English

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 L(t,t)L(t,t) from (0,0)(0,0) to (t,t)(t,t) is equal to 2E(tX(t))+2\mathbb {E}(t-X(t))_+, where X(t)X(t) is the location of a second class particle at time tt. This implies that both E(tX(t))+\mathbb {E}(t-X(t))_+ and the variance of L(t,t)L(t,t) are of order t2/3t^{2/3}. 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)