Second class particles and cube root asymptotics for Hammersley's process
Probability
2007-05-23 v2 Mathematical Physics
math.MP
Abstract
We show that, for a stationary version of Hammersley's process, with Poisson sources on the positive x-axis and Poisson sinks on the positive y-axis, the variance of the length of a longest weakly North--East path from to is equal to , where is the location of a second class particle at time . This implies that both and the variance of are of order . Proofs are based on the relation between the flux and the path of a second class particle, continuing the approach of Cator and Groeneboom [Ann. Probab. 33 (2005) 879--903].
Keywords
Cite
@article{arxiv.math/0603345,
title = {Second class particles and cube root asymptotics for Hammersley's process},
author = {Eric Cator and Piet Groeneboom},
journal= {arXiv preprint arXiv:math/0603345},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009117906000000089 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)