Convergence of the rescaled Whittaker stochastic differential equations and independent sums

We study some SDEs derived from the $q\to 1$ limit of a 2D surface growth model called the $q$-Whittaker process. The fluctuations are proven to exhibit Gaussian characteristics that "come down from infinity": After rescaling and re-centering, convergence to the time-inverted stationary additive stochastic heat equation holds. The point of view in this paper is a probabilistic representation of the SDEs by independent sums. By this connection, the normal and Poisson approximations and the in-between slow decorrelation, all in particular integrated forms, explain the convergence of the re-centered covariance functions. With bounds and divergent constants from these approximations, the proof of the process-level convergence identifies additional divergent terms in the dynamics and considers cancellation arguments that treat the independent sums as discrete spin systems.

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