On the local fluctuations of last-passage percolation models
Probability
2013-11-07 v1
Abstract
Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a certain monotonicity and good control over the equilibrium measures of the Hammersley model (local comparison).
Keywords
Cite
@article{arxiv.1311.1349,
title = {On the local fluctuations of last-passage percolation models},
author = {Eric Cator and Leandro Pimentel},
journal= {arXiv preprint arXiv:1311.1349},
year = {2013}
}
Comments
14 pages