Order of the variance in the discrete Hammersley process with boundaries
Abstract
We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of Bernoulli points that can be collected on a piecewise linear path, where each segment has strictly positive but finite slope. We show that along characteristic directions the order of the variance of the last passage time is of order in the model with boundary. These characteristic directions are restricted in a cone starting at the origin, and along any direction outside the cone, the order of the variance changes to in the boundary model and to for the non-boundary model. This behaviour is the result of the two flat edges of the shape function.
Cite
@article{arxiv.1712.06479,
title = {Order of the variance in the discrete Hammersley process with boundaries},
author = {Federico Ciech and Nicos Georgiou},
journal= {arXiv preprint arXiv:1712.06479},
year = {2017}
}
Comments
47 pages, 4 figures