Heavy tails in last-passage percolation (Q866941)

One deals with the directed last-passage percolation in two dimensions, and more especially one considers the case when the tail of the weight distribution is sufficiently important to cause that known theorems fail to apply. To tackle this problem, one introduces a family of ``continuous last-passage percolation'' indexed by a real valued parameter \(\alpha\), and use it to obtain scaling law for the asymptotic distributions. A heavy-tailed Airy process is put in evidence, and one considers the case when the tail of the weight distribution is slowly varying, that is to say when the above indexing parameter is zero. One discusses a Brownian directed percolation in which the Brownian motion is replaced by a stable Lévy's process. All these results can be extended easily to more than two dimensions