Fluctuations of random Motzkin paths

DOI10.1016/J.AAM.2019.02.003MaRDI QIDQ2417197zbMATH OpenOpenAlexWikidataFDO

Authors Yizao Wang, Włodek Bryc

Publication date 11 June 2019

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.10057

zbMATH Keywords

Brownian excursionfree Brownian motionfree probabilityLaplace transformMotzkin pathnon-crossing pair partitionphase transitionscaling limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear combinations of two independent processes: a Brownian motion and a Brownian excursion. The proofs rely on the Laplace transforms and an integral representation based on an identity connecting non-crossing pair partitions and joint moments of an explicit non-homogeneous Markov process.

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Cited in

(4)

• Minimal and maximal plateau lengths in Motzkin paths
• Fluctuations of random Motzkin paths. II
• Limit theorems for random Motzkin paths near boundary
• Approximating the stationary distribution of the ASEP with open boundaries

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