronic Journal of Probability. 2026 Jan 1;31.
Dunlap, A., and E. Sorensen. “Invariant measures and shocks in the KPZ fixed point.” Electronic Journal of Probability, vol. 31, Jan. 2026. Scopus, doi:10.1214/26-EJP1562.
Dunlap A, Sorensen E. Invariant measures and shocks in the KPZ fixed point. Electronic Journal of Probability. 2026 Jan 1;31.

Published In

Electronic Journal of Probability

DOI

EISSN

1083-6489

Publication Date

January 1, 2026

Volume

31

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics