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For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

Probability · Mathematics 2020-12-08 Nikita Karagodin , Mikhail Lifshits

The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution…

Numerical Analysis · Mathematics 2025-02-26 Tarik Dzanic , Luigi Martinelli

We study the problem of estimating the barycenter of a distribution given i.i.d. data in a geodesic space. Assuming an upper curvature bound in Alexandrov's sense and a support condition ensuring the strong geodesic convexity of the…

Statistics Theory · Mathematics 2025-02-25 Victor-Emmanuel Brunel , Jordan Serres

We consider the exactly solvable model of exponential directed last passage percolation on $\mathbb{Z}^2$ in the large deviation regime. Conditional on the upper tail large deviation event $\mathcal{U}_{\delta}:=\{T_{n}\geq (4+\delta)n\}$…

Probability · Mathematics 2019-02-26 Riddhipratim Basu , Shirshendu Ganguly

This note establishes a universal directed landscape limit for last passage percolation models in an intermediate scaling regime. We find as a quick consequence the transversal fluctuations for geodesics taken near the axis. We extend the…

Probability · Mathematics 2025-09-30 Sam McKeown , Xinyi Zhang

We present a coupled decreasing sequence of random walks on $ \mathbb Z $ that dominates the edge process of oriented-bond percolation in two dimensions. Using the concept of "random walk in a strip ", we construct an algorithm that…

Probability · Mathematics 2007-05-23 Thomas Logan Ritchie , Vladimir Belitsky

We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…

Probability · Mathematics 2018-08-03 Federico Ciech , Nicos Georgiou

We show that the number of maximal paths in directed last-passage percolation on the hypercubic lattice ${\mathbb Z}^d$ $(d\geq2)$ in which weights take finitely many values is typically exponentially large.

Probability · Mathematics 2018-01-18 Hugo Duminil-Copin , Harry Kesten , Fedor Nazarov , Yuval Peres , Vladas Sidoravicius

We consider the Busemann process in planar directed first passage percolation. We extend existing techniques to establish the existence of the process in our setting and determine its distribution in a number of integrable models. As…

Probability · Mathematics 2025-10-23 Sam McKeown

We study a random perturbation of the Euclidean plane, and show that it is unlikely that the distance-minimizing path between the two points can be extended into an infinite distance-minimizing path. More precisely, we study a large class…

Probability · Mathematics 2022-08-25 Daniel Ahlberg , Jack Hanson , Christopher Hoffman

The conjectured limit of last passage percolation is a scale-invariant, independent, stationary increment process with respect to metric composition. We prove this for Brownian last passage percolation. We construct the Airy sheet and…

Probability · Mathematics 2024-04-24 Duncan Dauvergne , Janosch Ortmann , Balint Virag

In last passage percolation models lying in the KPZ universality class, long maximizing paths have a typical deviation from the linear interpolation of their endpoints governed by the two-thirds power of the interpolating distance. This…

Probability · Mathematics 2019-09-18 Alan Hammond

We analyze the geometrical structure of the passage times in the last passage percolation model. Viewing the passage time as a piecewise linear function of the weights we determine the domains of the various pieces, which are the subsets of…

Probability · Mathematics 2019-07-02 Tom Alberts , Eric Cator

We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2015-06-18 Jeff Calder

We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.

Probability · Mathematics 2022-06-01 Nikita Karagodin

This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential…

Probability · Mathematics 2018-08-16 Nicola Kistler , Adrien Schertzer , Marius A. Schmidt

We consider the problem of undirected polymers (tied at the endpoints) in random environment, also known as the unoriented first passage percolation on the hypercube, in the limit of large dimensions. By means of the multiscale refinement…

Probability · Mathematics 2020-12-09 Nicola Kistler , Adrien Schertzer

We discuss variational formulas for the limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation and the limiting free energy for directed polymers. The results are valid for…

Probability · Mathematics 2016-01-22 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen

For first passage percolation (FPP) on integer lattice with i.i.d. passage time distributions, in order to show existence of semi-infinite geodesics along a fixed direction, one requires unproven assumptions on the limiting shape. We…

Probability · Mathematics 2017-07-12 Kumarjit Saha

We consider the random connection model in which an edge between two Poisson points at distance $r$ is present with probability $g(r)$. We conduct an extreme value analysis on this model, namely by investigating the longest edge with at…

Probability · Mathematics 2024-07-11 Arnaud Rousselle , Ercan Sönmez