A GUE Central Limit Theorem and Universality of Directed First and Last Passage Site Percolation
Probability
2007-05-23 v2
Abstract
We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the Tracy-Widom law.
Keywords
Cite
@article{arxiv.math/0412369,
title = {A GUE Central Limit Theorem and Universality of Directed First and Last Passage Site Percolation},
author = {Jinho Baik and Toufic M. Suidan},
journal= {arXiv preprint arXiv:math/0412369},
year = {2007}
}
Comments
8 pages. To appear in IMRN