We study generalized Hopf–Cole transformations motivated by the Schrödinger bridge problem, which can be seen as a boundary value Hamiltonian system on the Wasserstein space. We prove that generalized Hopf–Cole transformations are symplectic submersions in the Wasserstein symplectic geometry. Many examples, including a Hopf–Cole transformation for the shallow water equations, are given. Based on this transformation, energy splitting inequalities are provided.

The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more generally the two-dimensional space-time fluctuation field, is less well understood. We consider this question for the periodic TASEP (totally asymmetric simple exclusion process). For a particular initial condition, we evaluate the multitime and multilocation distribution explicitly in terms of a multiple integral involving a Fredholm determinant. We then evaluate the large-time limit in the so-called relaxation time scale.

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Suppose that $\eta$ is a Schramm-Loewner evolution ($\SLE_\kappa$) in a smoothly bounded simply connected domain $D \subset \C$ and that $\phi$ is a conformal map from $\D$ to a connected component of $D \setminus \eta([0,t])$ for some $t>0$. The multifractal spectrum of $\eta$ is the function $(-1,1) \to [0,\infty)$ which, for each $s \in (-1,1)$, gives the Hausdorff dimension of the set of points $x \in \partial \D$ such that $|\phi'( (1-\epsilon) x)| = \epsilon^{-s+o(1)}$ as $\epsilon \to 0$. We rigorously compute the a.s.\ multifractal spectrum of $\SLE$, confirming a prediction due to Duplantier. As corollaries, we confirm a conjecture made by Beliaev and Smirnov for the a.s.\ bulk integral means spectrum of $\SLE$, we obtain the optimal H\"older exponent for a conformal map which uniformizes the complement of an $\SLE$ curve, and we obtain a new derivation of the a.s.\ Hausdorff dimension of the $\SLE$ curve for $\kappa \leq 4$. Our results also hold for the $\SLE_\kappa(\ul\rho)$ processes with general vectors of weight $\ul\rho$.

We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability that it returns to the true root state converges to 1 as the number of leaves tends to infinity. We also derive quantitative bounds on the error of reconstruction. Our results answer a question of Gascuel and Steel [GS10] and have implications for ancestral sequence reconstruction in a classical evolutionary model of nucleotide insertion and deletion [TKF91].