Lower Deviations in $\beta$-ensembles and Law of Iterated Logarithm in Last Passage Percolation
Abstract
For the last passage percolation (LPP) on with exponential passage times, let denote the passage time from to . We investigate the law of iterated logarithm of the sequence ; we show that almost surely converges to a deterministic negative constant and obtain some estimates on the same. This settles a conjecture of Ledoux (J. Theor. Probab., 2018) where a related lower bound and similar results for the corresponding upper tail were proved. Our proof relies on a slight shift in perspective from point-to-point passage times to considering point-to-line passage times instead, and exploiting the correspondence of the latter to the largest eigenvalue of the Laguerre Orthogonal Ensemble (LOE). A key technical ingredient, which is of independent interest, is a new lower bound of lower tail deviation probability of the largest eigenvalue of -Laguerre ensembles, which extends the results proved in the context of the -Hermite ensembles by Ledoux and Rider (Electron. J. Probab., 2010).
Keywords
Cite
@article{arxiv.1909.01333,
title = {Lower Deviations in $\beta$-ensembles and Law of Iterated Logarithm in Last Passage Percolation},
author = {Riddhipratim Basu and Shirshendu Ganguly and Milind Hegde and Manjunath Krishnapur},
journal= {arXiv preprint arXiv:1909.01333},
year = {2019}
}
Comments
21 pages, 1 figure