English

Tail decay for the distribution of the endpoint of a directed polymer

Mathematical Physics 2015-06-12 v2 math.MP Probability Exactly Solvable and Integrable Systems

Abstract

We obtain an asymptotic expansion for the tails of the random variable \tcal=argmaxuR(A2(u)u2)\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2) where A2\mathcal{A}_2 is the Airy2_2 process. Using the formula of Schehr \cite{Sch} that connects the density function of \tcal\tcal to the Hastings-McLeod solution of the second Painlev\'e equation, we prove that as tt\rightarrow\infty, P(\tcal>t)=Ce4/3φ(t)t145/32(1+O(t3/4))\mathbb{P}(|\tcal|>t)=Ce^{-4/3\varphi(t)}t^{-145/32}(1+O(t^{-3/4})), where φ(t)=t32t3/2+3t3/4\varphi(t)=t^3-2t^{3/2}+3t^{3/4}, and the constant CC is given explicitly.

Keywords

Cite

@article{arxiv.1212.3816,
  title  = {Tail decay for the distribution of the endpoint of a directed polymer},
  author = {Thomas Bothner and Karl Liechty},
  journal= {arXiv preprint arXiv:1212.3816},
  year   = {2015}
}

Comments

24 pages, 2 figures