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Long and short time laws of Iterated Logarithms for the KPZ fixed point

Sayan Das S. Das, Department of Mathematics, Columbia University,
   S. Das 2990 Broadway, New York, NY 10027, USA
sayan.das@columbia.edu
Promit Ghosal P. Ghosal, Department of Mathematics, Massachusetts Institute of Technology,
   P. Ghosal 182 Memorial Drive, Cambridge, MA 02139, USA
promit@mit.edu
 and  Yier Lin Y. Lin, Department of Statistics, University of Chicago,
   Y. Lin 5747 S Ellis Ave, Chicago, IL 60637, USA
ylin10@uchicago.edu
Abstract.

We consider the KPZ fixed point starting from a general class of initial data. In this article, we study the growth of the large peaks of the KPZ fixed point at a spatial point 0 when time tt goes to \infty and when tt approaches 11. We prove that for a very broad class of initial data, as tt\to\infty, the limsup of the KPZ fixed point height function when scaled by t1/3(loglogt)2/3t^{1/3}(\log\log t)^{2/3} almost surely equals a constant. The value of the constant is (3/4)2/3(3/4)^{2/3} or (3/2)2/3(3/2)^{2/3} depending on the initial data being non-random or Brownian respectively. Furthermore, we show that the increments of the KPZ fixed point near t=1t=1 admits a short time law of iterated logarithm. More precisely, as the time increments Δt:=t1\Delta t:=t-1 goes down to 0, for a large class of initial data including the Brownian data initial data, we show that limsup of the height increments the KPZ fixed point near time 11 when scaled by (Δt)1/3(loglog(Δt)1)2/3(\Delta t)^{1/3}(\log\log(\Delta t)^{-1})^{2/3} almost surely equals (3/2)2/3(3/2)^{2/3}.

Key words and phrases:
KPZ fixed point, directed landscape, random growth, fractal properties
2020 Mathematics Subject Classification:
60K35, 82C22

1. Introduction

1.1. Background

The Kardar-Parisi-Zhang (KPZ) universality class consists of a broad family of random growth models that are believed to exhibit certain common features, such as universal scaling exponents and limiting distributions. Several models such as asymmetric simple exclusion processes, last passage percolation, directed polymers in random environment, driven lattice gas models, KPZ equation are believed to lie in this class. All these models are conjectured to have an universal limiting structure, namely the KPZ fixed point under the so called ‘KPZ’ scaling.

Over the last four decades, an immense progress has been achieved in understanding a large collection of models in the KPZ universality class (see [Qua11, Cor12, QS15, HHNT15, Tak18]) by intermingling the ideas from stochastic PDEs, random matrix theory, representation theory of the quantum groups and various other research directions. The universal scaling limit, the KPZ fixed point, itself was rigorously first constructed in [MQR21] as a scaling limit of TASEP by specifying the transition probabilities. An alternative description of the KPZ fixed point as a variational formula involving space-time Airy sheet was conjectured in [CQR15]. This space-time Airy sheet, later known as the directed landscape (modulo a parabolic shift), was derived rigorously as a scaling limit of Brownian last-passage percolation in [DOV18]. The connection between the two objects was obtained in [NQR20], where the authors proved the conjectural variational formulation of the KPZ fixed point, providing a coupling of all initial data on the same probability space based on the directed landscape.

In this paper, we introduce the KPZ fixed point using the variational formulation which involves the directed landscape. We introduce the latter below.

Definition 1.1 (Directed Landscape).

Let 4:={(x,s;y,t)4:s<t}\mathbb{R}^{4}_{\uparrow}:=\{(x,s;y,t)\in\mathbb{R}^{4}:s<t\}. The directed landscape is a random continuous function :4\mathcal{L}:\mathbb{R}^{4}_{\uparrow}\to\mathbb{R} satisfying the metric composition law

(x,r;y,t)=supz{(x,r;z,s)+(z,s;y,t)}, for all (x,r;y,t)4,s(r,t),\displaystyle\mathcal{L}(x,r;y,t)=\sup_{z\in\mathbb{R}}\left\{\mathcal{L}(x,r;z,s)+\mathcal{L}(z,s;y,t)\right\},\mbox{ for all }(x,r;y,t)\in\mathbb{R}^{4}_{\uparrow},\ s\in(r,t), (1.1)

with the property that (,ti;,ti+si3)\mathcal{L}(\cdot,t_{i};\cdot,t_{i}+s_{i}^{3}) are independent for any set of disjoint intervals (ti,ti+si3)(t_{i},t_{i}+s_{i}^{3}) (see Definition 1.2 in [DOV18] for definition of Airy sheet). and as a function in x,yx,y, (x,t;y,t+s3)=ds𝒮(x/s2,y/s2)\mathcal{L}(x,t;y,t+s^{3})\stackrel{{\scriptstyle d}}{{=}}s\cdot\mathcal{S}(x/s^{2},y/s^{2}), where 𝒮(,)\mathcal{S}(\cdot,\cdot) is a parabolic Airy sheet (see Definition 1.2 in [DOV18] for definition of parabolic Airy sheet). The marginal of parabolic Airy sheet satisfies 𝒮(0,x)=d𝒜(x)x2\mathcal{S}(0,x)\stackrel{{\scriptstyle d}}{{=}}\mathcal{A}(x)-x^{2} where 𝒜(x)\mathcal{A}(x) is the stationary Airy2\operatorname{Airy}_{2} process constructed in [PS02].

Definition 1.2 (KPZ fixed Point).

Given a directed landscape \mathcal{L} and an independent initial data 𝔥0\mathfrak{h}_{0}, the KPZ fixed point 𝔥t(x)\mathfrak{h}_{t}(x) is given by

𝔥t(x):=supz{𝔥0(z)+(z,0;x,t)}.\displaystyle\mathfrak{h}_{t}(x):=\sup_{z\in\mathbb{R}}\left\{\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;x,t)\right\}. (1.2)

Initial data for the KPZ fixed point plays an important role in the precise nature of the fluctuations of the height function. Owing to exact solvability in some prelimiting KPZ models, the KPZ fixed point marginals for the three fundamental initial data: narrow wedge, flat, and Brownian, has been well studied in the literature.

\bullet When 𝔥0=𝟏x0\mathfrak{h}_{0}=-\infty\mathbf{1}_{x\neq 0}, the narrow wedge initial data, the distribution of the KPZ fixed point height function at any finite time is given by 𝒜()\mathcal{A}(\cdot) minus a parabola where 𝒜()\mathcal{A}(\cdot) is the stationary Airy2\operatorname{Airy}_{2} process [PS02] whose one point distribution are given by Tracy-Widom GUE distribution [TW94].

\bullet For flat initial data, 𝔥00\mathfrak{h}_{0}\equiv 0, 𝔥1()\mathfrak{h}_{1}(\cdot) is given by the Airy1\operatorname{Airy}_{1} process discovered by Sasamoto [Sas05]. The one-point distribution of Airy1\operatorname{Airy}_{1} process are related to Tracy-Widom GOE distribution [TW96].

\bullet When 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x), a two sided Brownian motion with diffusion coefficient 22, the KPZ fixed point becomes stationary in the sense that 𝔥t(x)𝔥t(0)=d𝔅(x)\mathfrak{h}_{t}(x)-\mathfrak{h}_{t}(0)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x) for each tt. The distribution of 𝔥1()\mathfrak{h}_{1}(\cdot) in this case is given by Airystat\operatorname{Airy}_{\operatorname{stat}} process obtained by [BFP10]. It has Baik-Rains distribution as its one-point marginals [BR00, CFS18].

In this paper we consider the KPZ fixed point started from a suitable class of initial data which includes the above three fundamental initial data.

1.2. Main results

We investigate the evolution of the heights of the large peaks of the KPZ fixed point in global and local scale through the lens of law of iterated logarithms (LIL). More precisely, we study LIL for the height function of the KPZ fixed point 𝔥t(0)\mathfrak{h}_{t}(0) at spatial location x=0x=0 as tt\uparrow\infty (long-time LIL), as well as the temporal increment of the KPZ fixed point near 11, i.e., 𝔥t(0)𝔥1(0)\mathfrak{h}_{t}(0)-\mathfrak{h}_{1}(0) as t1t\downarrow 1 (short-time LIL). We first state our long-time LIL result below.

Theorem 1.3 (Long-time LIL for non-random data).

Let 𝔥0\mathfrak{h}_{0} be either narrow wedge, or a non-random Borel-measurable function with at most x\sqrt{x} growth, i.e., there exists a constant Csq>0\mathrm{C}_{\operatorname{sq}}>0 such that

𝔥0(x)Csq1+|x|,x.\displaystyle\mathfrak{h}_{0}(x)\leq\mathrm{C}_{\operatorname{sq}}\sqrt{1+|x|},\ \forall\ x\in\mathbb{R}. (1.3)

Consider the KPZ fixed point 𝔥\mathfrak{h} started from 𝔥0\mathfrak{h}_{0}. We have

lim supt𝔥t(0)t13(loglogt)2/3=a.s.(34)23.\displaystyle\limsup_{t\to\infty}\frac{\mathfrak{h}_{t}(0)}{t^{\frac{1}{3}}(\log\log t)^{2/3}}\stackrel{{\scriptstyle a.s.}}{{=}}\left(\frac{3}{4}\right)^{\frac{2}{3}}. (1.4)

The above result identifies the limiting height of the peaks of the KPZ fixed point. Note that constant in (1.4) is same for all initial data satisfying (1.3). This naturally leads to the following question:

\bullet Where are the precise constant (3/4)2/3(3/4)^{2/3} and (loglogt)2/3(\log\log t)^{2/3} behavior coming from?

As in other cases like Brownian motion or the Kardar-Parisi-Zhang equation [DG21], the value of the constant in the law of iterated logarithms of the KPZ fixed point is governed by the tail behavior of the one point distribution. As it turns out, for the initial data considered above, the (upper)-tail behavior of t1/3𝔥t(0)t^{-1/3}\mathfrak{h}_{t}(0) is similar to the (upper)-tail behavior of Tracy-Widom GUE distribution. If XX is a Tracy-Widom GUE distributed random variable, the upper tail, (Xs)\mathbb{P}(X\geq s), roughly behaves like e4s3/2/3e^{-4s^{3/2}/3} for large ss. The 3/23/2 exponent in the tail induces a (loglogt)2/3(\log\log t)^{2/3} type behavior in the law of iterated logarithm whereas the constant (3/4)2/3(3/4)^{2/3} comes from the leading coefficient in the exponent.

\bullet Why do we need condition (1.3) on the initial data?

As depicted in Theorem 1.3, the initial data can atmost grow as x\sqrt{x}. We now explain the reason behind such a choice of initial data. It is well known that the directed landscape (z,0;0,t)\mathcal{L}(z,0;0,t) intuitively behaves like z2/t-z^{2}/t (see Section 2.2). Thus following (1.2) we heuristically expect 𝔥t(0)\mathfrak{h}_{t}(0) to grow like as

supz{𝔥0(z)z2t}=t1/3supx{t1/3𝔥0(t2/3x)x2}.\displaystyle\sup_{z\in\mathbb{R}}\{\mathfrak{h}_{0}(z)-\tfrac{z^{2}}{t}\}=t^{1/3}\sup_{x\in\mathbb{R}}\{t^{-1/3}\mathfrak{h}_{0}(t^{2/3}x)-x^{2}\}.

Note that 𝔥t(0)\mathfrak{h}_{t}(0) is of the order t1/3t^{1/3} as long as 𝔥0(x)Csq1+|x|\mathfrak{h}_{0}(x)\leq\mathrm{C}_{\operatorname{sq}}\sqrt{1+|x|}. For initial data with higher growth, one needs to subtract a non-trivial growing mean term from 𝔥t(0)\mathfrak{h}_{t}(0) to see t1/3t^{1/3} order fluctuations. Up to such centering, we believe that similar result as in (1.4) would hold. However, we defer this case to some future work. Theorem 1.3 leaves out the Brownian initial data. We now state the corresponding result for Brownian data separately.

Theorem 1.4 (Long-time LIL for Brownian data).

Consider the KPZ fixed point 𝔥\mathfrak{h} started from 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x) where 𝔅\mathfrak{B} is a two-sided Brownian motion with diffusion coefficient 22. Almost surely we have

lim supt𝔥t(0)t13(loglogt)2/3=(32)23.\displaystyle\limsup_{t\to\infty}\frac{\mathfrak{h}_{t}(0)}{t^{\frac{1}{3}}(\log\log t)^{2/3}}=\left(\frac{3}{2}\right)^{\frac{2}{3}}. (1.5)

Note that although (loglogt)2/3(\log\log t)^{2/3} scaling above is same as Theorem 1.3, the limiting constant in (1.5) is different compared to (1.4). This is due to the fact the distribution of t1/3𝔥t(0)t^{-1/3}\mathfrak{h}_{t}(0) for Brownian data is given by the Baik-Rains distribution which has e2s3/2/3e^{-2s^{3/2}/3} upper tail decay [FV21] in comparison to the tail decay e4s3/2/3e^{-4s^{3/2}/3} for the Tracy-Widom GUE distribution. This leads to the above (3/2)2/3(3/2)^{2/3} constant.

Theorems 1.3 and 1.4 provide precise long-time LIL for the KPZ fixed point for a large class of data. However, it leaves out the case of liminf type law of iterated logarithm which corresponds to the limiting depth of the valleys of the KPZ fixed point. Such liminf result is related to how the lower tail probability (t1/3𝔥t(0)s)\mathbb{P}(t^{-1/3}\mathfrak{h}_{t}(0)\leq-s) decays with ss. For a large class of initial data, the lower tail probability decays like eγs3e^{-\gamma s^{3}} for large ss. Here γ:=112\gamma:=\frac{1}{12} for narrow wedge and Brownian data and γ:=16\gamma:=\frac{1}{6} for flat initial data (see Example 1.16 in [QR19]). Thus we expect

lim inft𝔥t(0)t1/3(loglogt)1/3=a.s.γ1/3.\displaystyle\liminf_{t\to\infty}\frac{\mathfrak{h}_{t}(0)}{t^{1/3}(\log\log t)^{1/3}}\stackrel{{\scriptstyle a.s.}}{{=}}-\gamma^{-1/3}. (1.6)

However, it is not known what would be the constant γ\gamma in the lower tail for all initial data satisfying 1.3. As a result, it is less clear what should be the limiting constant for the liminf case. Once the value of the constant is determined, the proof of (1.6) will be very similar to that of Theorem 1.3.

We next turn towards our short-time LIL result that identifies local temporal growth behavior.

Theorem 1.5 (Short-time LIL).

Let 𝔥0\mathfrak{h}_{0} be the narrow wedge initial data or two-sided Brownian motion with diffusion coefficient 22 or a non-random Borel measurable function with at most parabolic growth of size less than x2-x^{2}, i.e., there exist constants A\mathrm{A}\in\mathbb{R} and κ>0\kappa>0 such that

𝔥0(x)A+(1κ)x2,x.\displaystyle\mathfrak{h}_{0}(x)\leq\mathrm{A}+(1-\kappa)x^{2},\ \forall\ x\in\mathbb{R}. (1.7)

Consider the KPZ fixed point 𝔥\mathfrak{h} started from the initial data 𝔥0\mathfrak{h}_{0}. Almost surely we have

lim supε0𝔥1+ε(0)𝔥1(0)ε13(loglogε1)2/3=(32)23.\displaystyle\limsup_{\varepsilon\downarrow 0}\frac{\mathfrak{h}_{1+\varepsilon}(0)-\mathfrak{h}_{1}(0)}{\varepsilon^{\frac{1}{3}}(\log\log\varepsilon^{-1})^{2/3}}=\left(\frac{3}{2}\right)^{\frac{2}{3}}. (1.8)

We see that local growth of the KPZ fixed point in the temporal direction is of the order ε1/3(loglogε1)2/3\varepsilon^{1/3}(\log\log\varepsilon^{-1})^{2/3}. Furthermore, the precise constant (3/2)2/3(3/2)^{2/3} is universal in the sense that it does not depend on the initial data. We now briefly explain why this is the case. Indeed note that due to the metric composition law in (1.1) and the variational formula in (1.2) we have

𝔥ε:=𝔥1+ε(0)𝔥1(0)ε1/3=supx[𝔥1(ε2/3x)𝔥1(0)ε1/3+(ε2/3x,1;0,1+ε)ε1/3].\displaystyle\nabla\mathfrak{h}_{\varepsilon}:=\frac{\mathfrak{h}_{1+\varepsilon}(0)-\mathfrak{h}_{1}(0)}{\varepsilon^{1/3}}=\sup_{x\in\mathbb{R}}\left[\frac{\mathfrak{h}_{1}(\varepsilon^{2/3}x)-\mathfrak{h}_{1}(0)}{\varepsilon^{1/3}}+\frac{\mathcal{L}(\varepsilon^{2/3}x,1;0,1+\varepsilon)}{\varepsilon^{1/3}}\right]. (1.9)

By the scale invariance properties of the directed landscape, ε13(ε23x,1;0,1+ε)\varepsilon^{-\frac{1}{3}}\mathcal{L}(\varepsilon^{\frac{2}{3}}x,1;0,1+\varepsilon) is equal in distribution to 𝒜(x)x2\mathcal{A}(x)-x^{2} where 𝒜()\mathcal{A}(\cdot) is the stationary Airy2\operatorname{Airy}_{2} process. On the other hand, by local Brownianity of the KPZ fixed point (see Theorem 4.14 in [MQR21]), for any initial data of Theorem 1.5, we have

𝔥1(ε2/3x)𝔥1(0)ε1/3d𝔅(x),as ε0\displaystyle\frac{\mathfrak{h}_{1}(\varepsilon^{2/3}x)-\mathfrak{h}_{1}(0)}{\varepsilon^{1/3}}\stackrel{{\scriptstyle d}}{{\to}}\mathfrak{B}(x),\qquad\text{as }\varepsilon\downarrow 0

where 𝔅(x)\mathfrak{B}(x) is a two sided Brownian motion with diffusion coefficient 22. Thus, as ε0\varepsilon\downarrow 0, we expect 𝔥ε\nabla\mathfrak{h}_{\varepsilon} converge to the Baik-Rains distribution [BR00] which is defined as supx(𝔅(x)+𝒜(x)x2)\sup_{x\in\mathbb{R}}(\mathfrak{B}(x)+\mathcal{A}(x)-x^{2}). The constant (3/2)2/3(3/2)^{2/3} appearing in (1.8) can then be anticipated from the sharp upper tail asymptotics of the Baik-Rains distribution [FV21].

Note that Theorem 1.5 includes a larger class of functional data compared to Theorem 1.3. This is partly because we are interested in the local growth behavior of the KPZ fixed point around t=1t=1. As we explain below, studying local growth of the KPZ fixed point does not require a non-trivial centering of 𝔥1(0)\mathfrak{h}_{1}(0) for a larger class of initial data as opposed to the case in Theorem 1.3. To see this, note that the directed landscape (z,0;0,1)\mathcal{L}(z,0;0,1) decays like z2-z^{2}. Thus following (1.2) we expect 𝔥1(0)\mathfrak{h}_{1}(0) to be centered around

supz{𝔥0(z)z2}.\displaystyle\sup_{z\in\mathbb{R}}\{\mathfrak{h}_{0}(z)-z^{2}\}.

The last expression is finite whenever 𝔥0(x)A+(1κ)x2\mathfrak{h}_{0}(x)\leq\mathrm{A}+(1-\kappa)x^{2}. This justifies the condition in (1.7).

Like as the limsup result of Theorem 1.5, the height increments of the KPZ fixed point near t=1t=1 also admit a liminf LIL as the time increments converges to 0. More precisely, for the KPZ fixed point started from any initial data considered in Theorem 1.5, we expect

lim infε0𝔥1+ε(0)𝔥1(0)ε13(loglogε1)1/3=1213.\liminf_{\varepsilon\downarrow 0}\frac{\mathfrak{h}_{1+\varepsilon}(0)-\mathfrak{h}_{1}(0)}{\varepsilon^{\frac{1}{3}}(\log\log\varepsilon^{-1})^{1/3}}=-12^{\frac{1}{3}}.

The proof of the above fact can be completed using similar ideas as in the proof of Theorem 1.5. We defer showing this result to a future work.

Theorem 1.5 studies the local growth of the KPZ fixed point along temporal direction near the time 11. However the same result holds for any other fixed time tt (assuming 𝔥0(x)A+(1κ)x2/t\mathfrak{h}_{0}(x)\leq\mathrm{A}+(1-\kappa){x^{2}}/{t} instead of (1.7) for functional data) and the proof follows in the same way. It is worthwhile to ask if the same result hold for all t[c,d]t\in[c,d] uniformly. In other words, how often does the short time LIL for the KPZ fixed point fails to hold on an interval. Similar questions were studied for the Brownian motion in [OT74, Theorem 2] where the authors had showed the Hausdorff dimension of the set of time points where the LIL fails is almost surely equal to 11. In fact, their result is much deeper. Taking inspiration from their result and drawing on the analogy between the short time LILs of the KPZ fixed point and the Brownian motion, we make the following conjecture.

Conjecture 1.6.

Continuing with the notation and assumption of Theorem 1.5, define the set

𝐄(α)={s[1,2]lim supts𝔥t(0)𝔥s(0)(ts)1/3(log(ts)1)2/3(32)23α}\displaystyle\mathbf{E}(\alpha)=\Big{\{}s\in[1,2]\mid\limsup_{t\downarrow s}\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)}{(t-s)^{1/3}(\log(t-s)^{-1})^{2/3}}\geq\Big{(}\tfrac{3}{2}\Big{)}^{\frac{2}{3}}\alpha\Big{\}}

where α[0,1]\alpha\in[0,1]. Then the Hausdorff dimension of the set 𝐄(α)\mathbf{E}(\alpha) is equal to 1α321-\alpha^{\frac{3}{2}}.

.

1.3. Proof Ideas

We now briefly describe the proof idea of our main results. We first explain the details for the short-time LIL case. The spirit of the arguments for the long time LIL is similar and will be touched upon later in this section.

Let us recall the notation 𝔥ε\nabla\mathfrak{h}_{\varepsilon} from (1.9). As alluded in the discussion after (1.9), as ε0\varepsilon\downarrow 0, we expect 𝔥ε\nabla\mathfrak{h}_{\varepsilon} converges to the Baik-Rains distribution. Although we have precise tail estimates of the Baik-Rains distribution, to conclude the law of iterated logarithm type result, we need to produce sharp uniform tail estimates for 𝔥ε\nabla\mathfrak{h}_{\varepsilon}. One of the main contributions of this paper is to establish such estimates.

Proposition 1.7 (Simpler version of Proposition 4.5).

Given any δ>0\delta>0, there exist s0(δ),ε0(δ)>0s_{0}(\delta),\varepsilon_{0}(\delta)>0, such that for all s>s0s>s_{0} large enough and for all ε(0,ε0)\varepsilon\in(0,\varepsilon_{0}) small enough we have

(𝔥εs)exp((23δ)s3/2).\displaystyle\mathbb{P}(\nabla\mathfrak{h}_{\varepsilon}\geq s)\leq\exp\left(-(\tfrac{2}{3}-\delta)s^{3/2}\right). (1.10)

Let us briefly explain the proof idea behind the above result. Towards this end, let us define

𝔥εI:=supxI[𝔥1(ε2/3x)𝔥1(0)ε1/3+𝒜(x)x2],\displaystyle\nabla\mathfrak{h}_{\varepsilon}^{I}:=\sup_{x\in I}\left[\frac{\mathfrak{h}_{1}(\varepsilon^{2/3}x)-\mathfrak{h}_{1}(0)}{\varepsilon^{1/3}}+\mathcal{A}(x)-x^{2}\right], (1.11)

where 𝒜\mathcal{A} is independent of 𝔥1\mathfrak{h}_{1}. The proof of the above proposition proceeds in two steps:

  1. (i)

    There exists an absolute constant b>0b>0 such that (𝔥ε𝔥ε[bs,bs])exp(23s3/2)\mathbb{P}(\nabla\mathfrak{h}_{\varepsilon}\neq\nabla\mathfrak{h}_{\varepsilon}^{[-b\sqrt{s},b\sqrt{s}]})\leq\exp(-\frac{2}{3}s^{3/2}).

  2. (ii)

    Proving Proposition 1.7 with 𝔥ε\nabla\mathfrak{h}_{\varepsilon} replaced by 𝔥ε[bs,bs]\nabla\mathfrak{h}_{\varepsilon}^{[-b\sqrt{s},b\sqrt{s}]}.

We first describe how to show item (ii). For instructive purposes, here we explain how to derive it for 𝔥ε[0,bs]\nabla\mathfrak{h}_{\varepsilon}^{[0,b\sqrt{s}]}. Set a:=ε2/3bsa:=\varepsilon^{2/3}b\sqrt{s}. Let us denote

Z(±a):=argmaxx(𝔥0(x)+(x,0;±a,1)),Zμ(±a):=argmaxx(𝔅(x)+μx+(x,0;±a,1)),\displaystyle Z(\pm a):=\underset{x\in\mathbb{R}}{\operatorname{argmax}}(\mathfrak{h}_{0}(x)+\mathcal{L}(x,0;\pm a,1)),\quad Z^{\mu}(\pm a):=\underset{x\in\mathbb{R}}{\operatorname{argmax}}(\mathfrak{B}(x)+\mu x+\mathcal{L}(x,0;\pm a,1)),

where 𝔅\mathfrak{B} is an independent two sided Brownian motion with diffusion coefficient 22. Let us assume for simplicity the above argmax are uniquely defined almost surely. The key idea behind our proof is a Brownian replacement principle that will allow us to compare the KPZ fixed point starting from a general initial data with that starting from the Brownian initial data on certain events. Indeed, owing to the geometric properties of the KPZ fixed point, [Pim21] argues for any μ>0\mu>0 on the event 𝖤μ(a):={Z(a)Zμ(a),Z(a)Zμ(a)}\mathsf{E}^{\mu}(a):=\{Z(a)\leq Z^{\mu}(-a),Z(-a)\geq Z^{-\mu}(a)\} one has

𝔥1μ(x)𝔥1μ(0)𝔥1(x)𝔥1(0)𝔥1μ(x)𝔥1μ(0), for x[0,a],\displaystyle\mathfrak{h}_{1}^{-\mu}(x)-\mathfrak{h}_{1}^{-\mu}(0)\leq\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(0)\leq\mathfrak{h}_{1}^{\mu}(x)-\mathfrak{h}_{1}^{\mu}(0),\mbox{ for }x\in[0,a],
𝔥1μ(x)𝔥1μ(0)𝔥1(x)𝔥1(0)𝔥1μ(x)𝔥1μ(0), for x[a,0]\displaystyle\mathfrak{h}_{1}^{\mu}(x)-\mathfrak{h}_{1}^{\mu}(0)\leq\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(0)\leq\mathfrak{h}_{1}^{-\mu}(x)-\mathfrak{h}_{1}^{-\mu}(0),\mbox{ for }x\in[-a,0]

where we set 𝔥1μ(x):=supz(𝔅(z)+μx+(z,0;x,1))\mathfrak{h}_{1}^{\mu}(x):=\sup_{z\in\mathbb{R}}(\mathfrak{B}(z)+\mu x+\mathcal{L}(z,0;x,1)) for all xx\in\mathbb{R}.

We call the above trick by the name Brownian replacement trick which was first discovered in the present form by Leandro Pimentel [Pim14]. It is essentially a property of the basic coupling in last passage percolation models. On 𝖤μ(a)\mathsf{E}^{\mu}(a), we can then transfer our analysis to the KPZ fixed point started with Brownian motion with drift as initial data. The advantage of working with this initial data is that such data is known to be stationary for the KPZ fixed point (see Theorem 4.5 [MQR21]). In particular we have 𝔥1μ(x)𝔥1μ(0)=d𝔅(x)+μx\mathfrak{h}_{1}^{\mu}(x)-\mathfrak{h}_{1}^{\mu}(0)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x)+\mu x. Under the diffusive scaling appearing in (1.9), ε1/3(𝔥1μ(ε2/3x)𝔥1μ(0))\varepsilon^{-1/3}(\mathfrak{h}_{1}^{\mu}(\varepsilon^{2/3}x)-\mathfrak{h}_{1}^{\mu}(0)) is then equal in distribution to 𝔅(x)+ε1/3μx\mathfrak{B}(x)+\varepsilon^{1/3}\mu x. As xx varies in [0,bs][0,b\sqrt{s}], the drift term is bounded by ε1/3μbs\varepsilon^{1/3}\mu b\sqrt{s}. Thus on 𝖤μ(a)\mathsf{E}^{\mu}(a),

𝔥ε[0,bs]supx(𝔅(x)+𝒜(x)x2)+ε1/3μbs.\nabla\mathfrak{h}_{\varepsilon}^{[0,b\sqrt{s}]}\leq\sup_{x\in\mathbb{R}}(\mathfrak{B}(x)+\mathcal{A}(x)-x^{2})+\varepsilon^{1/3}\mu b\sqrt{s}.

Taking μ=ε1/4s\mu=\varepsilon^{-1/4}\sqrt{s}, one can ensure the drift term above is negligible compared to ss. In fact, for this choice of μ\mu and aa, we have (𝖤μ(a)c)exp(23s3/2)\mathbb{P}(\mathsf{E}^{\mu}(a)^{c})\leq\exp(-\frac{2}{3}s^{3/2}). To prove this, one relies on exponential type tail estimates for the argmax Z(±a),Zμ(±a)Z(\pm a),Z^{\mu}(\pm a) that are developed in Section 3 using parabolic decay estimates of directed landscape (Lemma 2.5).

Thus (1.10) for 𝔥ε[0,bs]\nabla\mathfrak{h}_{\varepsilon}^{[0,b\sqrt{s}]} now follows from upper tail asymptotics of Baik-Rains distribution which is given by [FV21]. An analogous argument provides the same upper tail estimate for 𝔥ε[bs,0]\nabla\mathfrak{h}_{\varepsilon}^{[-b\sqrt{s},0]}. This justifies item (ii). Item (i) appears as Lemma 3.5 later. Its proof also involves the above Brownian replacement trick shown and tail estimates for the argmax. For brevity, we skip the details here and encourage the readers to read the details in Section 3.

The above description of the main argument for proving (1.10) is of course quite reductive, and the full argument, presented in Section 4.3, relies on various technical estimates related to the location of the argmax that are discussed in Section 3. Apart from the temporal increment tail, these estimates on the argmax also allow us to extract other probabilistic information or the KPZ fixed point such as growth estimates (Proposition 4.1) and spatial modulus of continuity (Proposition 4.4).

In fact, the precise statement of Proposition 4.5 can handle absolute value of any small scaled increment in the vicinity of 11. As a consequence, this leads to suitable temporal modulus of continuity type estimates in Corollary 4.6 and Proposition 4.7. Combining the temporal modulus of continuity estimates along with sharp upper tail asymptotics of the increments leads to the upper bound for the short-time LIL.

The lower bound for the short-time LIL on the other hand relies on showing a certain kind of independence structure in the temporal increments of the KPZ fixed point. Loosely speaking we show that for two small increments ε1ε21\varepsilon_{1}\ll\varepsilon_{2}\ll 1, 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} and 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}} are approximately independent. Keeping 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}} as it is, we construct a proxy for 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} suitable for comparison with 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}}. Towards this end we define

𝔥ε1ε2:=supx[𝔥1(ε12/3x)𝔥1(0)ε11/3+(ε12/3x,1+ε2;0,1+ε1)ε11/3].\displaystyle\nabla\mathfrak{h}_{\varepsilon_{1}\downarrow\varepsilon_{2}}:=\sup_{x\in\mathbb{R}}\left[\frac{\mathfrak{h}_{1}(\varepsilon_{1}^{2/3}x)-\mathfrak{h}_{1}(0)}{\varepsilon_{1}^{1/3}}+\frac{\mathcal{L}(\varepsilon_{1}^{2/3}x,1+\varepsilon_{2};0,1+\varepsilon_{1})}{\varepsilon_{1}^{1/3}}\right].

In plain words, we obtain 𝔥ε1ε2\nabla\mathfrak{h}_{\varepsilon_{1}\downarrow\varepsilon_{2}} from 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} by naïvely replacing the directed landscape (ε12/3x,1;0,1+ε1)\mathcal{L}(\varepsilon_{1}^{2/3}x,1;0,1+\varepsilon_{1}) by (ε12/3x,1+ε2;0,1+ε1)\mathcal{L}(\varepsilon_{1}^{2/3}x,1+\varepsilon_{2};0,1+\varepsilon_{1}) (and hence the name ‘Landscape Replacement’). Note that the proxy 𝔥ε1ε2\nabla\mathfrak{h}_{\varepsilon_{1}\downarrow\varepsilon_{2}} is same as 𝔥ε1ε2\nabla\mathfrak{h}_{\varepsilon_{1}-\varepsilon_{2}} in distribution and furthermore the landscape part of the proxy is independent from that of 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}}. As ε1ε2\frac{\varepsilon_{1}}{\varepsilon_{2}}\to\infty, this proxy turns out to be very good approximation of 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} in the following sense.

Theorem 1.8 (Simpler version of Theorem 5.3).

There exists a constant C>0\mathrm{C}>0 depending on the initial data such that for ε2ε11\varepsilon_{2}\ll\varepsilon_{1}\ll 1 we have

(|𝔥ε1𝔥ε1ε2|1)Cexp(1C(ε1ε2)316).\displaystyle\mathbb{P}\left(|\nabla\mathfrak{h}_{\varepsilon_{1}}-\nabla\mathfrak{h}_{\varepsilon_{1}\downarrow\varepsilon_{2}}|\geq 1\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}\left(\tfrac{\varepsilon_{1}}{\varepsilon_{2}}\right)^{\frac{3}{16}}\right). (1.12)

Due to the presence of ε1ε2\frac{\varepsilon_{1}}{\varepsilon_{2}} term on the r.h.s. of (1.12), this suggests 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} and 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}} are approximately independent when ε1\varepsilon_{1} and ε2\varepsilon_{2} are far apart on a multiplicative scale, i.e., ε1ε21\frac{\varepsilon_{1}}{\varepsilon_{2}}\gg 1. This suggests the decorrelation of the temporal increments happens at a slow rate and thus produces a law of iterated logarithm behavior.

Notice that the above theorem only ensures the landscape part of 𝔥ε1\nabla\mathfrak{h}_{\varepsilon_{1}} and 𝔥ε2\nabla\mathfrak{h}_{\varepsilon_{2}} appearing in the variational problem in (1.9) are approximately independent. We now briefly explain how the rescaled spatial processes appearing in corresponding variational problems are also approximately independent. This part of the argument proceeds similarly to the proof of Proposition 1.7 explained above. Indeed, thanks to the Brownian replacement trick explained earlier, we can again transfer to Brownian motion with drifted initial data. The drift term can again be ignored due to the presence of diffusive scaling. Restricting the supremum to appropriate disjoint intervals and using independence of the increments for Brownian motion, one can obtain an independence structure within the temporal increments of the KPZ fixed point. The details of the proof of short time landscape replacement and the extraction of lower bound from it are presented in Section 5.2 and Section 6.2.2 respectively.

For the long-time LIL, one of the key input is the sharp one point tail estimates for t1/3𝔥t(0)t^{-1/3}\mathfrak{h}_{t}(0), available from [FV21]. Combining this with the temporal modulus of continuity estimates (Proposition 4.5) discussed earlier, produces the upper bound for the long-time LIL result. For the lower bound, we rely on a similar landscape replacement trick as discussed above. Given two temporal KPZ fixed point height functions, 𝔥t1(0)\mathfrak{h}_{t_{1}}(0) and 𝔥t2(0)\mathfrak{h}_{t_{2}}(0) with t2t1t_{2}\gg t_{1}, as before we construct a proxy for 𝔥t2(0)\mathfrak{h}_{t_{2}}(0) by suitably changing the directed landscape part of the variational problem in (1.2). More precisely, we define the proxy to be

𝔥t2t1:=supx[𝔥0(x)+(x,t1;0,t2)].\mathfrak{h}^{t_{2}\downarrow t_{1}}:=\sup_{x\in\mathbb{R}}\left[\mathfrak{h}_{0}(x)+\mathcal{L}(x,t_{1};0,t_{2})\right].

Just as in Theorem 1.8, this proxy turns out to be good approximation 𝔥t2(0)\mathfrak{h}_{t_{2}}(0) in the following sense.

Theorem 1.9 (Simpler version of Theorem 5.1).

There exists a constant C>0\mathrm{C}>0 depending on the initial data such that for t2t11t_{2}\gg t_{1}\gg 1 we have

(t21/3|𝔥t2(0)𝔥t2t1|1)Cexp(1C(t2t1)13).\displaystyle\mathbb{P}\left(t_{2}^{-1/3}|\mathfrak{h}_{t_{2}}(0)-\mathfrak{h}^{t_{2}\downarrow t_{1}}|\geq 1\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}\big{(}\tfrac{t_{2}}{t_{1}}\big{)}^{\frac{1}{3}}\big{)}.

Proof of the above result relies on precise estimate on the location of the argmax for the variational problem in (1.2). This estimate is captured in Proposition 3.2. In the case of non-random initial data (i.e., 𝔥0\mathfrak{h}_{0} is non-random), the proxy 𝔥t2t1\mathfrak{h}^{t_{2}\downarrow t_{1}} is independent of 𝔥t1(0)\mathfrak{h}_{t_{1}}(0). For Brownian initial data, the independence structure is not apriori clear since 𝔥t2t1\mathfrak{h}^{t_{2}\downarrow t_{1}} and 𝔥t1(0)\mathfrak{h}_{t_{1}}(0) are coupled via the initial data 𝔥0()\mathfrak{h}_{0}(\cdot). However, an almost independence structure can be obtained by restricting the supremum on appropriate disjoint intervals. We refer the readers to Section 5.1 and Section 6.1.2 for the technical details of the above conceptual argument.

As a passing comment, we mention that this landscape replacement idea previously appeared in a different guise for the KPZ equation with narrow wedge initial data in [CGH21, DG21]. For instance, [DG21] (see Proposition 6.1) developed an analogue of landscape replacement trick for showing the law of iterated logarithms for the KPZ equation as time variable goes to \infty. Two main tools in [DG21] are (1)(1) the convolution formula for the KPZ equation which is often regarded as the positive temperature analogue of the variational description of the KPZ fixed point and, (2)(2) the 𝐇\mathbf{H}-Brownian Gibbs property of KPZ line ensemble [CH16]. While the convolution formula of the KPZ equation is valid starting from any initial data, the 𝐇\mathbf{H}-Brownian Gibbs property fails to hold when KPZ equation is started from an initial data which is not narrow wedge. This restricts [DG21] to extend their results beyond the narrow wedge initial condition. In contrast to [DG21], the long time LILs of Theorem 1.3 and 1.4 covers a large class of initial data by applying landscape replacement trick followed by using rich geometric structure of the directed landscape. On the other hand, the short time LIL of Theorem 1.5 relies on the aforementioned Brownian replacement trick instead. This latter trick which reflects locally Brownian nature of the KPZ fixed point is very much different than the replacement tricks used in [DG21]. In fact, the Brownian replacement trick allows us to handle increment of the spatial profile for a large class of initial data just based on one point tail estimates of the location of argmax in the variational formula of (1.2), a property which is currently beyond reach for the KPZ equation or any other positive temperature models in the KPZ universality class.

1.4. Literature review

Our main results on the growth of tall temporal peaks and local temporal growth of the KPZ fixed point draw inspirations from a series of efforts in understanding the geometry of the KPZ fixed point and the directed landscape. Being an universal scaling limit, the KPZ fixed point enjoys several rich properties and exhibits remarkable fractal geometry. For example, for all sub-parabolic initial data, 𝔥t(x)\mathfrak{h}_{t}(x) is locally absolutely continuous with respect to Brownian motion for each t>0t>0, and Hölder 1/31/3^{-} continuous in tt [CH14, SV21]. Thus for rapidly decaying initial data, for each t>0t>0 the 𝔥t()\mathfrak{h}_{t}(\cdot) has a unique maximizer almost surely [MFQR13, CH14, Pim14, SV21, CHHM21]. In this context, a recent line of inquiries includes the investigation of the fractal nature of exceptional times where 𝔥t()\mathfrak{h}_{t}(\cdot) has multiple maximizers [CHHM21, Dau22].

Fractal geometry of the directed landscape and its geodesics has also been studied extensively in recent years (see [Gan21] for a partial survey). In [BGH21] the author initiated the study of the difference profile of the directed landscape 𝒟(x,t):=(1,0,x,t)(1,0,x,t)\mathcal{D}(x,t):=\mathcal{L}(1,0,x,t)-\mathcal{L}(-1,0,x,t). Difference profiles exhibit rich fractal behavior [BGH21, GZ22], has connection to disjointness of directed geodesics [BGH19], and are related to Brownian local time [GH21]. Certain qualitative features of geodesics are also explored [DSV20].

Apart from the KPZ fixed point, long time law of iterated logarithms has also been rigorously shown in certain pre-limiting models in the KPZ universality class. For exponential last passage percolation, [Led18, BGHK19] identified correct scaling of the law of iterated logarithms for the lim sup\limsup and lim inf\liminf of the rescaled passage time. In the context of random matrices, [PZ17] proved a law of fractional logarithm for the lim sup\limsup of the sequence of eigenvalues in a GUE minor process.

For the KPZ equation, the precise long time LIL in the temporal direction was obtained in [DG21]. Apart from the results related to LILs, [DG21] also demonstrated certain fractal behavior of the level sets of the peaks for the KPZ equation. Understanding fractal nature of such level sets is important in the context of non-linear SDEs as it is intimately connected with the phenomenon of intermittency (see [KKX17, KKX18, DG21, GY21] are references there in).

Short time LIL for the temporal increment of the KPZ equation has been recently proved in [Das22]. The exponents for such LIL for the KPZ equation is marked different from our Theorem 1.5 as the local temporal structure for the KPZ equation is governed by a fractional Brownian motion of index 14\frac{1}{4} (see [KSXZ13, Das22]).

Outline

The rest of the paper is organized as follows. In Section 2 we collect several interesting properties and estimates for the directed landscape and the KPZ fixed point. In Section 3 we determine quantitative estimates for the location of the supremum of the variational problem of the KPZ fixed point. These estimates appear in Proposition 3.2, Corollary 3.3 and Proposition 3.5. In Section 4, we establish growth estimates (Proposition 4.1), spatial modulus of continuity (Proposition 4.4), and and temporal modulus of continuity (Corollary 4.6) estimates for the KPZ fixed point. In Section 5 we prove our long time and short time landscape replacement theorems that provide independent proxies for the KPZ fixed point (see the explanation in Section 1.3). Finally in Section 6 we prove our main results: Theorem 1.3, Theorem 1.4, and Theorem 1.5. Proof of two technical lemmas are deferred to Appendix A.

Acknowledgements

The authors thank Ivan Corwin for helpful comments on an earlier draft of the paper. The authors acknowledge support from NSF DMS-1928930 during their participation in the program “Universality and Integrability in Random Matrix Theory and Interacting Particle Systems” hosted by the Mathematical Sciences Research Institute in Berkeley, California in fall 2021. SD’s research was also partially supported by Ivan Corwin’s NSF grant DMS-1811143 and the Fernholz Foundation’s “Summer Minerva Fellows” program.

2. Basic framework and tools

In this section, we collect several existing properties for the directed landscape and the KPZ fixed point. These two objects admit several useful symmetries and distributional relations to well known objects. In Section 2.1 we collect all such facts that will come handy in our later analysis. In Section 2.2 we then recall probabilistic estimates for the one point tail of the KPZ fixed point and provide parabolic decay estimates and modulus of continuity estimates for the directed landscape. Finally in Section 2.3 we collect one point tail information for the KPZ fixed point.

Throughout this paper, we reserve the letters (,;,)\mathcal{L}(\cdot,\cdot;\cdot,\cdot), 𝒜()\mathcal{A}(\cdot), and 𝔅()\mathfrak{B}(\cdot) to denote the directed landscape, stationary Airy2\operatorname{Airy}_{2} process, and a two sided Brownian motion with diffusion coefficient 22 respectively. We use C=C(a,b,c,)>0\mathrm{C}=\mathrm{C}(a,b,c,\ldots)>0 to denote a generic deterministic positive finite constant that may change from line to line, but is dependent on the designated variables a,b,c,a,b,c,\ldots.

2.1. Symmetries in the directed landscape and the KPZ fixed point

The directed landscape as defined in Definition 1.1 satisfies several symmetries. We state these results in terms of the stationary version of directed Landscape defined as

𝒦(x,s;y,t):=(x,s;y,t)+(xy)2ts.\displaystyle\mathcal{K}(x,s;y,t):=\mathcal{L}(x,s;y,t)+\frac{(x-y)^{2}}{t-s}. (2.1)
Lemma 2.1 (Lemma 10.2 in [DOV18]).

Fix any z,rz,r\in\mathbb{R} and c,q>0c,q>0. We have the following equality in distributions as functions in C(4,)C(\mathbb{R}_{\uparrow}^{4},\mathbb{R}).

  1. (a)

    𝒦(x,s;y,t)=d𝒦(x,r+s;y,r+t)\mathcal{K}(x,s;y,t)\stackrel{{\scriptstyle d}}{{=}}\mathcal{K}(x,r+s;y,r+t).

  2. (b)

    𝒦(x,s;y,t)=d𝒦(x+z,r;y+z,t)\mathcal{K}(x,s;y,t)\stackrel{{\scriptstyle d}}{{=}}\mathcal{K}(x+z,r;y+z,t).

  3. (c)

    𝒦(x,s;y,t)=d𝒦(x+cs,s;y+ct,t)\mathcal{K}(x,s;y,t)\stackrel{{\scriptstyle d}}{{=}}\mathcal{K}(x+cs,s;y+ct,t).

  4. (d)

    𝒦(x,s;y,t)=dq𝒦(q2x,q3s;q2y,q3t)\mathcal{K}(x,s;y,t)\stackrel{{\scriptstyle d}}{{=}}q\mathcal{K}(q^{-2}x,q^{-3}s;q^{-2}y,q^{-3}t).

We reserve the notation 𝒦(,;,)\mathcal{K}(\cdot,\cdot;\cdot,\cdot) for the stationary directed landscape defined in (2.1) for the rest of the article. The marginals of 𝒦\mathcal{K} are given by the following lemma.

Lemma 2.2.
  1. (a)

    For each fixed yy, we have 𝒦(,0;y,1)=d𝒜(y)\mathcal{K}(\cdot,0;y,1)\stackrel{{\scriptstyle d}}{{=}}\mathcal{A}(\cdot-y), where 𝒜()\mathcal{A}(\cdot) is the stationary Airy2\operatorname{Airy}_{2} process constructed in [PS02].

  2. (b)

    For each fixed xx\in\mathbb{R} we have 𝒜(x)=dTWGUE\mathcal{A}(x)\stackrel{{\scriptstyle d}}{{=}}\operatorname{TW}_{\operatorname{GUE}} where TWGUE\operatorname{TW}_{\operatorname{GUE}} denotes the Tracy-Widom GUE distribution [TW94].

Proof.

The first fact follows from the definition of the directed landscape (Definition 1.1) and Proposition 14.1 from [DV21b]. The second fact is due to [Bar01, GTW01]. ∎

Finally we discuss some useful identities for the KPZ fixed point started from narrow wedge or Brownian initial data.

Lemma 2.3.

Consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0}. We have the following identities for the KPZ fixed point for special cases of 𝔥0\mathfrak{h}_{0}.

  1. (a)

    When 𝔥0(x)=𝟏x0\mathfrak{h}_{0}(x)=-\infty\cdot\mathbf{1}_{x\neq 0}, we have 𝔥t(x)=(0,0;x,t)\mathfrak{h}_{t}(x)=\mathcal{L}(0,0;x,t).

  2. (b)

    When 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x), for each t>0t>0 we have t1/3𝔥t(0)=d𝔥1(0)=dBRt^{-1/3}\mathfrak{h}_{t}(0)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{h}_{1}(0)\stackrel{{\scriptstyle d}}{{=}}\operatorname{BR} where BR\operatorname{BR} is a Baik Rains distributed random variable [BR00] defined as BR:=supx[𝔅(x)+𝒜(x)x2].\operatorname{BR}:=\sup_{x\in\mathbb{R}}[\mathfrak{B}(x)+\mathcal{A}(x)-x^{2}].

  3. (c)

    Fix any μ\mu\in\mathbb{R}. When 𝔥0(x)=𝔅(x)+μx\mathfrak{h}_{0}(x)=\mathfrak{B}(x)+\mu x, as processes in xx we have 𝔥s(x)𝔥s(0)=d𝔅(x)+μx\mathfrak{h}_{s}(x)-\mathfrak{h}_{s}(0)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x)+\mu x.

Proof.

The first one is obvious from the definition of the KPZ fixed point (see (1.2)). The second fact follows from Lemma 2.1 (d) and scale invariance of 𝔅\mathfrak{B} (i.e., r1𝔅(r2x)=d𝔅(x)r^{-1}\mathfrak{B}(r^{2}x)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x)). The third fact is well known (see Theorem 4.5 in [MQR21]). ∎

2.2. Probabilistic estimates for the directed landscape

In this section we prove a couple of probabilistic estimates for the directed landscape: Lemma 2.4 and Lemma 2.5. The first one collects several tail estimates for the spatial process of the directed landscape, whereas the second one establishes parabolic decay estimates for the directed landscape.

Lemma 2.4 (Spatial tail estimate).

There exists a constant C>0\mathrm{C}>0 such that for any k1,k2,s>0k_{1},k_{2}\in\mathbb{R},s>0, and R1R\geq 1 we have

(supy,zk1,k2|𝒦(y,0;z,1)𝒦(k1,0;k2,1)|s)Cexp(1Cs2),\displaystyle\mathbb{P}\Big{(}\sup_{y,z\in\mathfrak{I}_{k_{1},k_{2}}}|\mathcal{K}(y,0;z,1)-\mathcal{K}(k_{1},0;k_{2},1)|\geq s\Big{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{2}}\big{)}, (2.2)
(supy,zk1,k2|𝒦(y,0;z,1)|s)Cexp(1Cs3/2)\displaystyle\mathbb{P}\Big{(}\sup_{y,z\in\mathfrak{I}_{k_{1},k_{2}}}|\mathcal{K}(y,0;z,1)|\geq s\Big{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)} (2.3)
(sup|y|R,|x|1,|z|1|𝒦(y,0;x,1)𝒦(y,0;z,1)||xz|log4|xz|s)RCexp(1Cs3/2),\displaystyle\mathbb{P}\Big{(}\sup_{|y|\leq R,|x|\leq 1,|z|\leq 1}\frac{|\mathcal{K}(y,0;x,1)-\mathcal{K}(y,0;z,1)|}{\sqrt{|x-z|\log\frac{4}{|x-z|}}}\geq s\Big{)}\leq R\cdot\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}, (2.4)

where k1,k2=[k1,k1+1]×[k2,k2+1]\mathfrak{I}_{k_{1},k_{2}}=[k_{1},k_{1}+1]\times[k_{2},k_{2}+1].

Proof.

By Lemma 2.1 (b) and (c) it suffices to prove the lemma for k1=k2=0k_{1}=k_{2}=0. By Lemma 10.4 of [DOV18], there exists C>0\mathrm{C}>0 such that

(|𝒦(y1,0;0,1)𝒦(y2,0;0,1)|s|y1y2|)Cexp(1Cs2),\displaystyle\mathbb{P}\left(|\mathcal{K}(y_{1},0;0,1)-\mathcal{K}(y_{2},0;0,1)|\geq s\sqrt{|y_{1}-y_{2}|}\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{2}}\big{)}, (2.5)
(|𝒦(0,0;z1,1)𝒦(0,0;z2,1)|s|z1z2|)Cexp(1Cs2),\displaystyle\mathbb{P}\left(|\mathcal{K}(0,0;z_{1},1)-\mathcal{K}(0,0;z_{2},1)|\geq s\sqrt{|z_{1}-z_{2}|}\right)\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{2}),

for all y1,y2,z1,z2y_{1},y_{2},z_{1},z_{2}\in\mathbb{R}. Applying Lemma 3.3 of [DV21a], we have

(sup|y|,|z|1|𝒦(y,0;z,1)𝒦(0,0;0,1)||y|12log12(2|y|)+|z|12log12(2|z|)s)Cexp(1Cs2).\displaystyle\mathbb{P}\Big{(}\sup_{|y|,|z|\leq 1}\frac{|\mathcal{K}(y,0;z,1)-\mathcal{K}(0,0;0,1)|}{|y|^{\frac{1}{2}}\log^{\frac{1}{2}}\big{(}\frac{2}{|y|}\big{)}+|z|^{\frac{1}{2}}\log^{\frac{1}{2}}\big{(}\frac{2}{|z|}\big{)}}\geq s\Big{)}\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{2}).

From the above inequality, (2.2) follows by noting that there exists a absolute constant C>0\mathrm{C}>0 such that

supy,z0,0|𝒦(y,0;z,1)𝒦(0,0;0,1)|Csup|y|,|z|1|𝒦(y,0;z,1)𝒦(0,0;0,1)||y|12log12(2|y|)+|z|12log12(2|z|).\displaystyle\sup_{y,z\in\mathfrak{I}_{0,0}}|\mathcal{K}(y,0;z,1)-\mathcal{K}(0,0;0,1)|\leq\mathrm{C}\cdot\sup_{|y|,|z|\leq 1}\frac{|\mathcal{K}(y,0;z,1)-\mathcal{K}(0,0;0,1)|}{|y|^{\frac{1}{2}}\log^{\frac{1}{2}}\big{(}\frac{2}{|y|}\big{)}+|z|^{\frac{1}{2}}\log^{\frac{1}{2}}\big{(}\frac{2}{|z|}\big{)}}.

This completes the proof of (2.2). For (2.3), we utilize the fact that 𝒦(0,0;0,1)=dTWGUE\mathcal{K}(0,0;0,1)\stackrel{{\scriptstyle d}}{{=}}\operatorname{TW}_{\operatorname{GUE}} from Lemma 2.2, and (|TWGUE|s)Cexp(1Cs3/2)\mathbb{P}(|\operatorname{TW}_{\operatorname{GUE}}|\geq s)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)} from [RRV11]. Hence in view of (2.2), by union bound we have

(supy,z0,0|𝒦(y,0;z,1)|s)\displaystyle\mathbb{P}\Big{(}\sup_{y,z\in\mathfrak{I}_{0,0}}|\mathcal{K}(y,0;z,1)|\geq s\Big{)} (supy,z0,0|𝒦(y,0;z,1)𝒦(0,0;0,1)|s2)+(|𝒦(0,0;0,1)|s2)\displaystyle\leq\mathbb{P}\Big{(}\sup_{y,z\in\mathfrak{I}_{0,0}}|\mathcal{K}(y,0;z,1)-\mathcal{K}(0,0;0,1)|\geq\tfrac{s}{2}\Big{)}+\mathbb{P}(|\mathcal{K}(0,0;0,1)|\geq\tfrac{s}{2})
Cexp(1Cs3/2).\displaystyle\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.

This establishes (2.3). Finally (2.4) follows from another application of Lemma 3.3 in [DV21a] along with (2.5). ∎

Lemma 2.5 (Parabolic Decay of \mathcal{L}).

Fix δ>0\delta>0. There exist a constant C=C(δ)>0\mathrm{C}=\mathrm{C}(\delta)>0 such that for all r>0,v>0,r>0,v>0, and s>0s>0 we have

(supy,|z|r[(y,0;z,v)+(yz)2v(1+δ)]s)C(rv23+1)exp(1Cs3/2v12).\displaystyle\mathbb{P}\Big{(}\sup_{y\in\mathbb{R},|z|\leq r}\big{[}\mathcal{L}(y,0;z,v)+\tfrac{(y-z)^{2}}{v(1+\delta)}\big{]}\geq s\Big{)}\leq\mathrm{C}(rv^{-\frac{2}{3}}+1)\exp(-\tfrac{1}{\mathrm{C}}s^{3/2}v^{-\frac{1}{2}}).
Proof.

Recall that the KPZ fixed point satisfies the following scale invariance property: for any fixed v>0v>0,

(y,0;z,v)+(yz)2v(1+δ)=dv13[(v23y,0;v23z,1)+(v23(yz))2(1+δ)].\displaystyle\mathcal{L}(y,0;z,v)+\frac{(y-z)^{2}}{v(1+\delta)}\stackrel{{\scriptstyle d}}{{=}}v^{\frac{1}{3}}\Big{[}\mathcal{L}(v^{-\frac{2}{3}}y,0;v^{-\frac{2}{3}}z,1)+\frac{\big{(}v^{-\frac{2}{3}}(y-z)\big{)}^{2}}{(1+\delta)}\Big{]}.

By this scale invariance property, we have

(supy,|z|r[(y,0;z,v)+(yz)2v(1+δ)]s)=(supy,|z|rv23[(y,0;z,1)+(yz)21+δ]sv13).\displaystyle\mathbb{P}\Big{(}\sup_{y\in\mathbb{R},|z|\leq r}\big{[}\mathcal{L}(y,0;z,v)+\tfrac{(y-z)^{2}}{v(1+\delta)}\big{]}\geq s\Big{)}=\mathbb{P}\Big{(}\sup_{y\in\mathbb{R},|z|\leq rv^{-\frac{2}{3}}}\big{[}\mathcal{L}(y,0;z,1)+\tfrac{(y-z)^{2}}{1+\delta}\big{]}\geq sv^{-\frac{1}{3}}\Big{)}.

Thus it suffices to prove Lemma 2.5 for v=1v=1. To this end, for any k1,k2k_{1},k_{2}\in\mathbb{Z} we define,

𝖠k1,k2\displaystyle\mathsf{A}_{k_{1},k_{2}} :={supy[k1,k1+1],z[k2,k2+1][𝒦(y,0;z,1)δ(yz)21+δ]s},\displaystyle:=\Big{\{}\sup_{y\in[k_{1},k_{1}+1],z\in[k_{2},k_{2}+1]}\big{[}\mathcal{K}(y,0;z,1)-\tfrac{\delta(y-z)^{2}}{1+\delta}\big{]}\geq s\Big{\}},
𝖡k1,k2\displaystyle\mathsf{B}_{k_{1},k_{2}} :={supy[k1,k1+1]z[k2,k2+1]|𝒦(y,0;z,1)|s+δmk1,k221+δ},where mk1,k22:=miny[k1,k1+1]z[k2,k2+1](yz)2.\displaystyle:=\Big{\{}\sup_{\begin{subarray}{c}y\in[k_{1},k_{1}+1]\\ z\in[k_{2},k_{2}+1]\end{subarray}}|\mathcal{K}(y,0;z,1)|\geq s+\tfrac{\delta m_{k_{1},k_{2}}^{2}}{1+\delta}\Big{\}},\quad\mbox{where }m_{k_{1},k_{2}}^{2}:=\min_{\begin{subarray}{c}y\in[k_{1},k_{1}+1]\\ z\in[k_{2},k_{2}+1]\end{subarray}}(y-z)^{2}.

Observe that by union bound we have

(supy,|z|r[(y,0;z,1)+(yz)21+δ]s)k1k2=rr(𝖠k1,k2)k1k2=rr(𝖡k1,k2).\displaystyle\mathbb{P}\Big{(}\sup_{y\in\mathbb{R},|z|\leq r}\big{[}\mathcal{L}(y,0;z,1)+\tfrac{(y-z)^{2}}{1+\delta}\big{]}\geq s\Big{)}\leq\sum_{k_{1}\in\mathbb{Z}}\sum_{k_{2}=-\lceil r\rceil}^{\lceil r\rceil}\mathbb{P}(\mathsf{A}_{k_{1},k_{2}})\leq\sum_{k_{1}\in\mathbb{Z}}\sum_{k_{2}=-\lceil r\rceil}^{\lceil r\rceil}\mathbb{P}(\mathsf{B}_{k_{1},k_{2}}). (2.6)

From Lemma 2.4 ((2.3) precisely) we see that

(𝖡k1,k2)Cexp(1C(s+δ1+δmk1,k22)3/2).\displaystyle\mathbb{P}(\mathsf{B}_{k_{1},k_{2}})\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}(s+\tfrac{\delta}{1+\delta}m_{k_{1},k_{2}}^{2})^{3/2}).

We substitute this into the right hand side of (2.6). Summing over k1k_{1}\in\mathbb{Z} and then k2[r1,r+1]k_{2}\in[-r-1,r+1]\cap\mathbb{Z}, we get the desired result. ∎

2.3. Tail estimates for the KPZ fixed point

In this section we collect sharp one point tail estimates for the KPZ fixed point that is indispensable for proving our main results.

To systematically study different initial data considered in our main theorems, we now introduce two classes for initial data, namely ST-class(𝔭\mathfrak{p}) and LT-class(𝔮\mathfrak{q}), suitable for short-time LIL and long-time LIL respectively.

Definition 2.6 (ST-class(𝔭\mathfrak{p})).

Fix any 𝔭=(A,κ,σ)×>02\mathfrak{p}=(\mathrm{A},\kappa,\sigma)\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. ST-class(𝔭\mathfrak{p}) is a class of initial data for KPZ fixed point which is the union of the following sub-classes of initial data.

  • 𝔥0(x)=𝟏x0,\mathfrak{h}_{0}(x)=-\infty\cdot\mathbf{1}_{x\neq 0},

  • 𝔥0\mathfrak{h}_{0} is deterministic functional initial data with 𝔥0(x)A+(1κ)x2\mathfrak{h}_{0}(x)\leq\mathrm{A}+(1-\kappa)x^{2} for some A\mathrm{A}\in\mathbb{R} and κ>0\kappa>0 and |𝔥0(0)|σ|\mathfrak{h}_{0}(0)|\leq\sigma,

  • 𝔥0(x)=𝔅(x),\mathfrak{h}_{0}(x)=\mathfrak{B}(x), a two sided Brownian Motion with diffusion coefficient 22.

Definition 2.7 (LT-class(𝔮\mathfrak{q})).

Fix any 𝔮=(Csq,σ)>02\mathfrak{q}=(\mathrm{C}_{\operatorname{sq}},\sigma)\in\mathbb{R}_{>0}^{2}. LT-class(𝔮\mathfrak{q}) is a class of initial data for KPZ fixed point which consists of the following sub-classes.

  • 𝔥0(x)=𝟏x0,\mathfrak{h}_{0}(x)=-\infty\cdot\mathbf{1}_{x\neq 0},

  • 𝔥0\mathfrak{h}_{0} is deterministic with 𝔥0(x)Csq1+|x|\mathfrak{h}_{0}(x)\leq\mathrm{C}_{\operatorname{sq}}\sqrt{1+|x|} for some Csq>0\mathrm{C}_{\operatorname{sq}}>0 and |𝔥0(0)|σ|\mathfrak{h}_{0}(0)|\leq\sigma.

  • 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x), a two sided Brownian Motion with diffusion coefficient 22.

The KPZ fixed point is well defined for the above two classes of initial data [SV21]. We now state the sharp one point tail asymptotics for the KPZ fixed point for different types of initial data within ST-class(𝔭\mathfrak{p}).

Lemma 2.8.

Fix any ϵ>0\epsilon>0.

  1. (a)

    Fix any 𝔭=(A,κ,σ)×>02\mathfrak{p}=(\mathrm{A},\kappa,\sigma)\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. Let 𝔥t\mathfrak{h}_{t} be the KPZ fixed point starting from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}). There exists a constant C(σ)>0\mathrm{C}(\sigma)>0 such that for all s>0s>0 and t1t\geq 1 we have

    (t1/3𝔥t(0)s)Cexp(1Cs3).\displaystyle\mathbb{P}(t^{-1/3}\mathfrak{h}_{t}(0)\leq-s)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}s^{3}\right).
  2. (b)

    Let 𝔥t\mathfrak{h}_{t} be the KPZ fixed point started from a functional initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}). There exist constants s0(ε,𝔥0)>0s_{0}(\varepsilon,\mathfrak{h}_{0})>0, ρ(𝔥0)>1\rho(\mathfrak{h}_{0})>1 such that for all ss0s\geq s_{0} and t[1,ρ]t\in[1,\rho] we have

    exp((43+ϵ)s3/2)(t1/3𝔥t(0)s)exp((43ϵ)s3/2).\displaystyle\exp\left(-(\tfrac{4}{3}+\epsilon)s^{3/2}\right)\leq\mathbb{P}(t^{-1/3}\mathfrak{h}_{t}(0)\geq s)\leq\exp\left(-(\tfrac{4}{3}-\epsilon)s^{3/2}\right). (2.7)
  3. (c)

    Let 𝔥t\mathfrak{h}_{t} be the KPZ fixed point starting from 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x). There exists a constant s0(ε)>0s_{0}(\varepsilon)>0 such that for all ss0s\geq s_{0} and t>0t>0 we have

    exp((23+ϵ)s3/2)(t1/3𝔥t(0)s)=(BRs)exp((23ϵ)s3/2).\displaystyle\exp\left(-(\tfrac{2}{3}+\epsilon)s^{3/2}\right)\leq\mathbb{P}(t^{-1/3}\mathfrak{h}_{t}(0)\geq s)=\mathbb{P}(\operatorname{BR}\geq s)\leq\exp\left(-(\tfrac{2}{3}-\epsilon)s^{3/2}\right). (2.8)

    where BR\operatorname{BR} is a Baik-Rains distributed random variable.

  4. (d)

    Let 𝔅\mathfrak{B} be a Brownian motion with variance 22. There exists a constant s0(ε)>0s_{0}(\varepsilon)>0 such that for all ss0s\geq s_{0} and all interval [a,b][a,b] containing s/2\sqrt{s}/2 we have

    (supz[a,b][𝔅(z)+(z,0;0,1)]s)exp((23+ϵ)s3/2).\displaystyle\mathbb{P}(\sup_{z\in[a,b]}[\mathfrak{B}(z)+\mathcal{L}(z,0;0,1)]\geq s)\geq\exp\left(-(\tfrac{2}{3}+\epsilon)s^{3/2}\right).
Proof.

Note that

t1/3𝔥t(0)σ+t1/3(0,0;0,t)=dσ+TWGUE.t^{-1/3}\mathfrak{h}_{t}(0)\geq-\sigma+t^{-1/3}\mathcal{L}(0,0;0,t)\stackrel{{\scriptstyle d}}{{=}}-\sigma+\operatorname{TW}_{\operatorname{GUE}}.

Part (a) now follows by utilizing the lower tail estimates for the TWGUE\operatorname{TW}_{\operatorname{GUE}} distribution [RRV11]. The equality in Part (c) follows from Lemma 2.3 (b). The estimates in part (b) and (c) of the above lemma are weak versions of Theorems 1.1 and 1.3 in [FV21] respectively. For part (d) using Brownian tail and Tracy-Widom tail estimates [RRV11], observe that for all ss large enough

(supz[a,b]𝔅(z)+(z,0;0,1)s)\displaystyle\mathbb{P}(\sup_{z\in[a,b]}\mathfrak{B}(z)+\mathcal{L}(z,0;0,1)\geq s) (𝔅(s/2)+(s/2,0;0,1)s)(𝔅(s/2)s)(TWGUEs4).\displaystyle\geq\mathbb{P}(\mathfrak{B}({\sqrt{s}/2})+\mathcal{L}(\sqrt{s}/{2},0;0,1)\geq s)\geq\mathbb{P}(\mathfrak{B}({\sqrt{s}/2})\geq s)\mathbb{P}(\operatorname{TW}_{\operatorname{GUE}}\geq\tfrac{s}{4}).

Note that the right side of the last inequality in the above display is bounded below by e1+ε2s3/2e1+3ε6s3/2=e(23+ϵ)s3/2e^{-\frac{1+\varepsilon}{2}s^{3/2}}e^{-\frac{1+3\varepsilon}{6}s^{3/2}}=e^{-(\frac{2}{3}+\epsilon)s^{3/2}}. This concludes the proof. ∎

3. Properties of the Argmax

Recall that given an initial data 𝔥0\mathfrak{h}_{0}, the KPZ fixed point is given by the following variational problem:

𝔥t(x)=supz(𝔥0(z)+(z,0;x,t)).\displaystyle\mathfrak{h}_{t}(x)=\sup_{z\in\mathbb{R}}(\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;x,t)). (3.1)

The goal of this section is to provide quantitative estimates for the location of the above supremum. These estimates will allow us to restrict the above supremum over appropriate compact intervals, which in turn will be utilized in Section 4 to extract several probabilistic properties of the KPZ fixed point.

Given an arbitrary initial data 𝔥0\mathfrak{h}_{0}, we denote Zt(x;𝔥0)Z_{t}(x;\mathfrak{h}_{0}) to be rightmost maximizer of the r.h.s. of (3.1),

Zt(x;𝔥0):=supargmaxz(𝔥0(z)+(z,0;x,t)).\displaystyle Z_{t}(x;\mathfrak{h}_{0}):=\sup\underset{z\in\mathbb{R}}{\operatorname{argmax}}(\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;x,t)). (3.2)

We will be also interested in a special case of the above definition, when initial data is given by a Brownian motion with a given drift. We use a separate notation for this case:

Ztμ(x):=supargmaxz(𝔅(z)+μz+(z,0;x,t)).\displaystyle Z_{t}^{\mu}(x):=\sup\underset{z\in\mathbb{R}}{\operatorname{argmax}}(\mathfrak{B}(z)+\mu\cdot z+\mathcal{L}(z,0;x,t)). (3.3)

The following lemma discusses some useful distributional identities for Ztμ(a)Z_{t}^{\mu}(a) and a comparison principle which allows us to compare increments of the KPZ fixed point with arbitrary initial data with that of Brownian motion with drift as initial data.

Lemma 3.1.

Consider the KPZ fixed point 𝔥t\mathfrak{h}_{t} started from an initial data 𝔥0\mathfrak{h}_{0} in ST-class(𝔭\mathfrak{p}). For each μ\mu\in\mathbb{R}, consider the KPZ fixed point 𝔥tμ\mathfrak{h}_{t}^{\mu} started from initial data 𝔥0(x)=𝔅(x)+μx\mathfrak{h}_{0}(x)=\mathfrak{B}(x)+\mu x. Recall the corresponding maximizers from (3.2) and (3.3). We have the following.

  1. (a)

    For every μ,x\mu,x\in\mathbb{R} and t>0t>0 we have Zt0(0)=dt2/3Z10(0)Z_{t}^{0}(0)\stackrel{{\scriptstyle d}}{{=}}t^{2/3}Z_{1}^{0}(0) and

    Ztμ(x)=dZt0(x+12μt)=dZt0(0)+x+12μt.\displaystyle Z_{t}^{\mu}(x)\stackrel{{\scriptstyle d}}{{=}}Z_{t}^{0}(x+\tfrac{1}{2}\mu t)\stackrel{{\scriptstyle d}}{{=}}Z_{t}^{0}(0)+x+\tfrac{1}{2}\mu t. (3.4)
  2. (b)

    Fix a,μ,t>0a,\mu,t>0 and consider the event

    𝖤tμ(a):={Zt(a;𝔥0)Ztμ(a),Zt(a;𝔥0)Ztμ(a)}.\displaystyle\mathsf{E}_{t}^{\mu}(a):=\left\{Z_{t}(a;\mathfrak{h}_{0})\leq Z_{t}^{\mu}(-a),Z_{t}(-a;\mathfrak{h}_{0})\geq Z_{t}^{-\mu}(a)\right\}. (3.5)

    On the event 𝖤tμ(a)\mathsf{E}_{t}^{\mu}(a) we have for all x,y[a,a]x,y\in[-a,a] with xyx\leq y we have

    𝔥tμ(y)𝔥tμ(x)𝔥t(y)𝔥t(x)𝔥tμ(y)𝔥tμ(x).\displaystyle\mathfrak{h}_{t}^{-\mu}(y)-\mathfrak{h}_{t}^{-\mu}(x)\leq\mathfrak{h}_{t}(y)-\mathfrak{h}_{t}(x)\leq\mathfrak{h}_{t}^{\mu}(y)-\mathfrak{h}_{t}^{\mu}(x).
Proof.

For part (a), observe that as processes in zz,

𝔅(z)+(z,0;0,t)\displaystyle\mathfrak{B}(z)+\mathcal{L}(z,0;0,t) =dt1/3[𝔅(t2/3z)+(t2/3z,0;0,1)].\displaystyle\stackrel{{\scriptstyle d}}{{=}}t^{1/3}\left[\mathfrak{B}(t^{-2/3}z)+\mathcal{L}(t^{-2/3}z,0;0,1)\right].

Considering the rightmost maximizers for each of the above functions shows Zt0(0)=dt2/3Z10(0)Z_{t}^{0}(0)\stackrel{{\scriptstyle d}}{{=}}t^{2/3}Z_{1}^{0}(0). For (3.4) note that by Lemma 2.1 (c)

𝔅(z)+μz+(z,0;x,t)\displaystyle\mathfrak{B}(z)+\mu\cdot z+\mathcal{L}(z,0;x,t) =𝔅(z)+μz+𝒦(z,0;x,t)(zx)2/t\displaystyle=\mathfrak{B}(z)+\mu\cdot z+\mathcal{K}(z,0;x,t)-(z-x)^{2}/t
=d𝔅(z)+μz+𝒦(z,0;x+12μt,t)(zx)2/t\displaystyle\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(z)+\mu\cdot z+\mathcal{K}(z,0;x+\tfrac{1}{2}\mu t,t)-(z-x)^{2}/t
=𝔅(z)+μz+(z,0;x+12μt,t)(zx)2/t+(zx12μt)2/t\displaystyle=\mathfrak{B}(z)+\mu\cdot z+\mathcal{L}(z,0;x+\tfrac{1}{2}\mu t,t)-(z-x)^{2}/t+(z-x-\tfrac{1}{2}\mu t)^{2}/t
=𝔅(z)+μx+(z,0;x+12μt,t)+14μ2t.\displaystyle=\mathfrak{B}(z)+\mu\cdot x+\mathcal{L}(z,0;x+\tfrac{1}{2}\mu t,t)+\tfrac{1}{4}\mu^{2}t.

Considering the rightmost maximizers for the above functions yields the first part of (3.4). The second distributional equality follows by considering the rightmost maximizers for the following two functions

𝔅(z)+(z,0;x+12μt,t)=d𝔅(zx12μt)𝔅(x12μt)+(zx12μt,0;0,t).\displaystyle\mathfrak{B}(z)+\mathcal{L}(z,0;x+\tfrac{1}{2}\mu t,t)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(z-x-\tfrac{1}{2}\mu t)-\mathfrak{B}(-x-\tfrac{1}{2}\mu t)+\mathcal{L}(z-x-\tfrac{1}{2}\mu t,0;0,t).

Part (b) is derived in Equation (4.9) in [Pim21]. ∎

We now turn towards the task of estimating the location of the argmax. We first prove a technical lemma related to it which argues when the supremum in (3.1) is restricted to |z|r|z|\geq r, with high probability the supremum value is less than (const)r2-(\operatorname{const})\cdot r^{2}.

Proposition 3.2.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. Let 𝔥0\mathfrak{h}_{0} be an initial data of the KPZ fixed point from the ST-class(𝔭\mathfrak{p}). There exist constants ρ=ρ(𝔭)(1,2]\rho=\rho(\mathfrak{p})\in(1,2] and C=C(𝔭)>0\mathrm{C}=\mathrm{C}(\mathfrak{p})>0 such that for all t[1,ρ]t\in[1,\rho] and |x|C1|x|\leq\mathrm{C}^{-1},

(sup|z|r[𝔥0(z)+(z,0;xr,t)]1Cr2)Cexp(1Cr3).\displaystyle\mathbb{P}\Big{(}\sup_{|z|\geq r}\big{[}\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;xr,t)\big{]}\geq-\tfrac{1}{\mathrm{C}}r^{2}\Big{)}\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}r^{3}\right). (3.6)
Proof.

Note that when 𝔥0\mathfrak{h}_{0} is the narrow wedge at 0, then, (3.6) is trivial as

supz𝒞[𝔥0(z)+(z,0;xr,t)]=\displaystyle\sup_{z\in\mathcal{C}}\big{[}\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;xr,t)\big{]}=-\infty

for any subset 𝒞\mathcal{C}\subset\mathbb{R} not containing 0. So, it suffices to prove the result for functional and Brownian initial data from the ST-class(𝔭\mathfrak{p}).

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. We first assume 𝔥0\mathfrak{h}_{0} is a functional data in ST-class(𝔭\mathfrak{p}). Set

ρ:={1114κ if κ22 otherwise.\displaystyle\rho:=\begin{cases}\dfrac{1}{1-\frac{1}{4}\kappa}&\mbox{ if }\kappa\leq 2\\ 2&\mbox{ otherwise}.\end{cases}

Set C1>0\mathrm{C}_{1}>0 large enough so that x2+2|x|min(κ,1)16x^{2}+2|x|\leq\tfrac{\min(\kappa,1)}{16} for all |x|C11|x|\leq\mathrm{C}_{1}^{-1}. Without loss of generality we may assume r4A/κr\geq 4\mathrm{A}/\kappa. Otherwise the inequality follows trivially by choosing C\mathrm{C} appropriately large in terms of 𝔭\mathfrak{p}. Note that for all |z|r4A/κ|z|\geq r\geq 4\mathrm{A}/\kappa and t[1,ρ]t\in[1,\rho] we have

𝔥0(z)A+(1κ)z2\displaystyle\mathfrak{h}_{0}(z)\leq\mathrm{A}+(1-\kappa)z^{2} 14κr2+(112κ)z2\displaystyle\leq-\tfrac{1}{4}\kappa\cdot r^{2}+(1-\tfrac{1}{2}\kappa)z^{2} (3.7)
14κr2+z2t(1+14κ).\displaystyle\leq-\tfrac{1}{4}\kappa\cdot r^{2}+\frac{z^{2}}{t(1+\frac{1}{4}\kappa)}.

For t1t\geq 1, by Lemma 2.1 (c) for all |x|C11|x|\leq\mathrm{C}_{1}^{-1} we have

(z,0;xr,t)=d(z,0,0,t)+[z2(zxr)2]/t(z,0;0,t)116tmin(κ,1)z2+116κr2.\displaystyle\mathcal{L}(z,0;xr,t)\stackrel{{\scriptstyle d}}{{=}}\mathcal{L}(z,0,0,t)+[z^{2}-(z-xr)^{2}]/t\leq\mathcal{L}(z,0;0,t)\leq\tfrac{1}{16t}\min(\kappa,1)z^{2}+\tfrac{1}{16}\kappa r^{2}.

Adding the preceding two displays yield

(sup|z|r(𝔥0(z)+(z,0;xr,t))116κr2)\displaystyle\mathbb{P}\Big{(}\sup_{|z|\geq r}\left(\mathfrak{h}_{0}(z)+\mathcal{L}(z,0;xr,t)\right)\geq-\tfrac{1}{16}\kappa r^{2}\Big{)} (sup|z|r((z,0;0,t)+z2t[11+14κ+min(κ,1)16])18κr2)\displaystyle\leq\mathbb{P}\Big{(}\sup_{|z|\geq r}\left(\mathcal{L}(z,0;0,t)+\tfrac{z^{2}}{t}\left[\tfrac{1}{1+\frac{1}{4}\kappa}+\tfrac{\min(\kappa,1)}{16}\right]\right)\geq\tfrac{1}{8}\kappa r^{2}\Big{)}
C2exp(1C2r3),\displaystyle\leq\mathrm{C}_{2}\exp\big{(}-\tfrac{1}{\mathrm{C}_{2}}r^{3}\big{)},

where the last estimate follows from the parabolic decay estimate in Lemma 2.5. Here we use the fact 11+14κ+min(κ,1)16<1\tfrac{1}{1+\frac{1}{4}\kappa}+\tfrac{\min(\kappa,1)}{16}<1. Choosing C=max{C1,C2,16κ}\mathrm{C}=\max\{\mathrm{C}_{1},\mathrm{C}_{2},\frac{16}{\kappa}\} we get the desired result for functional initial data.

Now we suppose 𝔥0(x)=𝔅(x)\mathfrak{h}_{0}(x)=\mathfrak{B}(x) is a Brownian initial data. By Lemma 2.12 in [CH16] we know

(𝔅(z)18r2+18z2 for some z)Cexp(1Cr3).\displaystyle\mathbb{P}\left(\mathfrak{B}(z)\geq\tfrac{1}{8}r^{2}+\tfrac{1}{8}z^{2}\mbox{ for some }z\in\mathbb{R}\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}r^{3}\right).

This implies with probability at least 1Cexp(1Cr3)1-\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}r^{3}\right) for all |z|r|z|\geq r we have

𝔅(z)12z218r2.\displaystyle\mathfrak{B}(z)\leq\tfrac{1}{2}z^{2}-\tfrac{1}{8}r^{2}.

The above fact is the analogue of (3.7) for Brownian initial data (with κ=1\kappa=1). Following the same arguments as for functional data, (3.6) can now be established for Brownian data. This completes the proof. ∎

Corollary 3.3.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. Consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}). There exist constants ρ(𝔭)(1,2]\rho(\mathfrak{p})\in(1,2] and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that for all r>0r>0, t[1,ρ]t\in[1,\rho], and |x|C1|x|\leq\mathrm{C}^{-1} we have

(|Zt(xr;𝔥0)|r)Cexp(1Cr3).\mathbb{P}\big{(}|Z_{t}(xr;\mathfrak{h}_{0})|\geq r\big{)}\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}r^{3}\right). (3.8)
Proof.

Consider ρ(𝔭)(1,2]\rho(\mathfrak{p})\in(1,2] and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 from Proposition 3.2. Without loss of generality assume C2\mathrm{C}\geq 2.

𝔥0(0)+(0,0;xr,t)=d𝔥0(0)+t1/3TWGUEx2r2t.\displaystyle\mathfrak{h}_{0}(0)+\mathcal{L}(0,0;xr,t)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{h}_{0}(0)+t^{1/3}\operatorname{TW}_{\operatorname{GUE}}-\tfrac{x^{2}r^{2}}{t}.

As t1t\geq 1, we have x2r2t12Cr2\frac{x^{2}r^{2}}{t}\leq\frac{1}{2\mathrm{C}}r^{2}. Thus as |𝔥0(0)|σ|\mathfrak{h}_{0}(0)|\leq\sigma by lower tail estimates for TWGUE\operatorname{TW}_{\operatorname{GUE}} from [RRV11] we get that

(𝔥0(0)+(0,0;xr,t)1Cr2)(t1/3TWGUE12Cr2+σ)C~exp(1C~r6).\displaystyle\mathbb{P}\left(\mathfrak{h}_{0}(0)+\mathcal{L}(0,0;xr,t)\leq-\tfrac{1}{\mathrm{C}}r^{2}\right)\leq\mathbb{P}\Big{(}t^{1/3}\operatorname{TW}_{\operatorname{GUE}}\leq-\tfrac{1}{2\mathrm{C}}r^{2}+\sigma\Big{)}\leq\widetilde{\mathrm{C}}\exp\big{(}-\tfrac{1}{\widetilde{\mathrm{C}}}r^{6}\big{)}.

for some different constant C~(𝔭)>0\widetilde{\mathrm{C}}(\mathfrak{p})>0. The above estimate shows that with high probability 𝔥0(0)+(0,0;xr,t)>1Cr2\mathfrak{h}_{0}(0)+\mathcal{L}(0,0;xr,t)>-\frac{1}{\mathrm{C}}r^{2}. However by Lemma 3.2 we know the supremum in (3.1) when restricted to |z|r|z|\geq r is less than 1Cr2-\frac{1}{\mathrm{C}}r^{2} with high probability. Thus setting C0:=2max{C,C~}\mathrm{C}_{0}:=2\cdot\max\{\mathrm{C},\widetilde{\mathrm{C}}\}, in view of (3.6), we thus arrive at (3.8). This concludes the proof. ∎

Remark 3.4.

Note that Corollary 3.3 is stated for the rightmost maximizer. However, from Section 3.1 in [Pim21] it is known that the location of the maxima in (3.1) is almost surely unique. Thus (3.8) can be restated as any maximizer exiting the interval [r,r][-r,r] has probability at most Cexp(1Cr3)\mathrm{C}\exp\left(-\frac{1}{\mathrm{C}}r^{3}\right).

Apart from the maximizer of the original variational problem in (3.1), we will also need an estimate for the maximizer for the variational problem of the increment:

𝔥t(0)𝔥s(0)=supz{𝔥s(z)𝔥s(0)+(z,0;0,ts)}.\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)=\sup_{z\in\mathbb{R}}\{\mathfrak{h}_{s}(z)-\mathfrak{h}_{s}(0)+\mathcal{L}(z,0;0,t-s)\}.

Note that the above increment upon scaling can be written as

𝔥t(0)𝔥s(0)(ts)13=supz[𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2]\displaystyle\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}=\sup_{z\in\mathbb{R}}\left[\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\right]

where 𝒜\mathcal{A} is a stationary Airy2\operatorname{Airy}_{2} process independent of 𝔥\mathfrak{h}. We have the following quantitative estimate for the location of the maximizer for the above variational problem.

Lemma 3.5.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. Let 𝔥0\mathfrak{h}_{0} be either narrow wedge or functional initial data from ST-class(𝔭\mathfrak{p}). Consider the KPZ fixed point 𝔥\mathfrak{h} started from initial data 𝔥0\mathfrak{h}_{0}. Let 𝒜\mathcal{A} be a stationary Airy2\operatorname{Airy}_{2} process independent of 𝔥\mathfrak{h}. There exists ρ=ρ(𝔭)>1\rho=\rho(\mathfrak{p})>1 and C=C(𝔭)>0\mathrm{C}=\mathrm{C}(\mathfrak{p})>0 such that for all 1s<tρ1\leq s<t\leq\rho and r>0r>0 we have

(sup|x|r(𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)>𝒜(0))Cexp(1Cr3).\mathbb{P}\Big{(}\sup_{|x|\geq r}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}>\mathcal{A}(0)\Big{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}r^{3}\big{)}.
Proof.

When 𝔥0\mathfrak{h}_{0} is narrow wedge, as processes in xx we have

𝔥s((ts)23x)𝔥s(0)(ts)13=dγ𝒜~(x/γ2)γ𝒜~(0)γ3x2\displaystyle\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}\stackrel{{\scriptstyle d}}{{=}}\gamma\widetilde{\mathcal{A}}(x/\gamma^{2})-\gamma\widetilde{\mathcal{A}}(0)-\gamma^{-3}x^{2}

where 𝒜~()\widetilde{\mathcal{A}}(\cdot) is another stationary Airy2\operatorname{Airy}_{2} process independent of 𝒜\mathcal{A} and γ:=s1/3(ts)1/3\gamma:=s^{1/3}(t-s)^{-1/3}. The result then follows from [DOV18, Lemma 9.5]. So, let us assume 𝔥0\mathfrak{h}_{0} is a functional initial data from ST-class(𝔭\mathfrak{p}). Without loss of generality let us assume r2r\geq 2. For each kk\in\mathbb{R}, let us define the event

𝖸k:={supx[k,k+1](𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)12k2}.\displaystyle\mathsf{Y}_{k}:=\Big{\{}\sup_{x\in[k,k+1]}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq-\tfrac{1}{2}k^{2}\Big{\}}.

We claim that there exists a constant C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that for all kk\in\mathbb{Z} with |k|1|k|\geq 1 we have

(𝖸k)Cexp(1Ck3).\displaystyle\mathbb{P}(\mathsf{Y}_{k})\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}k^{3}\right). (3.9)

Assuming (3.9), we observe that by union bound we have

(sup|x|r(𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)>𝒜(0))\displaystyle\mathbb{P}\Big{(}\sup_{|x|\geq r}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}>\mathcal{A}(0)\Big{)}
k,|k|r1[(𝖸k)+(𝒜(0)12k2)]\displaystyle\leq\sum_{k\in\mathbb{Z},|k|\geq r-1}\left[\mathbb{P}(\mathsf{Y}_{k})+\mathbb{P}(\mathcal{A}(0)\leq-\tfrac{1}{2}k^{2})\right]
k,|k|r1[Cexp(1Ck3)+Cexp(1Ck6)]Cexp(1Cr3).\displaystyle\leq\sum_{k\in\mathbb{Z},|k|\geq r-1}\left[\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}k^{3}\right)+\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}k^{6}\right)\right]\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}r^{3}\right).

Hence it suffices to prove (3.9). Recall the event 𝖤tμ(a)\mathsf{E}_{t}^{\mu}(a) from (3.5). Set μ:=k24(k+1)\mu:=\frac{k^{2}}{4(k+1)} and a=(k+1)(ts)2/3a=(k+1)(t-s)^{2/3}. By Lemma 3.1 (b), under 𝖤tμ(a)\mathsf{E}_{t}^{\mu}(a) we have for x[0,k+1]x\in[0,k+1],

𝔥s((ts)23x)𝔥s(0)(ts)13𝔥sμ((ts)23x)𝔥sμ(0)(ts)13=d𝔅(x)+μ(ts)1/3x,\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}\leq\frac{\mathfrak{h}_{s}^{\mu}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}^{\mu}(0)}{(t-s)^{\frac{1}{3}}}\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x)+\mu(t-s)^{1/3}x,

where the last equality in distribution is interpreted as processes in xx and follows from Lemma 2.3 (c). Hence,

(𝖸k)\displaystyle\mathbb{P}(\mathsf{Y}_{k}) (𝖸k𝖤sμ(a))+(𝖤sμ(a)c)\displaystyle\leq\mathbb{P}\big{(}\mathsf{Y}_{k}\cap\mathsf{E}_{s}^{\mu}(a)\big{)}+\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}(a)^{c}\big{)}
(supx[k,k+1](𝔅(x)+𝒜(x)x2)14k2)+(𝖤sμ(a)c)\displaystyle\leq\mathbb{P}\Big{(}\sup_{x\in[k,k+1]}\big{(}\mathfrak{B}(x)+\mathcal{A}(x)-x^{2}\big{)}\geq-\tfrac{1}{4}k^{2}\Big{)}+\mathbb{P}\left(\mathsf{E}_{s}^{\mu}(a)^{c}\right)
(supx[k,k+1]𝔅(x)14k2)+(supx[k,k+1]𝒜(x)12k2)+(𝖤sμ(a)c).\displaystyle\leq\mathbb{P}\Big{(}\sup_{x\in[k,k+1]}\mathfrak{B}(x)\geq\tfrac{1}{4}k^{2}\Big{)}+\mathbb{P}\Big{(}\sup_{x\in[k,k+1]}\mathcal{A}(x)\geq\tfrac{1}{2}k^{2}\Big{)}+\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}(a)^{c}\big{)}.

The first term above is at most Cexp(1Ck3)\mathrm{C}\exp(-\frac{1}{\mathrm{C}}k^{3}) by Brownian tail estimates. By (2.3), the second term above is also at most Cexp(1Ck3)\mathrm{C}\exp(-\frac{1}{\mathrm{C}}k^{3}). Thus to show (3.9) it suffices to prove

(𝖤sμ(a)c)Cexp(1Ck3).\displaystyle\mathbb{P}\left(\mathsf{E}_{s}^{\mu}(a)^{c}\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}k^{3}\right). (3.10)

Towards this end recall the definition of 𝖤sμ(a)\mathsf{E}_{s}^{\mu}(a) from (3.5). By union bound we have

(𝖤sμ(a)c)\displaystyle\mathbb{P}(\mathsf{E}_{s}^{\mu}(a)^{c}) (Zsμ(a)Zs(a;𝔥0))+(Zsμ(a)Zs(a;𝔥0))\displaystyle\leq\mathbb{P}\Big{(}Z_{s}^{\mu}(-a)\leq Z_{s}(a;\mathfrak{h}_{0})\Big{)}+\mathbb{P}\left(Z_{s}^{-\mu}(a)\geq Z_{s}(-a;\mathfrak{h}_{0})\right) (3.11)
(Zs0(0)a+12μs14μ)+(Zs(a;𝔥0)14μ)\displaystyle\leq\mathbb{P}\Big{(}Z^{0}_{s}(0)-a+\tfrac{1}{2}\mu s\leq\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}Z_{s}(a;\mathfrak{h}_{0})\geq\tfrac{1}{4}\mu\Big{)}
+(Zs0(0)+a12μs14μ)+(Zs(a;𝔥0)14μ),\displaystyle\hskip 56.9055pt+\mathbb{P}\Big{(}Z^{0}_{s}(0)+a-\tfrac{1}{2}\mu s\geq-\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}Z_{s}(-a;\mathfrak{h}_{0})\leq-\tfrac{1}{4}\mu\Big{)},

where the last line follows from union bound and distributional identities from Lemma 3.1 (a). Let us write x=a/μx=a/\mu, so that Note that |x|16(ts)2/3|x|\leq 16(t-s)^{2/3}. We first pick ρ(𝔭)>1\rho(\mathfrak{p})>1, C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 from Corollary 3.3. Then choose ρ~(1,ρ]\widetilde{\rho}\in(1,\rho] small enough so that for all 1stρ~1\leq s\leq t\leq\widetilde{\rho}, we have |x|C1|x|\leq\mathrm{C}^{-1} and 12μs14μxμ18μ\frac{1}{2}\mu s-\frac{1}{4}\mu-x\mu\geq\frac{1}{8}\mu. This implies

r.h.s. of (3.11) 2(|Zs0(0)|18μ)+(|Zs(xμ;𝔥0)|14μ)+(|Zs(xμ;𝔥0)|14μ)\displaystyle\leq 2\mathbb{P}\left(|Z_{s}^{0}(0)|\geq\tfrac{1}{8}\mu\right)+\mathbb{P}\Big{(}|Z_{s}(x\mu;\mathfrak{h}_{0})|\geq\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}|Z_{s}(-x\mu;\mathfrak{h}_{0})|\geq\tfrac{1}{4}\mu\Big{)}
Cexp(1Ck3),\displaystyle\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}k^{3}\right),

proving (3.10). This completes the proof. ∎

4. Probablistic properties of the KPZ fixed point

In this section, we investigate several probabilistic properties of the KPZ fixed point 𝔥t(x)\mathfrak{h}_{t}(x) started from an initial data 𝔥0\mathfrak{h}_{0} in the ST-class. We divide this section into three subsections. Section 4.1 studies the growth of the spatial profile 𝔥t()\mathfrak{h}_{t}(\cdot) for tt near 11. Sections 4.2 and 4.3 contain proof of several estimates related to spatial and temporal modulus of continuity for the KPZ fixed point.

4.1. Growth of the spatial profile

The main result of this section is Proposition 4.1 which studies the growth of spatial profile 𝔥t(x)\mathfrak{h}_{t}(x) for tt near 11 for initial data in ST-class.

Proposition 4.1 (Growth Control).

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exist τ=τ(𝔭)>0\tau=\tau(\mathfrak{p})>0 and C=C(𝔭)>0\mathrm{C}=\mathrm{C}(\mathfrak{p})>0 such that for all M1,s>0,M\geq 1,s>0, and t[1,1+τ]t\in[1,1+\tau],

(sup|x|M𝔥t(x)f(s,𝔥0,M)+s)MCexp(1Cs3/2).\displaystyle\mathbb{P}\Big{(}\sup_{|x|\leq M}\mathfrak{h}_{t}(x)\geq f(s,\mathfrak{h}_{0},M)+s\Big{)}\leq M\cdot\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. (4.1)

where

f(s,𝔥0,M)={0 when 𝔥0(x)=𝟏x=0A+1 when 𝔥0 is functional and κ>1A+(1κ)κ2M2+1 when 𝔥0 is functional and κ(0,1)sM when 𝔥0(x)=𝔅(x).\displaystyle f(s,\mathfrak{h}_{0},M)=\begin{cases}0&\text{ when }\mathfrak{h}_{0}(x)=-\infty\cdot\mathbf{1}_{x=0}\\ \mathrm{A}+1&\text{ when }\mathfrak{h}_{0}\mbox{ is functional and }\kappa>1\\ \mathrm{A}+\frac{(1-\kappa)}{\kappa^{2}}M^{2}+1&\text{ when }\mathfrak{h}_{0}\mbox{ is functional and }\kappa\in(0,1)\\ s\sqrt{M}&\text{ when }\mathfrak{h}_{0}(x)=\mathfrak{B}(x).\end{cases}

To prove Proposition 4.1 for Brownian initial data we need a technical estimate which we state below.

Lemma 4.2.

There exist universal constants C>0\mathrm{C}>0 such that for all r,s>0r,s>0 we have

(supy,|z|r[𝔅(y)𝔅(z)(yz)24]s)(r+1)Cexp(1Cs3/2)\displaystyle\mathbb{P}\left(\sup_{y\in\mathbb{R},|z|\leq r}\left[\mathfrak{B}(y)-\mathfrak{B}(z)-\tfrac{(y-z)^{2}}{4}\right]\geq s\right)\leq(r+1)\cdot\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}

where 𝔅(x)\mathfrak{B}(x) is a two-sided Brownian motion with diffusion coefficient 22.

The proof of the above Lemma follows from standard Brownian calculations and hence deferred to the appendix.

Proof of Proposition 4.1.

We set τ:=12min(κ,1)\tau:=\tfrac{1}{2}\min(\kappa,1). We start with noting that sup|x|M𝔥v(x)\sup_{|x|\leq M}\mathfrak{h}_{v}(x) is bounded above by X1+X2X_{1}+X_{2} where

X1:=sup|x|M,z[𝔥0(z)(zx)21+2τ],\displaystyle X_{1}:=\sup_{|x|\leq M,z\in\mathbb{R}}\Big{[}\mathfrak{h}_{0}(z)-\tfrac{(z-x)^{2}}{1+2\tau}\Big{]}, X2:=sup|x|M,z[(z,0;x,t)+(zx)21+2τ].\displaystyle\quad X_{2}:=\sup_{|x|\leq M,z\in\mathbb{R}}\Big{[}\mathcal{L}(z,0;x,t)+\tfrac{(z-x)^{2}}{1+2\tau}\Big{]}.

By the union bound, we write

(sup|x|M𝔥t(x)f(s,𝔥0,M)+s)(X1f(s,𝔥0,M))+(X2s).\mathbb{P}\Big{(}\sup_{|x|\leq M}\mathfrak{h}_{t}(x)\geq f(s,\mathfrak{h}_{0},M)+s\Big{)}\leq\mathbb{P}(X_{1}\geq f(s,\mathfrak{h}_{0},M))+\mathbb{P}(X_{2}\geq s). (4.2)

We now proceed to bound (X2s)\mathbb{P}(X_{2}\geq s). Observe that if δ:=τ1+τ\delta:=\frac{\tau}{1+\tau}, then, we have t(1+δ)1+2τt(1+\delta)\leq 1+2\tau for any t[1,1+τ]t\in[1,1+\tau]. Applying Lemma 2.5 for any t[1,1+τ]t\in[1,1+\tau] shows

(X2s)(sup|x|M,z[(z,0;x,t)+(zx)2t(1+δ)]s)MCexp(1Cs3/2).\mathbb{P}(X_{2}\geq s)\leq\mathbb{P}\Big{(}\sup_{|x|\leq M,z\in\mathbb{R}}\big{[}\mathcal{L}(z,0;x,t)+\tfrac{(z-x)^{2}}{t(1+\delta)}\big{]}\geq s\Big{)}\leq M\cdot\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{3/2}). (4.3)

Let us now consider the first term in r.h.s. of (4.2). Note that X1X_{1} is deterministic when 𝔥0\mathfrak{h}_{0} is deterministic. Thus the first term in the r.h.s. of (4.2) will either be 11 or 0. When 𝔥0\mathfrak{h}_{0} is narrow wedge initial data, the first term is trivially zero. When 𝔥0(x)\mathfrak{h}_{0}(x) is functional data with κ>1\kappa>1, X1X_{1} is atmost AA and hence, the first term of the r.h.s. of (4.2) is zero. When κ(0,1)\kappa\in(0,1) for all zz\in\mathbb{R} and |x|M|x|\leq M, we have

𝔥0(z)(zx)21+κAκ2z22zx+x21+κA+1κκ2x2A+1κκ2M2<f(s,𝔥0,M).\displaystyle\mathfrak{h}_{0}(z)-\tfrac{(z-x)^{2}}{1+\kappa}\leq A-\frac{\kappa^{2}z^{2}-2zx+x^{2}}{1+\kappa}\leq A+\frac{1-\kappa}{\kappa^{2}}x^{2}\leq A+\frac{1-\kappa}{\kappa^{2}}M^{2}<f(s,\mathfrak{h}_{0},M).

This shows once again that (X1f(s,𝔥0,M))\mathbb{P}(X_{1}\geq f(s,\mathfrak{h}_{0},M)) is zero when κ(0,1)\kappa\in(0,1). This completes the proof of the proposition for non-random data.

Now we consider the case when 𝔥0(z)=𝔅(z)\mathfrak{h}_{0}(z)=\mathfrak{B}(z). Set γ:=1+2τ4\gamma:=\frac{1+2\tau}{4}. By the scaling invariance (i.e., 𝔅r2x=dr𝔅x\mathfrak{B}_{r^{2}x}\stackrel{{\scriptstyle d}}{{=}}r\mathfrak{B}_{x}) of the law of Brownian motion, we have

sup|x|M,z[𝔅(z)(zx)24γ]=dγ1/3sup|x|Mγ2/3,z[𝔅(z)(zx)24].\displaystyle\sup_{|x|\leq M,z\in\mathbb{R}}\Big{[}\mathfrak{B}(z)-\frac{(z-x)^{2}}{4\gamma}\Big{]}\stackrel{{\scriptstyle d}}{{=}}\gamma^{1/3}\sup_{|x|\leq M\gamma^{-2/3},z\in\mathbb{R}}\Big{[}\mathfrak{B}(z)-\frac{(z-x)^{2}}{4}\Big{]}. (4.4)

By the triangle inequality,

sup|x|Mγ2/3,z[𝔅(z)(zx)24]sup|x|Mγ2/3,z[𝔅(z)𝔅(x)(zx)24]+sup|x|Mγ2/3𝔅(x).\displaystyle\sup_{|x|\leq M\gamma^{-2/3},z\in\mathbb{R}}\big{[}\mathfrak{B}({z})-\frac{(z-x)^{2}}{4}\big{]}\leq\sup_{|x|\leq M\gamma^{-2/3},z\in\mathbb{R}}\big{[}\mathfrak{B}(z)-\mathfrak{B}(x)-\frac{(z-x)^{2}}{4}\big{]}+\sup_{|x|\leq M\gamma^{-2/3}}\mathfrak{B}(x).

Note that γ[14,12]\gamma\in[\frac{1}{4},\frac{1}{2}]. Applying Lemma 4.2 with rMγ2/3r\mapsto M\gamma^{-2/3} and ss2γ1/3Ms\mapsto\frac{s}{2\gamma^{1/3}}\sqrt{M}, we get

(γ1/3sup|x|Mγ2/3,z[𝔅(z)𝔅(x)(zx)24]s2M)\displaystyle\mathbb{P}\Big{(}\gamma^{1/3}\sup_{|x|\leq M\gamma^{-2/3},z\in\mathbb{R}}\big{[}\mathfrak{B}(z)-\mathfrak{B}(x)-\tfrac{(z-x)^{2}}{4}\big{]}\geq\tfrac{s}{2}\sqrt{M}\Big{)} C(M+1)exp(1Cs3/2M3/4)\displaystyle\leq\mathrm{C}(M+1)\exp(-\tfrac{1}{\mathrm{C}}s^{3/2}M^{3/4})
Cexp(1Cs3/2),\displaystyle\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{3/2}),

and by the reflection principle of Brownian motion, we have

(γ1/3sup|x|Mγ2/3𝔅(x)s2M)Cexp(1Cs2).\displaystyle\mathbb{P}\Big{(}\gamma^{1/3}\sup_{|x|\leq M\gamma^{-2/3}}\mathfrak{B}({x})\geq\tfrac{s}{2}\sqrt{M}\Big{)}\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{2}).

Thus, by the union bound, in view of (4.4) and using the last two probability estimates, we get

(sup|x|M,z[𝔅(z)(zx)21+τ]sM)Cexp(1Cs3/2).\displaystyle\mathbb{P}\Big{(}\sup_{|x|\leq M,z\in\mathbb{R}}\big{[}\mathfrak{B}(z)-\tfrac{(z-x)^{2}}{1+\tau}\big{]}\geq s\sqrt{M}\Big{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.

Note that this bounds the first term on the right hand side of (4.2). Combining this with (4.3), we get (4.1) for Brownian initial data completing the proof. ∎

4.2. Spatial modulus of continuity

The main goal of this section is to investigate the spatial modulus of continuity of the KPZ fixed point: Proposition 4.4. This requires a detailed study of the tail probabilities for difference of the KPZ fixed point at two distinct spatial point. This is done in Proposition 4.3 below. Proposition 4.4 then follows from Proposition 4.3 by standard analysis.

Proposition 4.3.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exists a constant C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that for all xz[1,1]x\neq z\in[-1,1],

(|𝔥1(x)𝔥1(z)||xz|log4|xz|s)Cexp(1Cs3/2).\mathbb{P}\bigg{(}\frac{|\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(z)|}{\sqrt{|x-z|\log\frac{4}{|x-z|}}}\geq s\bigg{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. (4.5)
Proof.

Fix any 𝔥0\mathfrak{h}_{0} in ST-class(𝔭\mathfrak{p}). Let v:=supr(0,2]rlog14rv:=\sup_{r\in(0,2]}\sqrt{r\cdot\log^{-1}\frac{4}{r}}. Assume ss is large enough so that s2v(s+1)12ss-2v(\sqrt{s}+1)\geq\frac{1}{2}s. Let us set

𝔥~1():=sup|y|s(𝔥0(y)+(y,0,,1)).\displaystyle\widetilde{\mathfrak{h}}_{1}(\cdot):=\sup_{|y|\leq\sqrt{s}}(\mathfrak{h}_{0}(y)+\mathcal{L}(y,0,\cdot,1)).

We first establish the statement of the Proposition for 𝔥~1()\widetilde{\mathfrak{h}}_{1}(\cdot). Observe that

|𝔥~1(x)𝔥~1(z)|\displaystyle\big{|}\widetilde{\mathfrak{h}}_{1}(x)-\widetilde{\mathfrak{h}}_{1}(z)\big{|} sup|y|s|(y,0,x,1)(y,0,z,1)|\displaystyle\leq\sup_{|y|\leq\sqrt{s}}\left|\mathcal{L}(y,0,x,1)-\mathcal{L}(y,0,z,1)\right|
sup|y|s|𝒦(y,0,x,1)(xy)2𝒦(y,0,z,1)+(yz)2|\displaystyle\leq\sup_{|y|\leq\sqrt{s}}\left|\mathcal{K}(y,0,x,1)-(x-y)^{2}-\mathcal{K}(y,0,z,1)+(y-z)^{2}\right|
sup|y|s|𝒦(y,0,x,1)𝒦(y,0,z,1)|+2|xz|(s+1).\displaystyle\leq\sup_{|y|\leq\sqrt{s}}\left|\mathcal{K}(y,0,x,1)-\mathcal{K}(y,0,z,1)\right|+2|x-z|(\sqrt{s}+1).

By the choice of ss we thus have

(|𝔥~1(x)𝔥~1(z)||xz|12(log|xz|1)12s)\displaystyle\mathbb{P}\bigg{(}\frac{|\widetilde{\mathfrak{h}}_{1}(x)-\widetilde{\mathfrak{h}}_{1}(z)|}{|x-z|^{\frac{1}{2}}(\log|x-z|^{-1})^{\frac{1}{2}}}\geq s\bigg{)}
(sup|y|s|𝒦(y,0,x,1)𝒦(y,0,z,1)|+2|xz|(s+1)|xz|12(log|xz|1)12s)\displaystyle\leq\mathbb{P}\left(\sup_{|y|\leq\sqrt{s}}\frac{\left|\mathcal{K}(y,0,x,1)-\mathcal{K}(y,0,z,1)\right|+2|x-z|(\sqrt{s}+1)}{|x-z|^{\frac{1}{2}}(\log|x-z|^{-1})^{\frac{1}{2}}}\geq s\right)
(sup|y|s|𝒦(y,0,x,1)𝒦(y,0,z,1)||xz|12(log|xz|1)1212s).\displaystyle\leq\mathbb{P}\left(\sup_{|y|\leq\sqrt{s}}\frac{\left|\mathcal{K}(y,0,x,1)-\mathcal{K}(y,0,z,1)\right|}{|x-z|^{\frac{1}{2}}(\log|x-z|^{-1})^{\frac{1}{2}}}\geq\tfrac{1}{2}s\right). (4.6)

By (2.4) we have

r.h.s. of (4.6)Csexp(1Cs2)Cexp(1Cs3/2).\displaystyle\mbox{r.h.s.~{}of \eqref{eq:twosdif}}\leq\mathrm{C}\sqrt{s}\exp\left(-\tfrac{1}{\mathrm{C}}s^{2}\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. (4.7)

This proves (4.5) for 𝔥~1()\widetilde{\mathfrak{h}}_{1}(\cdot). To extend it to 𝔥1()\mathfrak{h}_{1}(\cdot) we utilize the estimate from Section 3 for the argmax location of the variational problem of the KPZ fixed point. Recall Z1(;𝔥0)Z_{1}(\cdot;\mathfrak{h}_{0}) from (3.2). By union bound

(|𝔥1(x)𝔥1(z)||xz|12(log4|xz|)12s)\displaystyle\mathbb{P}\bigg{(}\frac{|\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(z)|}{|x-z|^{\frac{1}{2}}(\log\frac{4}{|x-z|})^{\frac{1}{2}}}\geq s\bigg{)} (|Z1(x)|s)+(|Z1(z)|s)+(|𝔥~1(x)𝔥~1(z)||xz|12(log4|xz|)12s).\displaystyle\leq\mathbb{P}\big{(}|Z_{1}(x)|\geq\sqrt{s}\big{)}+\mathbb{P}\big{(}|Z_{1}(z)|\geq\sqrt{s}\big{)}+\mathbb{P}\bigg{(}\frac{|\widetilde{\mathfrak{h}}_{1}(x)-\widetilde{\mathfrak{h}}_{1}(z)|}{|x-z|^{\frac{1}{2}}(\log\frac{4}{|x-z|})^{\frac{1}{2}}}\geq s\bigg{)}.

Applying Corollary 3.3 with xxs1/2,rsx\mapsto xs^{-1/2},r\mapsto\sqrt{s} and xzs1/2,rsx\mapsto zs^{-1/2},r\mapsto\sqrt{s} we know (|Z1(x)|s)\mathbb{P}\big{(}|Z_{1}(x)|\geq\sqrt{s}\big{)} and (|Z1(z)|s)\mathbb{P}\big{(}|Z_{1}(z)|\geq\sqrt{s}\big{)} are at most Cexp(1Cs3/2)\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. Appealing to these estimates and the bound from (4.7) we see that the r.h.s. of the equation is at most Cexp(1Cs3/2)\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. This concludes the proof. ∎

Proposition 4.4.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exists a constant C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that

(supx,z[1,1]|𝔥1(x)𝔥1(z)||xz|log24|xz|s)Cexp(1Cs3/2).\mathbb{P}\Big{(}\sup_{x,z\in[-1,1]}\frac{|\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(z)|}{\sqrt{|x-z|}\cdot\log^{2}\frac{4}{|x-z|}}\geq s\Big{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.
Proof.

The proof proceeds by mimicking Levy’s proof of the modulus of continuity. Set Λn:={2ni:i[2n,2n1]}\Lambda_{n}:=\{2^{-n}i:i\in[-2^{n},2^{n}-1]\cap\mathbb{Z}\} and define

Xn:=supxΛn|𝔥1(x+2n)𝔥1(x)|,X:=supn0Xn2n/2(n+2)2.X_{n}:=\sup_{x\in\Lambda_{n}}|\mathfrak{h}_{1}(x+2^{-n})-\mathfrak{h}_{1}(x)|,\quad\|X\|:=\sup_{n\geq 0}\frac{X_{n}\cdot 2^{n/2}}{(n+2)^{2}}.

For any 1x<z1-1\leq x<z\leq 1 observe that the following string of inequalities holds deterministically

|𝔥1(x)𝔥1(z)|\displaystyle|\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(z)| n=0|𝔥1(2n2nx)𝔥1(2n+12n1x)+𝔥1(2n2nz)𝔥1(2n+12nz)|\displaystyle\leq\sum_{n=0}^{\infty}\left|\mathfrak{h}_{1}({2^{-n}\lfloor{2^{n}x}\rfloor})-\mathfrak{h}_{1}({2^{-n+1}\lfloor{2^{n-1}x}\rfloor})+\mathfrak{h}_{1}({2^{-n}\lfloor{2^{n}z}\rfloor})-\mathfrak{h}_{1}({2^{-n+1}\lfloor{2^{n}z}\rfloor})\right|
n=02(|xz|2n2)Xn\displaystyle\leq\sum_{n=0}^{\infty}2\left({|x-z|}2^{n}\wedge 2\right)X_{n}
Xn=0(n+1)22n/2(|xz|2n2)θX|xz|1/2log24|xz|.\displaystyle\leq\|X\|\sum_{n=0}^{\infty}(n+1)^{2}2^{-n/2}\left({|x-z|}2^{n}\wedge 2\right)\leq\theta\|X\|\cdot|x-z|^{1/2}\log^{2}\tfrac{4}{|x-z|}.

where θ>0\theta>0 is an absolute constant. Hence,

(supx,z[1,1]|𝔥1(x)𝔥1(z)||xz|log24|xz|s)(X1θs).\displaystyle\mathbb{P}\left(\sup_{x,z\in[-1,1]}\frac{|\mathfrak{h}_{1}(x)-\mathfrak{h}_{1}(z)|}{\sqrt{|x-z|}\cdot\log^{2}\frac{4}{|x-z|}}\geq s\right)\leq\mathbb{P}(\|X\|\geq\tfrac{1}{\theta}s). (4.8)

However by union bound

(Xs)\displaystyle\mathbb{P}\left(\|X\|\geq s\right) n=0xΛn(|𝔥1(x+2n)𝔥1(x)|s2n/2(n+2)2)\displaystyle\leq\sum_{n=0}^{\infty}\sum_{x\in\Lambda_{n}}\mathbb{P}\left(|\mathfrak{h}_{1}(x+2^{-n})-\mathfrak{h}_{1}(x)|\geq s2^{-n/2}(n+2)^{2}\right)
n=0C2n+1exp(1Cs3/2(n+2)9/4)Cexp(1Cs3/2),\displaystyle\leq\sum_{n=0}^{\infty}\mathrm{C}\cdot 2^{n+1}\exp\left(-\tfrac{1}{\mathrm{C}}s^{3/2}(n+2)^{9/4}\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)},

where the penultimate inequality follows by applying Proposition 4.3 to each increment. Adjusting the C>0\mathrm{C}>0 further we see that the above display implies r.h.s. of (4.8)Cexp(1Cs3/2)\mbox{r.h.s.~{}of \eqref{eq:mod}}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}. This completes the proof. ∎

4.3. Temporal Modulus of Continuity

We now study the KPZ fixed point in the temporal direction with spatial location fixed at x=0x=0.

Proposition 4.5.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exist constants ρ(𝔭)>1\rho(\mathfrak{p})>1 and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that for all 1s<tρ1\leq s<t\leq\rho, we have

(|𝔥t(0)𝔥s(0)|(ts)13r)Cexp((23ε)r32).\mathbb{P}\bigg{(}\frac{|\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)|}{{(t-s)}^{\frac{1}{3}}}\geq r\bigg{)}\leq\mathrm{C}\exp\big{(}-(\tfrac{2}{3}-\varepsilon)r^{\frac{3}{2}}\big{)}.
Proof.

By the variational formula for the KPZ fixed point we know

𝔥t(0)𝔥s(0)(ts)13(ts)1/3(0,0;0,ts)=dTWGUE.\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}\geq(t-s)^{-1/3}\mathcal{L}(0,0;0,t-s)\stackrel{{\scriptstyle d}}{{=}}\operatorname{TW}_{\operatorname{GUE}}.

By the lower tail estimates for TWGUE\operatorname{TW}_{\operatorname{GUE}} from [RRV11] it follows that

(𝔥t(0)𝔥s(0)(ts)13r)Cexp(124r3).\mathbb{P}\Big{(}\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}\leq-r\Big{)}\leq\mathrm{C}\exp\left(-\tfrac{1}{24}r^{3}\right).

Hence it suffices to show that for 1s<tρ1\leq s<t\leq\rho and ρ1\rho-1 small enough,

(𝔥t(0)𝔥s(0)(ts)13r)Cexp((23ε)r32).\mathbb{P}\Big{(}\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}\geq r\Big{)}\leq\mathrm{C}\exp(-(\tfrac{2}{3}-\varepsilon)r^{\frac{3}{2}}\Big{)}.

Without loss of generality we may assume that r>1r>1 throughout the proof. Fix any ε>0\varepsilon>0 and 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. Consider any 𝔥0\mathfrak{h}_{0} in ST-class(𝔭\mathfrak{p}). Let us pick ρ(𝔭)>1\rho(\mathfrak{p})>1, C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 from Lemma 3.5. Set η=η(𝔭)>0\eta=\eta(\mathfrak{p})>0 such that 1Cη3=23\frac{1}{\mathrm{C}}\eta^{3}=\frac{2}{3}. By Lemma 3.5 we have

(supx(𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)r)\displaystyle\mathbb{P}\bigg{(}\sup_{x\in\mathbb{R}}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq r\bigg{)}
(sup|x|ηr(𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)r)+Cexp(23r32).\displaystyle\leq\mathbb{P}\bigg{(}\sup_{|x|\leq\eta\sqrt{r}}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq r\bigg{)}+\mathrm{C}\exp\left(-\tfrac{2}{3}r^{\frac{3}{2}}\right). (4.9)

Define the event in the first term of (4.9) to be

𝖠:={sup|x|ηr(𝔥s((ts)23x)𝔥s(0)(ts)13+𝒜(x)x2)r}.\mathsf{A}:=\bigg{\{}\sup_{|x|\leq\eta\sqrt{r}}\Big{(}\frac{\mathfrak{h}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq r\bigg{\}}.

We set μ=r(ts)14\mu=\sqrt{r}(t-s)^{-\frac{1}{4}}. Recall the event 𝖤tμ(a)\mathsf{E}_{t}^{\mu}(a) from (3.5). By Lemma 3.1 (b), on 𝖤sμ((ts)23ηr)\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r}), we have

𝔥s(x)𝔥s(0)\displaystyle\mathfrak{h}_{s}(x)-\mathfrak{h}_{s}(0) 𝔥sμ(x)𝔥sμ(0),x[0,(ts)23ηr],\displaystyle\leq\mathfrak{h}^{\mu}_{s}(x)-\mathfrak{h}^{\mu}_{s}(0),\qquad x\in[0,(t-s)^{\frac{2}{3}}\eta\sqrt{r}],
𝔥s(x)𝔥s(0)\displaystyle\mathfrak{h}_{s}(x)-\mathfrak{h}_{s}(0) 𝔥sμ(x)𝔥sμ(0),x[(ts)23ηr,0].\displaystyle\leq\mathfrak{h}_{s}^{-\mu}(x)-\mathfrak{h}_{s}^{-\mu}(0),\quad\,x\in[-(t-s)^{\frac{2}{3}}\eta\sqrt{r},0].

Consequently,

(𝖠)\displaystyle\mathbb{P}\big{(}\mathsf{A}\big{)} (𝖠𝖤sμ((ts)23ηr))+(𝖤sμ((ts)23ηr)c)\displaystyle\leq\mathbb{P}\big{(}\mathsf{A}\,\cap\,\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r})\big{)}+\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r})^{c}\big{)}
(𝖣μ)+(𝖤sμ((ts)23ηr)c).\displaystyle\leq\mathbb{P}\big{(}\mathsf{D}_{\mu}\big{)}+\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r})^{c}\big{)}. (4.10)

where

𝖣μ\displaystyle\mathsf{D}_{\mu} :={supx[0,ηr](𝔥sμ((ts)23x)𝔥sμ(0)(ts)13+𝒜(x)x2)r, and\displaystyle:=\Bigg{\{}\sup_{x\in[0,\eta\sqrt{r}]}\Big{(}\frac{\mathfrak{h}^{\mu}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}^{\mu}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq r,\text{ and }
supx[ηr,0](𝔥sμ((ts)23x)𝔥sμ(0)(ts)13+𝒜(x)x2)r}.\displaystyle\hskip 56.9055pt\sup_{x\in[-\eta\sqrt{r},0]}\Big{(}\frac{\mathfrak{h}^{-\mu}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}^{-\mu}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)}\geq r\Bigg{\}}.

We now claim that one can choose ρ~\widetilde{\rho} sufficiently close to 11 such that for all 1s<tρ~1\leq s<t\leq\widetilde{\rho}

(𝖣μ)Cexp((23ε)r32),(𝖤sμ((ts)23ηr)c)Cexp(23r32).\mathbb{P}(\mathsf{D}_{\mu})\leq\mathrm{C}\exp\left(-(\tfrac{2}{3}-\varepsilon)r^{\frac{3}{2}}\right),\quad\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r})^{c}\big{)}\leq\mathrm{C}\exp\left(-\tfrac{2}{3}r^{\frac{3}{2}}\right). (4.11)

Plugging this bound to (4.10), in view of (4.9) we get the desired bound. We now proceed to show (4.11) in the following two steps.

Step 1: Upper bound of (𝖣μ)\mathbb{P}\big{(}\mathsf{D}_{\mu}\big{)}. We use BRi\operatorname{BR}_{i} to represent a random variable with Baik Rains distribution. By Lemma 2.3 (c) We have

supx[0,ηr](𝔥sμ((ts)23x)𝔥sμ(0)(ts)13+𝒜(x)x2)\displaystyle\sup_{x\in[0,\eta\sqrt{r}]}\Big{(}\frac{\mathfrak{h}^{\mu}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}^{\mu}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)} =𝑑supx[0,ηr](𝔅(x)+μ(ts)13x+𝒜(x)x2)\displaystyle\overset{d}{=}\sup_{x\in[0,\eta\sqrt{r}]}\Big{(}\mathfrak{B}(x)+\mu(t-s)^{\frac{1}{3}}x+\mathcal{A}(x)-x^{2}\Big{)}
BR1+(ts)13μηr.\displaystyle\leq\operatorname{BR}_{1}+(t-s)^{\frac{1}{3}}\mu\eta\sqrt{r}.

where BR1\operatorname{BR}_{1} denotes a random variable with Baik-Rains distribution [BR00]. Similarly,

supx[ηr,0](𝔥sμ((ts)23x)𝔥sμ(0)(ts)13+𝒜(x)x2)\displaystyle\sup_{x\in[-\eta\sqrt{r},0]}\Big{(}\frac{\mathfrak{h}^{-\mu}_{s}((t-s)^{\frac{2}{3}}x)-\mathfrak{h}^{-\mu}_{s}(0)}{(t-s)^{\frac{1}{3}}}+\mathcal{A}(x)-x^{2}\Big{)} BR2+(ts)13μηr.\displaystyle\leq\operatorname{BR}_{2}+(t-s)^{\frac{1}{3}}\mu\eta\sqrt{r}.

for another random variable BR2\operatorname{BR}_{2} following Baik-Rains distribution. The correlation between BR1,BR2\operatorname{BR}_{1},\operatorname{BR}_{2} is not important since we will only use the one point tail bound. Since μ=r12(ts)14\mu=r^{\frac{1}{2}}(t-s)^{-\frac{1}{4}}, applying an union bound along with Lemma 2.8 (c) we have

(𝖣μ)\displaystyle\mathbb{P}\big{(}\mathsf{D}_{\mu}\big{)} (max(BR1,BR2)+(ts)13μηrr)\displaystyle\leq\mathbb{P}\Big{(}\max\big{(}\operatorname{BR}_{1},\operatorname{BR}_{2}\big{)}+(t-s)^{\frac{1}{3}}\mu\eta\sqrt{r}\geq r\Big{)}
i=12(BRir[1η(ts)112])Cexp((23ε)r32),\displaystyle\leq\sum_{i=1}^{2}\mathbb{P}\Big{(}\operatorname{BR}_{i}\geq r[1-\eta(t-s)^{\frac{1}{12}}]\Big{)}\leq\mathrm{C}\exp\big{(}-(\tfrac{2}{3}-\varepsilon)r^{\frac{3}{2}}\big{)},

for tst-s small enough. This proves the first inequality in (4.11).

Step 2: Upper bound of (𝖤sμ((ts)23ηr)c)\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}((t-s)^{\frac{2}{3}}\eta\sqrt{r})^{c}\big{)}. Set a=(ts)23ηra=(t-s)^{\frac{2}{3}}\eta\sqrt{r}. By same argument as in (3.11) we have

(𝖤sμ(a)c)\displaystyle\mathbb{P}\big{(}\mathsf{E}_{s}^{\mu}(a)^{c}\big{)} (Zs0(0)a+12μs14μ)+(Zs(a;𝔥0)14μ)\displaystyle\leq\mathbb{P}\Big{(}Z^{0}_{s}(0)-a+\tfrac{1}{2}\mu s\leq\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}Z_{s}(a;\mathfrak{h}_{0})\geq\tfrac{1}{4}\mu\Big{)} (4.12)
+(Zs0(0)+a12μs14μ)+(Zs(a;𝔥0)14μ).\displaystyle\hskip 56.9055pt+\mathbb{P}\Big{(}Z^{0}_{s}(0)+a-\tfrac{1}{2}\mu s\geq-\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}Z_{s}(-a;\mathfrak{h}_{0})\leq-\tfrac{1}{4}\mu\Big{)}.

Recall that μ=r12(ts)14\mu=r^{\frac{1}{2}}(t-s)^{-\frac{1}{4}}. Setting x=a/μx=a/\mu we have |x|(ts)11/12η|x|\leq(t-s)^{11/12}\eta. One can take tst-s small enough so that Corollary 3.3 becomes applicable with r14μr\mapsto\frac{1}{4}\mu. Applying Corollary 3.3 then yields

r.h.s. of (4.12)Cexp(1Cμ3)=Cexp(1C(ts)3/4r32).\displaystyle\mbox{r.h.s.~{}of \eqref{45}}\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}\mu^{3}\right)=\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}(t-s)^{-3/4}r^{\frac{3}{2}}\right).

Choosing t,st,s close enough so that (ts)3/423(t-s)^{-3/4}\geq\frac{2}{3}, we thus arrive at the second inequality in (4.11). This completes the proof. ∎

Appealing to Lemma 3.3 in [DV21a] we have the following immediate corollary.

Corollary 4.6.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exist constants ρ(𝔭)>1\rho(\mathfrak{p})>1 and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that

(supts,t,s[1,ρ]|𝔥t(0)𝔥s(0)|(ts)13log2/32|ts|r)Cexp(1Cr32).\mathbb{P}\bigg{(}\sup_{t\neq s,t,s\in[1,\rho]}\frac{|\mathfrak{h}_{t}(0)-\mathfrak{h}_{s}(0)|}{{(t-s)}^{\frac{1}{3}}\log^{2/3}\frac{2}{|t-s|}}\geq r\bigg{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}r^{\frac{3}{2}}\big{)}.

We also have the following weaker version of modulus of continuity as a consequence of Proposition 4.5, which will be useful in proving our main results.

Proposition 4.7.

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exist constants ρ(𝔭)>1\rho(\mathfrak{p})>1 and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 such that for all 1abρ1\leq a\leq b\leq\rho we have

(supt[a,b]|𝔥t(0)𝔥a(0)|(ba)13s)Cexp(1Cs3/2).\mathbb{P}\bigg{(}\sup_{t\in[a,b]}\frac{|\mathfrak{h}_{t}(0)-\mathfrak{h}_{a}(0)|}{(b-a)^{\frac{1}{3}}}\geq s\bigg{)}\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.
Proof.

Let us denote 𝔥t:=𝔥t(0)\mathfrak{h}_{t}:=\mathfrak{h}_{t}(0). Consider tn,i=a+(ba)i2nt_{n,i}=a+(b-a)i2^{-n}, i=0,1,,2ni=0,1,\dots,2^{n} and define

Xn=supi=1,,2n|𝔥tn,i𝔥tn,i1|.X_{n}=\sup_{i=1,\dots,2^{n}}|\mathfrak{h}_{t_{n,i}}-\mathfrak{h}_{t_{n,i-1}}|.

Note that for each t[a,b]t\in[a,b] we have

|𝔥t𝔥a|=|n=1𝔥vn𝔥vn1|n=1|𝔥vn𝔥vn1|n=1Xn|\mathfrak{h}_{t}-\mathfrak{h}_{a}|=\left|\sum_{n=1}^{\infty}\mathfrak{h}_{v_{n}}-\mathfrak{h}_{v_{n-1}}\right|\leq\sum_{n=1}^{\infty}\left|\mathfrak{h}_{v_{n}}-\mathfrak{h}_{v_{n-1}}\right|\leq\sum_{n=1}^{\infty}X_{n}

where vn:=a+(ba)2n(ta)2n/(ba)v_{n}:=a+(b-a)2^{-n}\lfloor(t-a)2^{n}/(b-a)\rfloor. Fix any θ(0,1)\theta\in(0,1) By union bound,

(supt[a,b]|𝔥t𝔥a|(ba)13s)\displaystyle\mathbb{P}\left(\sup_{t\in[a,b]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{a}|}{(b-a)^{\frac{1}{3}}}\geq s\right) n=1(Xn(ba)13(1θ)θns)\displaystyle\leq\sum_{n=1}^{\infty}\mathbb{P}\left(\frac{X_{n}}{(b-a)^{\frac{1}{3}}}\geq(1-\theta)\theta^{n}s\right)
n=1i=12n(|𝔥tn,i𝔥tn,i1|2n3(ba)13(1θ)2n3θns)\displaystyle\leq\sum_{n=1}^{\infty}\sum_{i=1}^{2^{n}}\mathbb{P}\left(\frac{|\mathfrak{h}_{t_{n,i}}-\mathfrak{h}_{t_{n,i-1}}|}{2^{-\frac{n}{3}}(b-a)^{\frac{1}{3}}}\geq(1-\theta)2^{\frac{n}{3}}\theta^{n}s\right)
Cn=12nexp(1C[(1θ)2n/3θns]3/2)Cexp(1Cs3/2).\displaystyle\leq\mathrm{C}\sum_{n=1}^{\infty}2^{n}\exp\left(-\tfrac{1}{\mathrm{C}}\left[(1-\theta)2^{n/3}\theta^{n}s\right]^{3/2}\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.

Set θ=21/4\theta=2^{-1/4} so that 2n/3θn=2n/122^{n/3}\theta^{n}=2^{n/12}. This forces the right side of the above equation to be at most Cexp(1Cs3/2)\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}, concluding the proof. ∎

5. Landscape Replacements

In this section we describe how to extract independent structure within the KPZ fixed point. The key idea is the novel construction of proxies for the KPZ fixed point which we termed as ‘landscape replacement’. Loosely speaking we ‘replace’ sections of the directed landscape in the variational problem of the KPZ fixed point to obtain proxies for the KPZ fixed point at certain time points. Our construction of proxies is different for long time and short time cases. In Section 5.1 we describe our long time landscape replacement approach whereas Section 5.2 discusses short time landscape replacement. The results within these sections, namely Theorem 5.1 and Theorem 5.3 form the important components for the lower bound of long time and short time LIL respectively.

5.1. Long time Landscape Replacement

In this section we prove our long time landscape replacement theorem. Before going into the details of the theorem we first describe how any initial data in LT-class(𝔮\mathfrak{q}) can be identified with initial data from ST-class(𝔭\mathfrak{p}). This allows us to apply all the estimates from the previous sections that pertains to initial data within the ST-class(𝔭\mathfrak{p}).

Fix any 𝔥0\mathfrak{h}_{0} from the LT-class(𝔮\mathfrak{q}) for the rest of this section and let 𝔥0(0)=σ\mathfrak{h}_{0}(0)=\sigma. Observe that for any v1v\geq 1, 𝔥~0(v)(x):=v1𝔥0(v2x)\widetilde{\mathfrak{h}}_{0}^{(v)}(x):=v^{-1}\mathfrak{h}_{0}(v^{2}x) is still within the LT-class(𝔮\mathfrak{q}) with the same constant Csq\mathrm{C}_{\operatorname{sq}}, and if |𝔥0(0)|σ|\mathfrak{h}_{0}(0)|\leq\sigma, we have |𝔥~0(v)(0)|σ|\widetilde{\mathfrak{h}}_{0}^{(v)}(0)|\leq\sigma. Furthermore for any functional data within the LT-class(𝔮\mathfrak{q}), one can find A(Csq)\mathrm{A}(\mathrm{C}_{\operatorname{sq}}) such that 𝔥0(x)Csq1+|x|A+12x2\mathfrak{h}_{0}(x)\leq\mathrm{C}_{\operatorname{sq}}\sqrt{1+|x|}\leq\mathrm{A}+\frac{1}{2}x^{2}. In this way, 𝔥0\mathfrak{h}_{0} and 𝔥~0(v)\widetilde{\mathfrak{h}}^{(v)}_{0} (for each v1v\geq 1) can be viewed as data from ST-class(𝔭\mathfrak{p}) with 𝔭=(A,12,σ)\mathfrak{p}=(\mathrm{A},\frac{1}{2},\sigma) with A\mathrm{A} as identified as above.

Let us now turn toward our long time landscape replacement result. We define

Ht2t1:=supz{𝔥0(z)+(z,t1;0,t2)}.\displaystyle H^{t_{2}\downarrow t_{1}}:=\sup_{z\in\mathbb{R}}\left\{\mathfrak{h}_{0}(z)+\mathcal{L}(z,t_{1};0,t_{2})\right\}. (5.1)

Note that 𝔥at(0)\mathfrak{h}_{at}(0) and H(a+at)aH^{(a+at)\downarrow a} are the same in distribution for each aa and tt. We call H(a+at)aH^{(a+at)\downarrow a} to be the proxy for 𝔥a+at(0)\mathfrak{h}_{a+at}(0) for the following result.

Theorem 5.1 (Long time landscape replacement).

Fix any 𝔮>02\mathfrak{q}\in\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the LT-class(𝔮\mathfrak{q}) defined in Definition 2.7. There exists a constant C=C(𝔮)>0\mathrm{C}=\mathrm{C}(\mathfrak{q})>0 such that for all a,t1a,t\geq 1 we have

(1a1/3t1/3|𝔥a+at(0)H(a+at)a|1)Cexp(1Ct1/3).\displaystyle\mathbb{P}\left(\tfrac{1}{a^{1/3}t^{1/3}}\left|\mathfrak{h}_{a+at}(0)-H^{(a+at)\downarrow a}\right|\geq 1\right)\leq\mathrm{C}\exp({-\tfrac{1}{\mathrm{C}}t^{1/3}}).
Proof.

It suffices to prove the result for large enough tt. Set 𝔤0(x)=(at)1/3𝔥~0((at)2/3x).\mathfrak{g}_{0}(x)=(at)^{-1/3}\widetilde{\mathfrak{h}}_{0}((at)^{2/3}x). We may write

1a1/3t1/3|𝔥a+at(0)H(a+at)a|=|𝔤1+t1G(1+t1)t1|,\tfrac{1}{a^{1/3}t^{1/3}}\left|\mathfrak{h}_{a+at}(0)-H^{(a+at)\downarrow a}\right|=\left|\mathfrak{g}_{1+t^{-1}}-G^{(1+t^{-1})\downarrow t^{-1}}\right|,

where

𝔤1+t1:=supz[𝔤0(z)+(z,0;0,1+t1)],G(1+t1)t1:=supz[𝔤0(z)+(z,t1;0,1+t1)].\displaystyle\mathfrak{g}_{1+t^{-1}}:=\sup_{z\in\mathbb{R}}[\mathfrak{g}_{0}(z)+\mathcal{L}(z,0;0,1+t^{-1})],\quad G^{(1+t^{-1})\downarrow t^{-1}}:=\sup_{z\in\mathbb{R}}[\mathfrak{g}_{0}(z)+\mathcal{L}(z,t^{-1};0,1+t^{-1})].

Let us define

𝔤~1+t1:=sup|z|t1/6[𝔤0(z)+(z,0;0,1+t1)],G~(1+t1)t1:=sup|z|t1/6[𝔤0(z)+(z,t1;0,1+t1)].\displaystyle\widetilde{\mathfrak{g}}_{1+t^{-1}}:=\sup_{|z|\leq t^{1/6}}[\mathfrak{g}_{0}(z)+\mathcal{L}(z,0;0,1+t^{-1})],\quad\widetilde{G}^{(1+t^{-1})\downarrow t^{-1}}:=\sup_{|z|\leq t^{1/6}}[\mathfrak{g}_{0}(z)+\mathcal{L}(z,t^{-1};0,1+t^{-1})].

Although the initial data 𝔤0\mathfrak{g}_{0} depends on aa and tt, as explained in the begining of this section one can find 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} depending on 𝔮\mathfrak{q} such that 𝔤0\mathfrak{g}_{0} is always within ST-class(𝔭\mathfrak{p}), for all a,t1a,t\geq 1. We may thus apply all our results from previous sections that are based on ST-class(𝔭\mathfrak{p}). We apply Corollary 3.3 with x0,rt1/6,t1x\mapsto 0,r\mapsto t^{1/6},t\mapsto 1 and x0,rt1/6,t1+t1x\mapsto 0,r\mapsto t^{1/6},t\mapsto 1+t^{-1}, we see that with probability 1exp(1Ct1/2)1-\exp\left(-\tfrac{1}{\mathrm{C}}t^{1/2}\right), 𝔤1+t1=𝔤~1+t1\mathfrak{g}_{1+t^{-1}}=\widetilde{\mathfrak{g}}_{1+t^{-1}} and G(1+t1)t1=G~(1+t1)t1{G}^{(1+t^{-1})\downarrow t^{-1}}=\widetilde{G}^{(1+t^{-1})\downarrow t^{-1}} respectively (see also Remark 3.4). Thus,

(|𝔤1+t1G(1+t1)t1|1)(|𝔤~1+t1G~(1+t1)t1|1)+exp(1Ct1/2).\displaystyle\mathbb{P}\left(\left|\mathfrak{g}_{1+t^{-1}}-G^{(1+t^{-1})\downarrow t^{-1}}\right|\geq 1\right)\leq\mathbb{P}\left(\left|\widetilde{\mathfrak{g}}_{1+t^{-1}}-\widetilde{G}^{(1+t^{-1})\downarrow t^{-1}}\right|\geq 1\right)+\exp\left(-\tfrac{1}{\mathrm{C}}t^{1/2}\right).

However,

|𝔤~1+t1G~(1+t1)t1|sup|z|t1/6|𝒦(z,0;0,1+t1)𝒦(z,t1;0,1+t1)|+t1/31+t.\displaystyle\left|\widetilde{\mathfrak{g}}_{1+t^{-1}}-\widetilde{G}^{(1+t^{-1})\downarrow t^{-1}}\right|\leq\sup_{|z|\leq t^{1/6}}\left|\mathcal{K}(z,0;0,1+t^{-1})-\mathcal{K}(z,t^{-1};0,1+t^{-1})\right|+\tfrac{t^{1/3}}{1+t}.

Taking tt large enough we see that

(|𝔤~1+t1G~(1+t1)t1|1)\displaystyle\mathbb{P}\left(\left|\widetilde{\mathfrak{g}}_{1+t^{-1}}-\widetilde{G}^{(1+t^{-1})\downarrow t^{-1}}\right|\geq 1\right)
(sup|z|t1/6t2/9|𝒦(z,0;0,1+t1)𝒦(z,t1;0,1+t1)|12t2/9)\displaystyle\leq\mathbb{P}\left(\sup_{|z|\leq t^{1/6}}t^{2/9}\left|\mathcal{K}(z,0;0,1+t^{-1})-\mathcal{K}(z,t^{-1};0,1+t^{-1})\right|\geq\tfrac{1}{2}t^{2/9}\right)
Ct1/6exp(1Ct1/3)C~exp(1C~t1/3),\displaystyle\leq\mathrm{C}t^{1/6}\exp\left(-\tfrac{1}{\mathrm{C}}t^{1/3}\right)\leq\widetilde{\mathrm{C}}\exp\left(-\tfrac{1}{\widetilde{\mathrm{C}}}t^{1/3}\right),

where the penultimate inequality follows from modulus of continuity of 𝒦\mathcal{K} from Proposition 10.5 in [DOV18]. This concludes the proof. ∎

5.2. Short time Landscape Replacement

The main goal of this section is to prove short time landscape replacement, namely Theorem 5.3. Towards this end, for t2>t1t_{2}>t_{1} we define

H1t2t1:=supz{𝔥1(z)+(z,1+t1;0,1+t2)}.\displaystyle H_{1}^{t_{2}\downarrow t_{1}}:=\sup_{z\in\mathbb{R}}\left\{\mathfrak{h}_{1}(z)+\mathcal{L}(z,1+t_{1};0,1+t_{2})\right\}. (5.2)

Here H1t2t1H_{1}^{t_{2}\downarrow t_{1}} will be the proxy for 𝔥1+t2(0)\mathfrak{h}_{1+t_{2}}(0) where t1=(at)1t_{1}=(at)^{-1} and t2=a1+(at)1t_{2}=a^{-1}+(at)^{-1} with a,ta,t large enough. Due to technical reasons we impose further conditions on the pair (a,t)(a,t).

Definition 5.2 (Permissible pairs).

We call an ordered pair of reals (a,t)(a,t) to be permissible if

t1,at1/8,log8/3(at7/8)t1/622Δ2,\displaystyle t\geq 1,\quad a\geq t^{1/8},\quad\log^{8/3}(at^{7/8})\leq\frac{t^{1/6}}{2\sqrt{2}\Delta_{2}},

where Δ2>0\Delta_{2}>0 is an absolute constant that comes from Lemma A.2.

We have the following theorem about replacement of appropriate sections of Landscapes in case of short time.

Theorem 5.3 (Short time landscape replacement).

Fix any 𝔭×>02\mathfrak{p}\in\mathbb{R}\times\mathbb{R}_{>0}^{2} and consider the KPZ fixed point 𝔥\mathfrak{h} started from an initial data 𝔥0\mathfrak{h}_{0} from the ST-class(𝔭\mathfrak{p}) defined in Definition 2.6. There exist a constant C=C(𝔭)>0\mathrm{C}=\mathrm{C}(\mathfrak{p})>0 such that for all permissible pairs (a,t)(a,t) we have

(a13|𝔥1+a1+(at)1(0)H1a1+(at)1(at)1|1)C(at)23exp(1Ct316).\displaystyle\mathbb{P}\left(a^{\frac{1}{3}}{\left|\mathfrak{h}_{1+a^{-1}+(at)^{-1}}(0)-H_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\right|}\geq 1\right)\leq\mathrm{C}(at)^{\frac{2}{3}}\exp\left(-\tfrac{1}{\mathrm{C}}t^{\frac{3}{16}}\right). (5.3)

The above theorem is sufficient for our purpose as in our applications of the above theorem in next section (a,t)(a,t) will be a permissible pair.

Proof.

As usual we may assume a,ta,t are large enough. As otherwise we may choose C\mathrm{C} appropriately large. Define

𝔥~1+a1+(at)1(0):=sup|y|,|z|1[𝔥1(y)+(y,1;z,1+1at)+(z,1+1at;0,1+1a+1at)],\displaystyle\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0):=\sup_{|y|,|z|\leq 1}\left[\mathfrak{h}_{1}(y)+\mathcal{L}\left(y,1;z,1+\tfrac{1}{at}\right)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right],
H~1a1+(at)1(at)1:=sup|z|1[𝔥1(z)+(z,1+1at;0,1+1a+1at)].\displaystyle\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}:=\sup_{|z|\leq 1}\left[\mathfrak{h}_{1}(z)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right].

For clarity we divide the rest of the proof into four steps.

Step 1. In this step we show

(H1a1+(at)1(at)1H~1a1+(at)1(at)1)Cexp(1C(at)2)Cexp(1Ct9/4).\displaystyle\mathbb{P}\left({H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\neq\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\right)\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}(at)^{2})\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}t^{9/4}). (5.4)

Recall that

H1a1+(at)1(at)1=supz[𝔥1(z)+(z,1+1at;0,1+1a+1at)].\displaystyle{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}=\sup_{z\in\mathbb{R}}\left[\mathfrak{h}_{1}(z)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right].

We write (z,1+1at;0,1+1a+1at)=(at)1/3𝒜((at)2/3z)atz2,\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)=(at)^{-1/3}\mathcal{A}((at)^{2/3}z)-atz^{2}, where 𝒜\mathcal{A} is a stationary Airy2\operatorname{Airy}_{2} process independent of 𝔥1\mathfrak{h}_{1}. Observe that

(H1a1+(at)1(at)1H~1a1+(at)1(at)1)\displaystyle\mathbb{P}\left({H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\neq\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\right) (5.5)
(sup|z|1[𝔥1(z)𝔥1(0)+𝒜((at)23z)(at)43z2(at)13](at)13𝒜(0))\displaystyle\leq\mathbb{P}\left(\sup_{|z|\geq 1}\left[\mathfrak{h}_{1}(z)-\mathfrak{h}_{1}(0)+\frac{\mathcal{A}\left((at)^{\frac{2}{3}}z\right)-(at)^{\frac{4}{3}}z^{2}}{(at)^{\frac{1}{3}}}\right]\geq(at)^{-\frac{1}{3}}\mathcal{A}(0)\right)
(sup|x|(at)23[𝔥1((at)23x)𝔥1(0)(at)13+𝒜(x)x2]𝒜(0))Cexp(1C(at)2)\displaystyle\leq\mathbb{P}\left(\sup_{|x|\geq(at)^{\frac{2}{3}}}\left[\frac{\mathfrak{h}_{1}\left((at)^{-\frac{2}{3}}x\right)-\mathfrak{h}_{1}(0)}{(at)^{-\frac{1}{3}}}+\mathcal{A}\left(x\right)-x^{2}\right]\geq\mathcal{A}(0)\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}(at)^{2}\right)

where the last inequality follows by applying Lemma 3.5 assuming atat is large enough. This proves the first inequality in (5.4). The second one follows as at1/8a\geq t^{1/8}.

Step 2. In this step we show

(𝔥1+a1+(at)1(0)𝔥~1+a1+(at)1(0))Cexp(1Ca2)Cexp(1Ct1/4).\displaystyle\mathbb{P}\left(\mathfrak{h}_{1+a^{-1}+(at)^{-1}}(0)\neq\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0)\right)\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}a^{2})\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}t^{1/4}). (5.6)

By the metric composition law of directed landscape (1.1) we may write

𝔥1+a1+(at)1(0)\displaystyle\mathfrak{h}_{1+a^{-1}+(at)^{-1}}(0) :=supz[𝔥1+(at)1(z)+(z,1+1at;0,1+1a+1at)]\displaystyle:=\sup_{z\in\mathbb{R}}\left[\mathfrak{h}_{1+(at)^{-1}}(z)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right]
=supy,z[𝔥1(y)+(y,1;z,1+1at)+(z,1+1at;0,1+1a+1at)]\displaystyle=\sup_{y,z\in\mathbb{R}}\left[\mathfrak{h}_{1}(y)+\mathcal{L}\left(y,1;z,1+\tfrac{1}{at}\right)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right]
=supy[𝔥1(y)+(y,1;0,1+1a+1at)].\displaystyle=\sup_{y\in\mathbb{R}}\left[\mathfrak{h}_{1}(y)+\mathcal{L}\left(y,1;0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right].

Applying the same trick as in (5.5) we see that Proposition 3.5 implies that with probability at least 1Cexp(1Ca2)1-\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}a^{2}\right), the above supremum is attained within z,|y|1z\in\mathbb{R},|y|\geq 1. The same trick in (5.5) also shows that due to Proposition 3.5 with probability at least 1Cexp(1C(at)2)1-\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}(at)^{2}\right), the above supremum is attained within y,|z|1y\in\mathbb{R},|z|\leq 1. Thus by union bound, we have the first inequality (5.6). The second one follows as at1/8a\geq t^{1/8}.

Step 3. Due to Step 1 and Step 2, it suffices to prove the theorem with 𝔥1+a1+(at)1(0)\mathfrak{h}_{1+a^{-1}+(at)^{-1}}(0) and H1a1+(at)1(at)1H_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}} replaced by 𝔥~1+a1+(at)1(0)\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0) and H~1a1+(at)1(at)1\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}} respectively. Set s=t1/8s=t^{1/8} and consider the events

𝖡a,t\displaystyle\mathsf{B}_{a,t} :={sup|y|,|z|1|𝔥1(y)𝔥1(z)||yz|12log22|yz|s},\displaystyle:=\left\{\sup_{|y|,|z|\leq 1}\frac{|\mathfrak{h}_{1}(y)-\mathfrak{h}_{1}(z)|}{|y-z|^{\frac{1}{2}}\log^{2}\frac{2}{|y-z|}}\geq s\right\},
𝖢a,t\displaystyle\mathsf{C}_{a,t} ={supy,|z|1[(y,1;z,1+1at)+at(yz)24]a1/32}.\displaystyle=\left\{\sup_{y\in\mathbb{R},|z|\leq 1}\left[\mathcal{L}\left(y,1;z,1+\tfrac{1}{at}\right)+\tfrac{at(y-z)^{2}}{4}\right]\geq\tfrac{a^{-1/3}}{2}\right\}.

On 𝖡a,tc𝖢a,tc\mathsf{B}_{a,t}^{c}\cap\mathsf{C}_{a,t}^{c} we have

𝔥~1+a1+(at)1(0)\displaystyle\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0) =sup|y|,|z|1[𝔥1(y)𝔥1(z)at(yz)24+(y,1;z,1+1at)+at(yz)24\displaystyle=\sup_{|y|,|z|\leq 1}\left[\mathfrak{h}_{1}(y)-\mathfrak{h}_{1}(z)-\tfrac{at(y-z)^{2}}{4}+\mathcal{L}\left(y,1;z,1+\tfrac{1}{at}\right)+\tfrac{at(y-z)^{2}}{4}\right.
+𝔥1(z)+(z,1+1at;0,1+1a+1at)]\displaystyle\hskip 85.35826pt\left.+\mathfrak{h}_{1}(z)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right]
sup|y|,|z|1[𝔥1(y)𝔥1(z)at(yz)24]\displaystyle\leq\sup_{|y|,|z|\leq 1}\left[\mathfrak{h}_{1}(y)-\mathfrak{h}_{1}(z)-\tfrac{at(y-z)^{2}}{4}\right]
+supy,|z|1[(y,1;z,1+1at)+at(yz)24]+H~1a1+(at)1(at)1\displaystyle\hskip 56.9055pt+\sup_{y\in\mathbb{R},|z|\leq 1}\left[\mathcal{L}\left(y,1;z,1+\tfrac{1}{at}\right)+\tfrac{at(y-z)^{2}}{4}\right]+\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}
sup|y|,|z|1[s|yz|12log22|yz|at(yz)24]+12a13+H~1a1+(at)1(at)1.\displaystyle\leq\sup_{|y|,|z|\leq 1}\left[s|y-z|^{\frac{1}{2}}\log^{2}\tfrac{2}{|y-z|}-\tfrac{at(y-z)^{2}}{4}\right]+\tfrac{1}{2}{a^{-\frac{1}{3}}}+\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}.

Note that as s=t1/8s=t^{1/8}, applying Lemma A.2 with x|yz|2x\mapsto\frac{|y-z|}{2}, α2\alpha\mapsto 2, γats2\gamma\mapsto\frac{at}{s}\geq 2 to get

sup|y|,|z|1[s|yz|12log22|yz|at(yz)24]\displaystyle\sup_{|y|,|z|\leq 1}\left[s|y-z|^{\frac{1}{2}}\log^{2}\tfrac{2}{|y-z|}-\tfrac{at(y-z)^{2}}{4}\right] =2ssupx[0,1][x12log21xatsx2]\displaystyle=\sqrt{2}s\sup_{x\in[0,1]}\left[x^{\frac{1}{2}}\log^{2}\tfrac{1}{x}-\tfrac{at}{s}x^{2}\right]
Δ22s(at/s)13log8/3(at/s)\displaystyle\leq\Delta_{2}\sqrt{2}s(at/s)^{-\frac{1}{3}}\log^{8/3}(at/s)
=a13[Δ22t16log8/3(at7/8)]12a13,\displaystyle=a^{-\frac{1}{3}}\cdot\left[\Delta_{2}\sqrt{2}t^{-\frac{1}{6}}\log^{8/3}(at^{7/8})\right]\leq\tfrac{1}{2}a^{-\frac{1}{3}},

where the last inequality follows as (a,t)(a,t) is permissible. Thus, on 𝖡a,tc𝖢a,tc\mathsf{B}_{a,t}^{c}\cap\mathsf{C}_{a,t}^{c} we have

𝔥~1+a1+(at)1(0)\displaystyle\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0) a13+H~1a1+(at)1(at)1.\displaystyle\leq{a^{-\frac{1}{3}}}+\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}.

On the other hand, by Proposition 4.4 we have (𝖡a,t)Cexp(1Cs3/2)=Cexp(1Ct3/16)\mathbb{P}\left(\mathsf{B}_{a,t}\right)\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}=\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}t^{{3/16}}\big{)}. Apply Lemma 2.5 with δ3,v(at)1\delta\mapsto 3,v\mapsto(at)^{-1}, s12a13s\mapsto\frac{1}{2}a^{-\frac{1}{3}}, and r1r\mapsto 1, to get (𝖢a,t)C((at)23+1)exp(1Ct12).\mathbb{P}\left(\mathsf{C}_{a,t}\right)\leq\mathrm{C}((at)^{\frac{2}{3}}+1)\exp(-\frac{1}{\mathrm{C}}t^{\frac{1}{2}}). Hence,

(𝔥~1+a1+(at)1(0)a13+H~1a1+(at)1(at)1)\displaystyle\mathbb{P}\left(\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0)\geq a^{-\frac{1}{3}}+\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\right) (𝖡a,t)+(𝖢a,t)\displaystyle\leq\mathbb{P}\left(\mathsf{B}_{a,t}\right)+\mathbb{P}\left(\mathsf{C}_{a,t}\right) (5.7)
C(at)23exp(1Ct316).\displaystyle\leq\mathrm{C}(at)^{\frac{2}{3}}\exp\left(-\tfrac{1}{\mathrm{C}}t^{\frac{3}{16}}\right).

Step 4. Consider the event

𝖣a,t\displaystyle\mathsf{D}_{a,t} :={inf|z|1(z,1;0,1+(at)1)a13}.\displaystyle:=\left\{\inf_{|z|\leq 1}\mathcal{L}(z,1;0,1+(at)^{-1})\leq-a^{-\frac{1}{3}}\right\}.

On 𝖣a,tc\mathsf{D}_{a,t}^{c} we have

𝔥~1+a1+(at)1(0)\displaystyle\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0) sup|z|1[𝔥1(z)+(z,1;z,1+1at)+(z,1+1at;0,1+1a+1at)]\displaystyle\geq\sup_{|z|\leq 1}\left[\mathfrak{h}_{1}(z)+\mathcal{L}\left(z,1;z,1+\tfrac{1}{at}\right)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right]
sup|z|1[𝔥1(z)+(z,1+1at;0,1+1a+1at)]+inf|z|1(z,1;z,1+1at)\displaystyle\geq\sup_{|z|\leq 1}\left[\mathfrak{h}_{1}(z)+\mathcal{L}\left(z,1+\tfrac{1}{at};0,1+\tfrac{1}{a}+\tfrac{1}{at}\right)\right]+\inf_{|z|\leq 1}\mathcal{L}\left(z,1;z,1+\tfrac{1}{at}\right)
H~1a1+(at)1(at)1a13.\displaystyle\geq\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}-{a^{-\frac{1}{3}}}.

On the other hand by union bound we have, note that by modulus of continuity of 𝒦\mathcal{K} and tail bounds for 𝒦\mathcal{K} we have

(𝖣a,t)\displaystyle\mathbb{P}\left(\mathsf{D}_{a,t}\right) (sup|z|1|(z,1;z,1+(at)1)|a13)\displaystyle\leq\mathbb{P}\left(\sup_{|z|\leq 1}|\mathcal{L}(z,1;z,1+(at)^{-1})|\geq a^{-\frac{1}{3}}\right)
(sup|z|(at)23|𝒦(z,1;z,1)|t13)\displaystyle\leq\mathbb{P}\left(\sup_{|z|\leq(at)^{\frac{2}{3}}}|\mathcal{K}(z,1;z,1)|\geq t^{\frac{1}{3}}\right)
k=(at)23(at)23(supz[k,k+1]|𝒦(z,1;z,1)|t13)C(at)2/3exp(1Ct1/2),\displaystyle\leq\sum_{k=-\lceil(at)^{\frac{2}{3}}\rceil}^{\lceil(at)^{\frac{2}{3}}\rceil}\mathbb{P}\left(\sup_{z\in[k,k+1]}|\mathcal{K}(z,1;z,1)|\geq t^{\frac{1}{3}}\right)\leq\mathrm{C}(at)^{2/3}\exp\left(-\tfrac{1}{\mathrm{C}}t^{1/2}\right),

where the last inequality follows (2.3). Thus we have

(𝔥~1+a1+(at)1(0)a13+H~1a1+(at)1(at)1)(𝖣a,t)C(at)2/3exp(1Ct1/2).\displaystyle\mathbb{P}\left(\widetilde{\mathfrak{h}}_{1+a^{-1}+(at)^{-1}}(0)\geq a^{-\frac{1}{3}}+\widetilde{H}_{1}^{a^{-1}+(at)^{-1}\downarrow(at)^{-1}}\right)\leq\mathbb{P}\left(\mathsf{D}_{a,t}\right)\leq\mathrm{C}(at)^{2/3}\exp\left(-\tfrac{1}{\mathrm{C}}t^{1/2}\right). (5.8)

Combining (5.7) and (5.8), thanks to (5.4) and (5.6), we arrive at (5.3). ∎

6. Proof of main results

In this section we prove our main results on long time and short time Law of Iterated logarithms. We prove long time and short time LIL in Section 6.1 and Section 6.2 respectively.

6.1. Long Time LIL: Proof of Theorems 1.3 and 1.4

In this section we prove Theorems 1.3 and 1.4. Fix 𝔮=(Csq,σ)>02\mathfrak{q}=(\mathrm{C}_{\operatorname{sq}},\sigma)\in\mathbb{R}_{>0}^{2}. Fix any 𝔥0\mathfrak{h}_{0} from the LT-class(𝔮\mathfrak{q}). For any v1v\geq 1, set 𝔥~0(v)(x):=v1𝔥0(v2x)\widetilde{\mathfrak{h}}_{0}^{(v)}(x):=v^{-1}\mathfrak{h}_{0}(v^{2}x). As described in the beginning of Section 5.1, 𝔥0\mathfrak{h}_{0} and 𝔥~0(v)\widetilde{\mathfrak{h}}^{(v)}_{0} (for each v1v\geq 1) can be viewed as data from ST-class(𝔭\mathfrak{p}) for some 𝔭=(A,12,σ)×>02\mathfrak{p}=(\mathrm{A},\frac{1}{2},\sigma)\in\mathbb{R}\times\mathbb{R}_{>0}^{2}. For convenience set

w:={43𝔥0 is non random23𝔥0 is Brownian.\displaystyle w:=\begin{cases}\frac{4}{3}&\mathfrak{h}_{0}\mbox{ is non random}\\ \frac{2}{3}&\mathfrak{h}_{0}\mbox{ is Brownian}\end{cases}. (6.1)

To prove (1.4) and (1.5) it suffices to show

lim supt𝔥t(0)t1/3(loglogt)2/3w2/3,lim supt𝔥t(0)t1/3(loglogt)2/3w2/3.\displaystyle\limsup_{t\to\infty}\frac{\mathfrak{h}_{t}(0)}{t^{1/3}(\log\log t)^{2/3}}\leq w^{-2/3},\qquad\limsup_{t\to\infty}\frac{\mathfrak{h}_{t}(0)}{t^{1/3}(\log\log t)^{2/3}}\geq w^{-2/3}.

The argument now follows by demonstrating the above two bounds, the upper bound and lower bound, separately. This is done in Section 6.1.1 and Section 6.1.2 respectively.

6.1.1. Upper bound

Fix any ε>0\varepsilon>0. Get ρ(𝔭)>1\rho(\mathfrak{p})>1 and C(𝔭)>0\mathrm{C}(\mathfrak{p})>0 from Proposition 4.7. Get ρ~(ε,𝔭)>1\widetilde{\rho}(\varepsilon,\mathfrak{p})>1 so that 1C(ρ~1)13ε3/2=43\frac{1}{\mathrm{C}}(\widetilde{\rho}-1)^{-\frac{1}{3}}\varepsilon^{3/2}=\frac{4}{3}. Set tn=ρ~nt_{n}=\widetilde{\rho}^{n}. Let γ\gamma be such that

(1w+γ)(1ε)(wε)>1.\displaystyle(\tfrac{1}{w}+\gamma)(1-\varepsilon)(w-\varepsilon)>1. (6.2)

We claim that

n=1(𝖠nγ)<, where 𝖠nγ:={supt[tn,tn+1]𝔥t(0)t1/3(loglogt)2/3(1w+γ)23}.\displaystyle\sum_{n=1}^{\infty}\mathbb{P}\left(\mathsf{A}_{n}^{\gamma}\right)<\infty,\ \ \ \mbox{ where }\mathsf{A}_{n}^{\gamma}:=\left\{\sup_{t\in[t_{n},t_{n+1}]}\frac{\mathfrak{h}_{t}(0)}{t^{1/3}(\log\log t)^{2/3}}\geq(\tfrac{1}{w}+\gamma)^{\frac{2}{3}}\right\}. (6.3)

Clearly one can take γ\gamma arbitrarily close to 0 by taking ε\varepsilon arbitrarily close to 0. Thus by Borel-Cantelli Lemma (6.3) proves the upper bound. So, it suffices to show (6.3). Towards this end, for all large enough nn we define

un:=(1w+γ)2/3(logn+loglogρ~)2/3.\displaystyle u_{n}:=(\tfrac{1}{w}+\gamma)^{2/3}(\log n+\log\log\widetilde{\rho})^{2/3}. (6.4)

Observe that

supt[tn,tn+1]𝔥t(0)t1/3(loglogt)2/3(1w+γ)23un1[tn13𝔥tn(0)+supt[tn,tn+1]tn13|𝔥t(0)𝔥tn(0)|].\displaystyle\sup_{t\in[t_{n},t_{n+1}]}\frac{\mathfrak{h}_{t}(0)}{t^{1/3}(\log\log t)^{2/3}(\tfrac{1}{w}+\gamma)^{\frac{2}{3}}}\leq u_{n}^{-1}\left[t_{n}^{-\frac{1}{3}}\mathfrak{h}_{t_{n}}(0)+\sup_{t\in[t_{n},t_{n+1}]}t_{n}^{-\frac{1}{3}}|\mathfrak{h}_{t}(0)-\mathfrak{h}_{t_{n}}(0)|\right].

By the union bound,

(𝖠nγ)\displaystyle\mathbb{P}\left(\mathsf{A}_{n}^{\gamma}\right) (tn13𝔥tn(0)(1ε)un)+(supt[tn,tn+1]tn13|𝔥t(0)𝔥tn(0)|εun).\displaystyle\leq\mathbb{P}\Big{(}t_{n}^{-\frac{1}{3}}\mathfrak{h}_{t_{n}}(0)\geq(1-\varepsilon)u_{n}\Big{)}+\mathbb{P}\Big{(}\sup_{t\in[t_{n},t_{n+1}]}t_{n}^{\frac{1}{3}}|\mathfrak{h}_{t}(0)-\mathfrak{h}_{t_{n}}(0)|\geq\varepsilon u_{n}\Big{)}. (6.5)

For the first term, by (2.8) and (2.7), we know that for all large enough nn we have

(tn13𝔥tn(0)(1ε)un)exp((wε)(1ε)32un32).\mathbb{P}\Big{(}t_{n}^{-\frac{1}{3}}\mathfrak{h}_{t_{n}}(0)\geq(1-\varepsilon)u_{n}\Big{)}\leq\exp\big{(}-(w-\varepsilon)(1-\varepsilon)^{\frac{3}{2}}u_{n}^{\frac{3}{2}}\big{)}.

As a function in time, 𝔥t(0)\mathfrak{h}_{t}(0) is same in distribution as tn1/3𝔥ttn1(0;𝔥~0(v))t_{n}^{1/3}\mathfrak{h}_{t\cdot t_{n}^{-1}}(0;\widetilde{\mathfrak{h}}_{0}^{(v)}) with v=tn13v=t_{n}^{\frac{1}{3}}. Here 𝔥s(0;𝔥~0(v))\mathfrak{h}_{s}(0;\widetilde{\mathfrak{h}}_{0}^{(v)}) is the KPZ fixed point started with the initial data 𝔥~0(v)(x)=v1𝔥0(v2x)\widetilde{\mathfrak{h}}_{0}^{(v)}(x)=v^{-1}\mathfrak{h}_{0}(v^{2}x). The choice of ρ\rho and Proposition 4.7 allow us to conclude

(supt[tn,tn+1]tn13|𝔥t(0)𝔥tn(0)|εun)\displaystyle\mathbb{P}\Big{(}\sup_{t\in[t_{n},t_{n+1}]}t_{n}^{-\frac{1}{3}}|\mathfrak{h}_{t}(0)-\mathfrak{h}_{t_{n}}(0)|\geq\varepsilon u_{n}\Big{)} (supt[1,ρ~]|𝔥t(0;𝔥~0(v))𝔥1(0;𝔥~0(v))|εun)\displaystyle\leq\mathbb{P}\Big{(}\sup_{t\in[1,\widetilde{\rho}]}|\mathfrak{h}_{t}(0;\widetilde{\mathfrak{h}}_{0}^{(v)})-\mathfrak{h}_{1}(0;\widetilde{\mathfrak{h}}_{0}^{(v)})|\geq\varepsilon u_{n}\Big{)}
Cexp(1C(ρ~1)13ε3/2un32)=Cexp(43un32),\displaystyle\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}(\widetilde{\rho}-1)^{-\frac{1}{3}}\varepsilon^{3/2}u_{n}^{\frac{3}{2}})=\mathrm{C}\exp(-\tfrac{4}{3}u_{n}^{\frac{3}{2}}),

where the last equality follows from our choice of ρ~\widetilde{\rho}. The estimates in the above two math displays are summable in nn by the definition of unu_{n} from (6.4) and choice of γ\gamma from (6.2). In view of the union bound in (6.5), this proves (6.3).

6.1.2. Lower Bound

For each n>0n\in\mathbb{Z}_{>0} set n:=[exp(en),exp(en+1)]\mathcal{I}_{n}:=[\exp(e^{n}),\exp(e^{n+1})]. Take ε>0\varepsilon>0 and consider γ=(1/wε)2/3\gamma=(1/w-\varepsilon)^{2/3} where ww is defined in (6.1). Note that by Borel-Cantelli Lemma it is enough to show

n=1(1n23suptn(𝔥t(0)t13)γ)<.\displaystyle\sum_{n=1}^{\infty}\mathbb{P}\bigg{(}\frac{1}{n^{\frac{2}{3}}}\sup_{t\in\mathcal{I}_{n}}\bigg{(}\frac{\mathfrak{h}_{t}(0)}{t^{\frac{1}{3}}}\bigg{)}\leq\gamma\bigg{)}<\infty. (6.6)

Set θ=ε12>0\theta=\frac{\varepsilon}{12}>0. Fix any n>0n\in\mathbb{Z}_{>0} large enough. Let ri=en+ieθnr_{i}=e^{n}+ie^{\theta n} for i1i\geq 1 and set

i:=erieri1, for iKn(θ):=[0,(e1)e(1θ)n].\displaystyle\nabla_{i}:=e^{r_{i}}-e^{r_{i-1}},\quad\mbox{ for }i\in K_{n}(\theta):=[0,(e-1)e^{(1-\theta)n}]\cap\mathbb{Z}. (6.7)

Here er10e^{r_{-1}}\equiv 0. Recall Ht2t1H^{t_{2}\downarrow t_{1}} defined in (5.1). By union bound we have

(1n23suptn(𝔥t(0)t13)γ)\displaystyle\mathbb{P}\bigg{(}\frac{1}{n^{\frac{2}{3}}}\sup_{t\in\mathcal{I}_{n}}\bigg{(}\frac{\mathfrak{h}_{t}(0)}{t^{\frac{1}{3}}}\bigg{)}\leq\gamma\bigg{)}
(supiKn(θ)1n23(𝔥eri(0)eri/3)γ)\displaystyle\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}\frac{1}{n^{\frac{2}{3}}}\Big{(}\frac{\mathfrak{h}_{e^{r_{i}}}(0)}{e^{r_{i}/3}}\Big{)}\leq\gamma\right)
(supiKn(θ)Herieri1eri/3γn2/3+1)+iKn(θ)(|𝔥eri(0)Herieri1eri/3|1)\displaystyle\leq\mathbb{P}\Big{(}\sup_{i\in K_{n}(\theta)}\frac{H^{e^{r_{i}}\downarrow e^{r_{i-1}}}}{e^{r_{i}/3}}\leq\gamma n^{2/3}+1\Big{)}+\sum_{i\in K_{n}(\theta)}\mathbb{P}\left(\left|\frac{\mathfrak{h}_{e^{r_{i}}}(0)-H^{e^{r_{i}}\downarrow e^{r_{i-1}}}}{e^{r_{i}/3}}\right|\geq 1\right)
(supiKn(θ)Yiγn23+2)+Cexp(1Ce13enθ)en(1θ).\displaystyle\leq\mathbb{P}\Big{(}\sup_{i\in K_{n}(\theta)}Y_{i}\leq\gamma n^{\frac{2}{3}}+2\Big{)}+\mathrm{C}\exp\Big{(}-\tfrac{1}{\mathrm{C}}e^{\tfrac{1}{3}e^{n\theta}}\Big{)}e^{n(1-\theta)}. (6.8)

The last estimate above follows from Theorem 5.1 taking x1,aeri1,teriri11x\mapsto 1,a\mapsto e^{r_{i-1}},t\mapsto e^{r_{i}-r_{i-1}}-1. Clearly the last term is summable in nn. Here

Yi\displaystyle Y_{i} =(i)13supz(𝔥0(z)+(z,eti1;0,eti))=supz(𝔥0((i)23z)(i)13+𝒜i(z)z2)\displaystyle=(\nabla_{i})^{-\frac{1}{3}}\sup_{z}\Big{(}\mathfrak{h}_{0}(z)+\mathcal{L}(z,e^{t_{i-1}};0,e^{t_{i}})\Big{)}=\sup_{z}\bigg{(}\frac{\mathfrak{h}_{0}((\nabla_{i})^{\frac{2}{3}}z)}{(\nabla_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(z)-z^{2}\bigg{)}

where {𝒜i()}iKn(θ)\{\mathcal{A}_{i}(\cdot)\}_{i\in K_{n}(\theta)} are independent stationary Airy2\text{Airy}_{2} processes. To estimate the first term in r.h.s. of (6.8), we now consider two cases.

Case 1. 𝔥0\mathfrak{h}_{0} is non-random Here YiY_{i}’s are independent. Then for all large enough nn we may bound the first term in r.h.s of (6.8) as follows.

(supiKn(θ)Yiγn23+2)\displaystyle\mathbb{P}\Big{(}\sup_{i\in K_{n}(\theta)}Y_{i}\leq\gamma n^{\frac{2}{3}}+2\Big{)} iKn(θ)(Yiγn2/3+2)\displaystyle\leq\prod_{i\in K_{n}(\theta)}\mathbb{P}\left(Y_{i}\leq\gamma n^{2/3}+2\right)
iKn(θ)(𝔥0(0)(i)13+𝒜i(0)γn2/3+2)\displaystyle\leq\prod_{i\in K_{n}(\theta)}\mathbb{P}\left(\frac{\mathfrak{h}_{0}(0)}{(\nabla_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(0)\leq\gamma n^{2/3}+2\right)
iKn(θ)(TWGUEγn2/3+3),\displaystyle\leq\prod_{i\in K_{n}(\theta)}\mathbb{P}\left(\operatorname{TW}_{\operatorname{GUE}}\leq\gamma n^{2/3}+3\right), (6.9)

where in the last line we use the fact that |𝔥0(0)|σ(i)13|\mathfrak{h}_{0}(0)|\leq\sigma\leq(\nabla_{i})^{\frac{1}{3}} for all large enough nn. Using precise upper tail bounds for Tracy-Widom distribution [RRV11] we see that

r.h.s. of (6.9)(1Cexp((43+ε)γ3/2n))(e1)en(1θ)exp(C(e1)en(1θ)n(17ε12))\displaystyle\mbox{r.h.s.~{}of \eqref{eq:line1}}\leq(1-\mathrm{C}\exp(-(\tfrac{4}{3}+\varepsilon)\gamma^{3/2}n))^{(e-1)e^{n(1-\theta)}}\leq\exp(-\mathrm{C}(e-1)e^{n(1-\theta)-n(1-\tfrac{7\varepsilon}{12})})

where the last line follows by recalling that γ3/2=(3/4ε)\gamma^{3/2}=(3/4-\varepsilon) in this case. As θ=ε12\theta=\frac{\varepsilon}{12} we see that the above estimate is summable nn which in turns shows (6.6) for this case.

Case 2. 𝔥0\mathfrak{h}_{0} is Brownian For 𝔥0(z)=𝔅(z)\mathfrak{h}_{0}(z)=\mathfrak{B}(z), YiY_{i}’s are no longer independent. However we may set ζ=exp(13enθ)\zeta=\exp(\frac{1}{3}e^{n\theta}), and define

Yi:=supz[ζ1,ζ](𝔅((i)23z)(i)13+𝒜i(z)z2)\displaystyle Y^{\prime}_{i}:=\sup_{z\in[\zeta^{-1},\zeta]}\bigg{(}\frac{\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}z)}{(\nabla_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(z)-z^{2}\bigg{)} (6.10)

and

Yi′′:=supz[ζ1,ζ](𝔅((i)23z)𝔅((i)23ζ1)(i)13+𝒜i(z)z2).\displaystyle Y_{i}^{\prime\prime}:=\sup_{z\in[\zeta^{-1},\zeta]}\bigg{(}\frac{\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}z)-\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}\zeta^{-1})}{(\nabla_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(z)-z^{2}\bigg{)}.

Note that YiYiY_{i}^{\prime}\leq Y_{i} and Yi′′=Yi𝔅((i)23ζ1)(i)13Y_{i}^{\prime\prime}=Y_{i}^{\prime}-\frac{\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}\zeta^{-1})}{(\nabla_{i})^{\frac{1}{3}}}. Note that the intervals [ζ1(i)23,ζ(i)23][\zeta^{-1}(\nabla_{i})^{\frac{2}{3}},\zeta(\nabla_{i})^{\frac{2}{3}}] and [ζ1(i+1)23,ζ(i+1)23][\zeta^{-1}(\nabla_{i+1})^{\frac{2}{3}},\zeta(\nabla_{i+1})^{\frac{2}{3}}] do not overlap. This ensures {Yi′′}iKn(θ)\{Y_{i}^{\prime\prime}\}_{i\in K_{n}(\theta)} are independent. Also notice that

Consequently by union bound,

(supiKn(θ)Yin23γ+1)\displaystyle\mathbb{P}\bigg{(}\sup_{i\in K_{n}(\theta)}Y_{i}\leq n^{\frac{2}{3}}\gamma+1\bigg{)} (supiKn(θ)Yin23γ+1)\displaystyle\leq\mathbb{P}\bigg{(}\sup_{i\in K_{n}(\theta)}Y^{\prime}_{i}\leq n^{\frac{2}{3}}\gamma+1\bigg{)}
(supiKn(θ)Yi′′n23γ+2)+iKn(θ)(|YiYi′′|1)\displaystyle\leq\mathbb{P}\bigg{(}\sup_{i\in K_{n}(\theta)}Y_{i}^{\prime\prime}\leq n^{\frac{2}{3}}\gamma+2\bigg{)}+\sum_{i\in K_{n}(\theta)}\mathbb{P}\Big{(}|Y_{i}^{\prime}-Y_{i}^{\prime\prime}|\geq 1\Big{)}
iKn(θ)(Yi′′n23γ+2)+Cen(1θ)exp(1Cζ),\displaystyle\leq\prod_{i\in K_{n}(\theta)}\mathbb{P}\bigg{(}Y_{i}^{\prime\prime}\leq n^{\frac{2}{3}}\gamma+2\bigg{)}+\mathrm{C}e^{n(1-\theta)}\exp(-\tfrac{1}{\mathrm{C}}\zeta),

where the last line follows from independence of Yi′′Y_{i}^{\prime\prime}’s and the fact that

(|YiYi′′|1)=(|𝔅(i)23ζ1)(i)13|1)Cexp(1Cζ).\mathbb{P}\Big{(}|Y_{i}^{\prime}-Y_{i}^{\prime\prime}|\geq 1\Big{)}=\mathbb{P}\bigg{(}\Big{|}\frac{\mathfrak{B}(\nabla_{i})^{\frac{2}{3}}\zeta^{-1})}{(\nabla_{i})^{\frac{1}{3}}}\Big{|}\geq 1\bigg{)}\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}\zeta).

By union bound and Lemma 2.8 (d) we see that for nn large enough

(Yi′′n23γ+2)\displaystyle\mathbb{P}\Big{(}Y_{i}^{\prime\prime}\leq n^{\frac{2}{3}}\gamma+2\Big{)} (supz[ζ1,ζ](𝔅((i)23z)(i)13+𝒜i(z)z2)n23γ+3)+(|𝔅((i)23ζ1)|(i)131)\displaystyle\leq\mathbb{P}\Big{(}\sup_{z\in[\zeta^{-1},\zeta]}\Big{(}\frac{\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}z)}{(\nabla_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(z)-z^{2}\Big{)}\leq n^{\frac{2}{3}}\gamma+3\Big{)}+\mathbb{P}\bigg{(}\frac{|\mathfrak{B}((\nabla_{i})^{\frac{2}{3}}\zeta^{-1})|}{(\nabla_{i})^{\frac{1}{3}}}\geq 1\bigg{)}
1exp((2+ε3)nγ32)+Cexp(1Cζ)\displaystyle\leq 1-\exp\big{(}-(\tfrac{2+\varepsilon}{3})n\gamma^{\frac{3}{2}}\big{)}+\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}\zeta)
1e(1ε6)n+Cexp(1Cζ)\displaystyle\leq 1-e^{-(1-\frac{\varepsilon}{6})n}+\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}\zeta)

where in the last line we use the fact that γ3/2=(3/2ε)\gamma^{3/2}=(3/2-\varepsilon) in this case. Consequently, we have

iKn(θ)(Yi′′n23γ+2)\displaystyle\prod_{i\in K_{n}(\theta)}\mathbb{P}\Big{(}Y_{i}^{\prime\prime}\leq n^{\frac{2}{3}}\gamma+2\Big{)} (11Ce(1ε6)n+Cexp(1Ce13enθ))(e1)en(1θ)\displaystyle\leq\Big{(}1-\tfrac{1}{\mathrm{C}}e^{-(1-\frac{\varepsilon}{6})n}+\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}e^{\frac{1}{3}e^{n\theta}})\Big{)}^{(e-1)e^{n(1-\theta)}}
exp((e1)en(1θ)(e(1ε6)nCexp(1Ce13enθ)))\displaystyle\leq\exp\Big{(}-(e-1)e^{n(1-\theta)}\Big{(}e^{-(1-\frac{\varepsilon}{6})n}-\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}e^{\frac{1}{3}e^{n\theta}})\Big{)}\Big{)}

which is summable in nn for θ=ε12\theta=\frac{\varepsilon}{12}. This concludes the proof of (6.6).

6.2. Short time LIL: Proof of Theorem 1.5

We now turn towards the proof of the short time LIL: Theorem 1.5. As with the proof of Theorem 1.3 and 1.4, it is enough to show

lim supt1𝔥t(0)𝔥1(0)(t1)13(loglog1t1)23(32)23,lim supt1𝔥t(0)𝔥1(0)(t1)13(loglog1t1)23(32)23.\limsup_{t\downarrow 1}\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{1}(0)}{(t-1)^{\frac{1}{3}}(\log\log\frac{1}{t-1})^{\frac{2}{3}}}\leq(\tfrac{3}{2})^{\frac{2}{3}},\qquad\limsup_{t\downarrow 1}\frac{\mathfrak{h}_{t}(0)-\mathfrak{h}_{1}(0)}{(t-1)^{\frac{1}{3}}(\log\log\frac{1}{t-1})^{\frac{2}{3}}}\geq(\tfrac{3}{2})^{\frac{2}{3}}. (6.11)

We now proceed to show the above lower bound and upper bound in Section 6.2.1 and Section 6.2.2 respectively.

6.2.1. Upper Bound

Fix δ>0\delta>0. For simplicity let us write 𝔥t:=𝔥t(0)\mathfrak{h}_{t}:=\mathfrak{h}_{t}(0). Fix ρ(0,1)\rho\in(0,1) to be chosen appropriately in terms of δ\delta later. Consider sn=1+ρns_{n}=1+\rho^{n}. Note that for all large enough nn

supt[sn+1,sn]|𝔥t𝔥1|(t1)13\displaystyle\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{1}|}{(t-1)^{\frac{1}{3}}} |𝔥sn𝔥1|(sn+11)13+supt[sn+1,sn]|𝔥t𝔥sn|(sn+11)13\displaystyle\leq\frac{|\mathfrak{h}_{s_{n}}-\mathfrak{h}_{1}|}{(s_{n+1}-1)^{\frac{1}{3}}}+\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{s_{n}}|}{(s_{n+1}-1)^{\frac{1}{3}}}
=ρ13|𝔥sn𝔥1|(sn1)13+(ρ11)13supt[sn+1,sn]|𝔥t𝔥sn|(snsn+1)13.\displaystyle=\rho^{-\frac{1}{3}}\frac{|\mathfrak{h}_{s_{n}}-\mathfrak{h}_{1}|}{(s_{n}-1)^{\frac{1}{3}}}+(\rho^{-1}-1)^{\frac{1}{3}}\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{s_{n}}|}{(s_{n}-s_{n+1})^{\frac{1}{3}}}.

By union bound we have

(supt[sn+1,sn]|𝔥t𝔥1|(t1)13(loglog1t1)23(32)23+δ)\displaystyle\mathbb{P}\left(\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{1}|}{(t-1)^{\frac{1}{3}}(\log\log\frac{1}{t-1})^{\frac{2}{3}}}\geq(\tfrac{3}{2})^{\frac{2}{3}}+\delta\right)
(supt[sn+1,sn]|𝔥t𝔥1|(t1)13((32)23+δ)log23n)\displaystyle\leq\mathbb{P}\left(\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{1}|}{(t-1)^{\frac{1}{3}}}\geq\big{(}(\tfrac{3}{2})^{\frac{2}{3}}+\delta)\log^{\frac{2}{3}}n\right)
(ρ13|𝔥sn𝔥1|(sn1)13((32)23+δ2)log23n)\displaystyle\leq\mathbb{P}\left(\rho^{-\frac{1}{3}}\frac{|\mathfrak{h}_{s_{n}}-\mathfrak{h}_{1}|}{(s_{n}-1)^{\frac{1}{3}}}\geq\big{(}(\tfrac{3}{2})^{\frac{2}{3}}+\tfrac{\delta}{2}\big{)}\log^{\frac{2}{3}}n\right)
+((ρ11)13supt[sn+1,sn]|𝔥t𝔥sn|(snsn+1)13δ2log23n).\displaystyle\hskip 56.9055pt+\mathbb{P}\left((\rho^{-1}-1)^{\frac{1}{3}}\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{s_{n}}|}{(s_{n}-s_{n+1})^{\frac{1}{3}}}\geq\tfrac{\delta}{2}\log^{\frac{2}{3}}n\right).

We apply Proposition 4.5 with ε=δ100\varepsilon=\frac{\delta}{100} and get

(ρ13|𝔥sn𝔥1|(sn1)13((32)23+δ2)log23n)Cexp(ρ1/2(23δ100)((32)23+δ2)3/2logn).\mathbb{P}\left(\rho^{-\frac{1}{3}}\frac{|\mathfrak{h}_{s_{n}}-\mathfrak{h}_{1}|}{(s_{n}-1)^{\frac{1}{3}}}\geq((\tfrac{3}{2})^{\frac{2}{3}}+\tfrac{\delta}{2})\log^{\frac{2}{3}}n\right)\leq\mathrm{C}\exp\Big{(}-\rho^{1/2}(\tfrac{2}{3}-\tfrac{\delta}{100})((\tfrac{3}{2})^{\frac{2}{3}}+\tfrac{\delta}{2})^{3/2}\log n\Big{)}. (6.12)

On the other hand, by Proposition 4.7 we have

((ρ11)13supt[sn+1,sn]|𝔥t𝔥sn|(snsn+1)13δ2log23n)Cexp(1Cδ3/2(ρ11)1/223/2logn).\mathbb{P}\left((\rho^{-1}-1)^{\frac{1}{3}}\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{s_{n}}|}{(s_{n}-s_{n+1})^{\frac{1}{3}}}\geq\tfrac{\delta}{2}\log^{\frac{2}{3}}n\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}\frac{{\delta}^{3/2}}{(\rho^{-1}-1)^{1/2}2^{3/2}}\log n\right). (6.13)

Now one can choose ρ=ρ(δ)\rho=\rho(\delta) close to 11 but less than 11 so that the coefficient of logn\log n on r.h.s. of (6.12) and (6.13) is strictly larger than 11. This forces both the estimates on (6.12) and (6.13) summable in nn. Thus for this choice of ρ\rho we have

n=1(supt[sn+1,sn]|𝔥t𝔥1|(t1)13(loglog1t1)23(32)23+δ)<.\displaystyle\sum_{n=1}^{\infty}\mathbb{P}\Big{(}\sup_{t\in[s_{n+1},s_{n}]}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{1}|}{(t-1)^{\frac{1}{3}}(\log\log\frac{1}{t-1})^{\frac{2}{3}}}\geq(\tfrac{3}{2})^{\frac{2}{3}}+\delta\Big{)}<\infty.

By Borell Cantelli Lemma with probability 11

lim supt1|𝔥t𝔥1|(t1)13(loglog(t1)1)23(32)23+δ.\limsup_{t\downarrow 1}\frac{|\mathfrak{h}_{t}-\mathfrak{h}_{1}|}{(t-1)^{\frac{1}{3}}(\log\log(t-1)^{-1})^{\frac{2}{3}}}\leq(\tfrac{3}{2})^{\frac{2}{3}}+\delta.

Letting δ0\delta\downarrow 0 concludes the upper bound in (6.11).

6.2.2. Lower Bound

For each n>0n\in\mathbb{Z}_{>0} set n:=[exp(en),exp(en+1)]\mathcal{I}_{n}:=[\exp(e^{n}),\exp(e^{n+1})]. Take ε>0\varepsilon>0 and consider γ=(32ε)23\gamma=\left(\frac{3}{2}-\varepsilon\right)^{\frac{2}{3}}. Note that by Borel-Cantelli Lemma it is enough to show

n=1(1n23suptn𝔥1+t1(0)𝔥1(0)t13γ)<.\displaystyle\sum_{n=1}^{\infty}\mathbb{P}\left(\frac{1}{n^{\frac{2}{3}}}\sup_{t\in\mathcal{I}_{n}}\frac{\mathfrak{h}_{1+t^{-1}}(0)-\mathfrak{h}_{1}(0)}{t^{-\frac{1}{3}}}\leq\gamma\right)<\infty. (6.14)

Set θ=ε12>0\theta=\frac{\varepsilon}{12}>0. Fix any n>0n\in\mathbb{Z}_{>0} large enough. Let ri=en+ieθnr_{i}=e^{n}+ie^{\theta n} for i1i\geq 1 and set

Λi:=eri1eri, for iKn(θ):=[0,(e1)e(1θ)n].\displaystyle\Lambda_{i}:=e^{-r_{i-1}}-e^{-r_{i}},\quad\mbox{ for }i\in K_{n}(\theta):=[0,(e-1)e^{(1-\theta)n}]\cap\mathbb{Z}.

Here er10e^{-r_{-1}}\equiv 0. Recall H1t2t1H_{1}^{t_{2}\downarrow t_{1}} defined in (5.2). Observe that

(1n23suptn𝔥1+t1(0)𝔥1(0)t13γ)\displaystyle\mathbb{P}\left(\frac{1}{n^{\frac{2}{3}}}\sup_{t\in\mathcal{I}_{n}}\frac{\mathfrak{h}_{1+t^{-1}}(0)-\mathfrak{h}_{1}(0)}{t^{-\frac{1}{3}}}\leq\gamma\right) (supiKn(θ)𝔥1+eri(0)𝔥1(0)eri/3γn2/3)\displaystyle\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}\frac{\mathfrak{h}_{1+e^{-r_{i}}}(0)-\mathfrak{h}_{1}(0)}{e^{-r_{i}/3}}\leq\gamma n^{2/3}\right)
(supiKn(θ)H1erieri+1𝔥1(0)eri/3γn2/3+1)\displaystyle\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}\frac{H_{1}^{e^{-r_{i}}\downarrow e^{-r_{i+1}}}-\mathfrak{h}_{1}(0)}{e^{-r_{i}/3}}\leq\gamma n^{2/3}+1\right) (6.15)
+iKn(θ)(|𝔥1+eri(0)H1erieri+1eri/3|1).\displaystyle\hskip 28.45274pt+\sum_{i\in K_{n}(\theta)}\mathbb{P}\left(\left|\frac{\mathfrak{h}_{1+e^{-r_{i}}}(0)-H_{1}^{e^{-r_{i}}\downarrow e^{-r_{i+1}}}}{e^{-r_{i}/3}}\right|\geq 1\right). (6.16)

Temporarily set t:=eri+1ri1=eeθn1t:=e^{r_{i+1}-r_{i}}-1=e^{e^{\theta n}}-1, a1:=erieri+1eria^{-1}:=e^{-r_{i}}-e^{-r_{i+1}}\leq e^{-r_{i}} which implies aerieena\geq e^{r_{i}}\geq e^{e^{n}}. Clearly for large enough nn, (a,t)(a,t) is a permissible pair. Thus for the term in (6.16), by Theorem 5.3 we get that

iKn(θ)(|𝔥1+eri(0)H1erieri+1eri/3|1)\displaystyle\sum_{i\in K_{n}(\theta)}\mathbb{P}\left(\left|\frac{\mathfrak{h}_{1+e^{-r_{i}}}(0)-H_{1}^{e^{-r_{i}}\downarrow e^{-r_{i+1}}}}{e^{-r_{i}/3}}\right|\geq 1\right) Ce(1θ)ne23en+1exp(1Ce116eθn)\displaystyle\leq\mathrm{C}e^{(1-\theta)n}e^{\frac{2}{3}e^{n+1}}\exp\left(-\tfrac{1}{\mathrm{C}}e^{\frac{1}{16}e^{\theta n}}\right)
=Cexp((1θ)n+23en+11Ce116eθn)\displaystyle=\mathrm{C}\exp\left((1-\theta)n+\tfrac{2}{3}e^{n+1}-\tfrac{1}{\mathrm{C}}e^{\frac{1}{16}e^{\theta n}}\right)

which is summable over nn. For the term in (6.15) note that

H1erieri+1𝔥1(0)eri/3=(1exp(eθn))13supy[𝔥1((Λi)2/3y)𝔥1(0)Λi1/3+𝒜i(y)y2]\displaystyle\frac{H_{1}^{e^{-r_{i}}\downarrow e^{-r_{i+1}}}-\mathfrak{h}_{1}(0)}{e^{-r_{i}/3}}=(1-\exp(-e^{\theta n}))^{\frac{1}{3}}\cdot\sup_{y\in\mathbb{R}}\left[\frac{\mathfrak{h}_{1}((\Lambda_{i})^{2/3}y)-\mathfrak{h}_{1}(0)}{\Lambda_{i}^{1/3}}+\mathcal{A}_{i}(y)-y^{2}\right]

where 𝒜i\mathcal{A}_{i} are independent stationary Airy2\operatorname{Airy}_{2} processes independent of 𝔥1()\mathfrak{h}_{1}(\cdot). Set ζ=exp(13eθn)\zeta=\exp(\frac{1}{3}e^{\theta n}). Observe that Λi2/3ζ=Λi12/3ζ1\Lambda_{i}^{2/3}\zeta=\Lambda_{{i-1}}^{2/3}\zeta^{-1}. Thus {(Λi2/3ζ1,Λi2/3ζ)}i\{(\Lambda_{i}^{2/3}\zeta^{-1},\Lambda_{i}^{2/3}\zeta)\}_{i} are disjoint intervals. Set an:=Λ02/3ζexp(23r0+13eθn)a_{n}:=\Lambda_{0}^{2/3}\zeta\leq\exp(-\frac{2}{3}r_{0}+\frac{1}{3}e^{\theta n}) and μn:=exp(16r0)ζ1=exp(16r013eθn)\mu_{n}:=\exp(\frac{1}{6}r_{0})\zeta^{-1}=\exp(\frac{1}{6}r_{0}-\frac{1}{3}e^{\theta n}). Define

Yi\displaystyle Y_{i} :=supy[ζ1,ζ][𝔥1((Λi)23y)𝔥1(0)Λi1/3+𝒜i(y)y2],\displaystyle:=\sup_{y\in[\zeta^{-1},\zeta]}\left[\frac{\mathfrak{h}_{1}((\Lambda_{i})^{\frac{2}{3}}y)-\mathfrak{h}_{1}(0)}{\Lambda_{i}^{1/3}}+\mathcal{A}_{i}(y)-y^{2}\right],
Yidrift\displaystyle Y_{i}^{\operatorname{drift}} :=supy[ζ1,ζ][𝔥1μn((Λi)23y)𝔥1μn(0)Λi1/3+𝒜i(y)y2].\displaystyle:=\sup_{y\in[\zeta^{-1},\zeta]}\left[\frac{\mathfrak{h}_{1}^{-\mu_{n}}((\Lambda_{i})^{\frac{2}{3}}y)-\mathfrak{h}_{1}^{-\mu_{n}}(0)}{\Lambda_{i}^{1/3}}+\mathcal{A}_{i}(y)-y^{2}\right].

Recall the event 𝖤1μn(an)\mathsf{E}_{1}^{\mu_{n}}(a_{n}) from (3.5). Observe that by Lemma 3.1 (b) we have

(6.15)(supiKn(θ)Yiγn2/3+2)\displaystyle\eqref{t1}\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}Y_{i}\leq\gamma n^{2/3}+2\right) (supiKn(θ)Yiγn2/3+2,𝖤1μn(an))+(𝖤1μn(an)c)\displaystyle\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}Y_{i}\leq\gamma n^{2/3}+2,\mathsf{E}_{1}^{\mu_{n}}(a_{n})\right)+\mathbb{P}\left(\mathsf{E}_{1}^{\mu_{n}}(a_{n})^{c}\right)
(supiKn(θ)Yidriftγn2/3+2)+(𝖤1μn(an)c).\displaystyle\leq\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}Y_{i}^{\operatorname{drift}}\leq\gamma n^{2/3}+2\right)+\mathbb{P}\left(\mathsf{E}_{1}^{\mu_{n}}(a_{n})^{c}\right).

We claim that

(𝖤1an(μn)c)Cexp(1Cμn3/2)=Cexp(1Cexp(14r012eθn)),\displaystyle\mathbb{P}\left(\mathsf{E}_{1}^{a_{n}}(\mu_{n})^{c}\right)\leq\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}\mu_{n}^{3/2}\right)=\mathrm{C}\exp\left(-\tfrac{1}{\mathrm{C}}\exp(\tfrac{1}{4}r_{0}-\tfrac{1}{2}e^{\theta n})\right), (6.17)

which is summable over nn. We will prove (6.17) in a moment. Let us first finish the proof of the lower bound assuming it.

Note that as a process in xx, by Lemma 2.3 (c) we have 𝔥1μn(x)𝔥1μn(0)=d𝔅(x)μnx\mathfrak{h}_{1}^{-\mu_{n}}(x)-\mathfrak{h}_{1}^{-\mu_{n}}(0)\stackrel{{\scriptstyle d}}{{=}}\mathfrak{B}(x)-\mu_{n}x. As

|μn(i)1/3ζ|=(e12r0ri1e12r0ri)1/3e12r01.\displaystyle|\mu_{n}(\nabla_{i})^{1/3}\zeta|=(e^{\frac{1}{2}r_{0}-r_{i-1}}-e^{\frac{1}{2}r_{0}-r_{i}})^{1/3}\leq e^{-\frac{1}{2}r_{0}}\leq 1.

Thus YidriftYi1Y_{i}^{\operatorname{drift}}\geq Y_{i}^{\prime}-1 where

Yi:=supz[ζ1,ζ](𝔅((Λi)23z)(Λi)13+𝒜i(z)z2).\displaystyle Y^{\prime}_{i}:=\sup_{z\in[\zeta^{-1},\zeta]}\bigg{(}\frac{\mathfrak{B}((\Lambda_{i})^{\frac{2}{3}}z)}{(\Lambda_{i})^{\frac{1}{3}}}+\mathcal{A}_{i}(z)-z^{2}\bigg{)}.

Repeating the arguments of Case 2 of proof of long-time LIL we conclude

n=1(supiKn(θ)Yiγn2/3+3)<.\displaystyle\sum_{n=1}^{\infty}\mathbb{P}\left(\sup_{i\in K_{n}(\theta)}Y_{i}^{\prime}\leq\gamma n^{2/3}+3\right)<\infty. (6.18)

Thus the term in (6.15) is summable in nn. This establishes (6.14) concluding the proof modulo (6.17). Let us now justify (6.17). Observe that for any a[1,1]a\in[-1,1] and μ>0\mu>0 by the same argument as in (3.11) we have

(𝖤1μ(a)c)\displaystyle\mathbb{P}\big{(}\mathsf{E}_{1}^{\mu}(a)^{c}\big{)} (Z10(0)a14μ)+(Z1(a;𝔥0)14μ)\displaystyle\leq\mathbb{P}\Big{(}Z^{0}_{1}(0)\leq a-\tfrac{1}{4}\mu\Big{)}+\mathbb{P}\Big{(}Z_{1}(a;\mathfrak{h}_{0})\geq\tfrac{1}{4}\mu\Big{)}
+(Z10(0)14μa)+(Z1(a;𝔥0)14μ).\displaystyle\hskip 56.9055pt+\mathbb{P}\Big{(}Z^{0}_{1}(0)\geq\tfrac{1}{4}\mu-a\Big{)}+\mathbb{P}\Big{(}Z_{1}(-a;\mathfrak{h}_{0})\leq-\tfrac{1}{4}\mu\Big{)}.

Applying Corollary 3.3 we see that the r.h.s. of above equation is at most Cexp(1Cμ3)\mathrm{C}\exp(-\frac{1}{\mathrm{C}}\mu^{3}) where the C>0\mathrm{C}>0 depends only on 𝔭\mathfrak{p} and is free of aa and μ\mu. As an[1,1]a_{n}\in[-1,1] for all large enough nn, this proves (6.17).

Appendix A Technical Lemmas

In this section we prove two technical lemmas that were used in the main sections. The first is Lemma 4.2 which gives a technical estimate related to Brownian motion. We recall the statement of the result for reader’s convenience.

Lemma A.1 (Lemma 4.2).

There exist universal constants C>0\mathrm{C}>0 such that for all r,s>0r,s>0 we have

(supy,|z|r[𝔅(y)𝔅(z)(yz)24]s)(r+1)Cexp(1Cs3/2)\displaystyle\mathbb{P}\Big{(}\sup_{y\in\mathbb{R},|z|\leq r}\left[\mathfrak{B}(y)-\mathfrak{B}(z)-\tfrac{(y-z)^{2}}{4}\right]\geq s\Big{)}\leq(r+1)\cdot\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)} (A.1)

where 𝔅(x)\mathfrak{B}(x) is a two-sided Brownian motion with diffusion coefficient 22.

Proof.

Fix k1,k2k_{1},k_{2}\in\mathbb{Z}. Define

mk1,k2:=infy[k1,k1+1],z[k2,k2+1]|yz|,𝖠k1,k2\displaystyle m_{k_{1},k_{2}}:=\inf\limits_{y\in[k_{1},k_{1}+1],z\in[k_{2},k_{2}+1]}|y-z|,\quad\mathsf{A}_{k_{1},k_{2}} :={supy[k1,k1+1],z[k2,k2+1][𝔅(y)𝔅(z)(yz)24]s}.\displaystyle:=\Big{\{}\sup_{y\in[k_{1},k_{1}+1],z\in[k_{2},k_{2}+1]}\big{[}\mathfrak{B}(y)-\mathfrak{B}(z)-\tfrac{(y-z)^{2}}{4}\big{]}\geq s\Big{\}}.

Let us set 2supx[0,1]xlog2x=:τ<2\sup_{x\in[0,1]}\sqrt{x\log\frac{2}{x}}=:\tau<\infty We consider the following events

𝖡k1,k2\displaystyle\mathsf{B}_{k_{1},k_{2}} :={supy[k1,k1+1],z[k2,k2+1]|𝔅(y)𝔅(z)𝔅(k1)+𝔅(k2)|s2+mk1,k228},\displaystyle:=\Big{\{}\sup_{y\in[k_{1},k_{1}+1],z\in[k_{2},k_{2}+1]}\big{|}\mathfrak{B}(y)-\mathfrak{B}(z)-\mathfrak{B}({k_{1}})+\mathfrak{B}({k_{2}})\big{|}\geq\tfrac{s}{2}+\tfrac{m_{k_{1},k_{2}}^{2}}{8}\Big{\}},
𝖢k1,k2\displaystyle\mathsf{C}_{k_{1},k_{2}} :={|𝔅(k1)𝔅(k2)|s2+mk1,k228}.\displaystyle:=\Big{\{}|\mathfrak{B}({k_{1}})-\mathfrak{B}({k_{2}})|\geq\tfrac{s}{2}+\tfrac{m_{k_{1},k_{2}}^{2}}{8}\Big{\}}.

Define the 2D random process 𝔉(y,z):=𝔅(y)𝔅(z)\mathfrak{F}(y,z):=\mathfrak{B}(y)-\mathfrak{B}(z). Note that by tail estimates of Brownian motion we have

(|𝔉(y,z+h)𝔉(y,z)|uh)Ceu2C,(|𝔉(y+h,z)𝔉(y,z)|uh)Ceu2C.\displaystyle\mathbb{P}(|\mathfrak{F}(y,z+h)-\mathfrak{F}(y,z)|\geq u\sqrt{h})\leq\mathrm{C}e^{-\frac{u^{2}}{\mathrm{C}}},\quad\mathbb{P}(|\mathfrak{F}(y+h,z)-\mathfrak{F}(y,z)|\geq u\sqrt{h})\leq\mathrm{C}e^{-\frac{u^{2}}{\mathrm{C}}}.

Thus by Lemma 3.3 in [DV21a], we get that

(supy[k1,k1+1],z[k2,k2+1]|𝔉(y,z)𝔉(k1,k2)(zk2)log2zk2+(yk1)log2yk1|u)Ceu2C.\displaystyle\mathbb{P}\Big{(}\sup_{y\in[k_{1},k_{1}+1],z\in[k_{2},k_{2}+1]}\Big{|}\frac{\mathfrak{F}(y,z)-\mathfrak{F}(k_{1},k_{2})}{\sqrt{(z-k_{2})\log\frac{2}{z-k_{2}}}+\sqrt{(y-k_{1})\log\frac{2}{y-k_{1}}}}\Big{|}\geq u\Big{)}\leq\mathrm{C}e^{-\frac{u^{2}}{\mathrm{C}}}.

We can set u=1τ(s2+mk1,k228)u=\frac{1}{\tau}\big{(}\frac{s}{2}+\frac{m_{k_{1},k_{2}}^{2}}{8}\big{)} and adjust the constants to get

(𝖡k1,k2)Cexp(1C(4s+mk1,k22)2).\displaystyle\mathbb{P}\big{(}\mathsf{B}_{k_{1},k_{2}}\big{)}\leq\mathrm{C}\exp\Big{(}-\tfrac{1}{\mathrm{C}}(4s+m_{k_{1},k_{2}}^{2})^{2}\Big{)}.

On the other hand when k1=k2k_{1}=k_{2}, the event 𝖢k1,k2\mathsf{C}_{k_{1},k_{2}} has probability zero. For k1k2k_{1}\neq k_{2} by stationary increment properties of Brownian motion we have

(|𝔅(k1)𝔅(k2)|s2+mk1,k228)Cexp(1C(4s+mk1,k22)2|k1k2|).\displaystyle\mathbb{P}\Big{(}|\mathfrak{B}({k_{1}})-\mathfrak{B}({k_{2}})|\geq\tfrac{s}{2}+\tfrac{m_{k_{1},k_{2}}^{2}}{8}\Big{)}\leq\mathrm{C}\exp\Big{(}-\tfrac{1}{\mathrm{C}}\frac{(4s+m_{k_{1},k_{2}}^{2})^{2}}{|k_{1}-k_{2}|}\Big{)}.

Since 𝖠k1,k2𝖡k1,k2𝖢k1,k2\mathsf{A}_{k_{1},k_{2}}\subset\mathsf{B}_{k_{1},k_{2}}\cup\mathsf{C}_{k_{1},k_{2}}, by union bound we get

(𝖠k1,k2)Cexp(1C(4s+mk1,k22)2)+Cexp(1C(4s+mk1,k22)2|k1k2|)𝟏k1k2\displaystyle\mathbb{P}(\mathsf{A}_{k_{1},k_{2}})\leq\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}(4s+m_{k_{1},k_{2}}^{2})^{2}\big{)}+\mathrm{C}\exp\Big{(}-\frac{1}{\mathrm{C}}\frac{(4s+m_{k_{1},k_{2}}^{2})^{2}}{|k_{1}-k_{2}|}\Big{)}\mathbf{1}_{k_{1}\neq k_{2}}

Fixing k2k_{2}, we first take the sum over k1k_{1}\in\mathbb{Z}. Since mk1,k212|k1k2|m_{k_{1},k_{2}}\geq\frac{1}{2}|k_{1}-k_{2}| whenever |k1k2|2|k_{1}-k_{2}|\geq 2, the first term sums to c1exp(c2s2)c_{1}\exp(-c_{2}s^{2}). For the second term we approximate the sum as an integral. Indeed,

k1Cexp(1C(4s+mk1,k22)2|k1k2|)𝟏k1k2Cexp(1C(s+|x|2)2|x|)dxCexp(1Cs3/2).\displaystyle\sum_{k_{1}\in\mathbb{Z}}\mathrm{C}\exp\Big{(}-\tfrac{1}{\mathrm{C}}\frac{(4s+m_{k_{1},k_{2}}^{2})^{2}}{|k_{1}-k_{2}|}\Big{)}\mathbf{1}_{k_{1}\neq k_{2}}\leq\mathrm{C}\int_{\mathbb{R}}\exp\left(-\tfrac{1}{\mathrm{C}}\frac{(s+|x|^{2})^{2}}{|x|}\right)\mathrm{d}x\leq\mathrm{C}\exp(-\tfrac{1}{\mathrm{C}}s^{3/2}).

The last inequality follows by noting that the exponent attains maximum of c2s3/2-c_{2}s^{3/2} when |x|=s|x|=\sqrt{s}. Thus by union bound again,

l.h.s. of (A.1)k2=rrk1(𝖠k1,k2)(r+1)Cexp(1Cs3/2).\displaystyle\mbox{l.h.s.~{}of \eqref{eq:b_bb1}}\leq\sum_{k_{2}=-\lceil r\rceil}^{\lceil r\rceil}\sum_{k_{1}\in\mathbb{Z}}\mathbb{P}(\mathsf{A}_{k_{1},k_{2}})\leq(r+1)\cdot\mathrm{C}\exp\big{(}-\tfrac{1}{\mathrm{C}}s^{{3/2}}\big{)}.

This completes the proof. ∎

We next collect an elementary real analysis inequality that is used in defining permissible pairs in Definition 5.2.

Lemma A.2 (Real Analysis Inequality).

For each α>1\alpha>1, there exists a constant Δα>0\Delta_{\alpha}>0 such that for all γ2\gamma\geq 2 we have

supx[0,1][x12logα1xγx2]Δαγ13log4α/3γ.\displaystyle\sup_{x\in[0,1]}\left[x^{\frac{1}{2}}\log^{\alpha}\tfrac{1}{x}-\gamma x^{2}\right]\leq\Delta_{\alpha}\gamma^{-\frac{1}{3}}\log^{4\alpha/3}\gamma.
Proof.

We use C>0\mathrm{C}>0 to denote a generic constant dependent only on α\alpha changing from line to line. Let y=xγ23y=x\gamma^{\frac{2}{3}} so that

supx[0,1][x12logα1xγx2]=supy[0,γ23]γ13[y12logαγ2/3yy2].\displaystyle\sup_{x\in[0,1]}\left[x^{\frac{1}{2}}\log^{\alpha}\tfrac{1}{x}-\gamma x^{2}\right]=\sup_{y\in[0,\gamma^{\frac{2}{3}}]}\gamma^{-\frac{1}{3}}\left[y^{\frac{1}{2}}\log^{\alpha}\tfrac{\gamma^{2/3}}{y}-y^{2}\right].

Note that for y[0,1]y\in[0,1],

y12logαγ2/3y2α[y12logαγ2/3+y12logα1y]Clogαγ.\displaystyle y^{\frac{1}{2}}\log^{\alpha}\tfrac{\gamma^{2/3}}{y}\leq 2^{\alpha}\left[y^{\frac{1}{2}}\log^{\alpha}\gamma^{2/3}+y^{\frac{1}{2}}\log^{\alpha}\tfrac{1}{y}\right]\leq\mathrm{C}\log^{\alpha}\gamma.

For y[1,γ2/3]y\in[1,\gamma^{2/3}] we have

y12logαγ2/3yy2y12logαγ2/3y2Clog4α/3γ,\displaystyle y^{\frac{1}{2}}\log^{\alpha}\tfrac{\gamma^{2/3}}{y}-y^{2}\leq y^{\frac{1}{2}}\log^{\alpha}\gamma^{2/3}-y^{2}\leq\mathrm{C}\log^{4\alpha/3}\gamma,

where the last inequality follows from the fact that yry2\sqrt{y}r-y^{2} is concave in yy and attains maximum at y=(r/4)2/3y=(r/4)^{2/3}. Combining the last two displays we obtain the required inequality. ∎

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