中文
相关论文

相关论文: A law of the iterated logarithm for directed last …

200 篇论文

We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the…

概率论 · 数学 2007-05-23 Jinho Baik , Toufic M. Suidan

We consider the GUE minor process, where a sequence of GUE matrices is drawn from the corner of a doubly infinite array of i.i.d. standard normal variables subject to the symmetry constraint. From each matrix, we take its largest…

概率论 · 数学 2015-06-10 Elliot Paquette , Ofer Zeitouni

For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we…

We consider directed random graphs, the prototype of which being the Barak-Erd\H{o}s graph $\vec G(\mathbb Z, p)$, and study the way that long (or heavy, if weights are present) paths grow. This is done by relating the graphs to certain…

概率论 · 数学 2024-10-11 Sergey Foss , Takis Konstantopoulos , Bastien Mallein , Sanjay Ramassamy

We consider directed last-passage percolation on the random graph G = (V,E) where V = Z and each edge (i,j), for i < j, is present in E independently with some probability 0 < p <= 1. To every present edge (i,j) we attach i.i.d. random…

概率论 · 数学 2013-10-17 Sergey Foss , James Martin , Philipp Schmidt

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

概率论 · 数学 2016-05-25 Asaf Ferber , Daniel Montealegre , Van Vu

We consider the geodesic of the directed last passage percolation with iid exponential weights. We find the explicit one-point distribution of the geodesic location joint with the last passage times, and its limit as the parameters go to…

概率论 · 数学 2025-09-03 Zhipeng Liu

In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…

概率论 · 数学 2021-06-16 Li-Xin Zhang

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The…

概率论 · 数学 2007-05-23 Jinho Baik , Percy Deift , Ken McLaughlin , Peter Miller , Xin Zhou

In directed last passage site percolation with i.i.d.~random weights with finite support over a $n\times\lfloor n^{\alpha}\rfloor$ grid, we prove that for $n$ large enough, the order of the $r$-th central moment, $1\le r<+\infty$, of the…

概率论 · 数学 2019-05-27 Christian Houdré , Chen Xu

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…

概率论 · 数学 2014-10-02 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.

概率论 · 数学 2007-07-16 Guang-hui Cai , Hang Wu

We consider a last passage percolation model in dimension $1+1$ with potential given by the product of a spatial i.i.d. potential with symmetric bounded distribution and an independent i.i.d. in time sequence of signs. We assume that the…

概率论 · 数学 2025-01-29 Yuri Bakhtin , Konstantin Khanin , András Mészáros , Jeremy Voltz

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…

概率论 · 数学 2011-08-30 Hao Lin

We show that random walks on the infinite supercritical percolation clusters in Z^d satisfy the usual Law of the Iterated Logarithm. The proof combines Barlow's Gaussian heat kernel estimates and the ergodicity of the random walk on the…

概率论 · 数学 2008-09-26 H. Duminil-Copin

Under typical scaling, the last passage time field of the directed last passage percolation model with exponential site distributions converges to the KPZ fixed point. In this paper, we consider an atypical scenario in which the last…

概率论 · 数学 2025-08-14 Jinho Baik , Dylan Cordaro , Tejaswi Tripathi

It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such…

数学物理 · 物理学 2015-05-13 Peter J. Forrester , Eric M. Rains

We study the two-time distribution in directed last passage percolation with geometric weights in the first quadrant. We compute the scaling limit and show that it is given by a contour integral of a Fredholm determinant.

概率论 · 数学 2018-11-07 Kurt Johansson

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

概率论 · 数学 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad
‹ 上一页 1 2 3 10 下一页 ›