English

Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation

Probability 2023-09-28 v2

Abstract

Our object of study is the asymptotic growth of heaviest paths in a charged (weighted with signed weights) complete directed acyclic graph. Edge charges are i.i.d. random variables with common distribution FF supported on [,1][-\infty,1] with essential supremum equal to 11 (a charge of -\infty is understood as the absence of an edge). The asymptotic growth rate is a constant that we denote by C(F)C(F). Even in the simplest case where F=pδ1+(1p)δF=p\delta_1 + (1-p)\delta_{-\infty}, corresponding to the longest path in the Barak-Erd\H{o}s random graph, there is no closed-form expression for this function, but good bounds do exist. In this paper we construct a Markovian particle system that we call "Max Growth System" (MGS), and show how it is related to the charged random graph. The MGS is a generalization of the Infinite Bin Model that has been the object of study of a number of papers. We then identify a random functional of the process that admits a stationary version and whose expectation equals the unknown constant C(F)C(F). Furthermore, we construct an effective perfect simulation algorithm for this functional which produces samples from the random functional.

Keywords

Cite

@article{arxiv.2110.01559,
  title  = {Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation},
  author = {Sergey Foss and Takis Konstantopoulos and Bastien Mallein and Sanjay Ramassamy},
  journal= {arXiv preprint arXiv:2110.01559},
  year   = {2023}
}

Comments

17 pages, 3 figures. Final accepted version