A law of the iterated logarithm for directed last passage percolation

DOI10.1007/S10959-017-0775-ZMaRDI QIDQ1800504zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 October 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.01828

zbMATH Keywords

law of the iterated logarithmTracy-Widom distributiontail inequalitiesdirected last passage percolation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15)

Abstract: A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution. The normalization is of loglog type, in contrast with the log normalization for the largest eigenvalue of a GUE matrix recently put forward by E. Paquette and O. Zeitouni. The proof relies on sharp tail bounds and superadditivity, close to the standard law of the iterated logarithm. A weaker result for the liminf is also discussed.

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• An introduction to random matrices
• Deviation Inequalities on Largest Eigenvalues
• Extremal eigenvalue correlations in the GUE minor process and a law of fractional logarithm
• Optimal tail estimates for directed last passage site percolation with geometric random variables
• Shape fluctuations and random matrices
• Small deviations for beta ensembles
• Variants on the Law of the Iterated Logarithm

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(14)

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• A universality property for last-passage percolation paths close to the axis
• Optimal tail exponents in general last passage percolation via bootstrapping \& geodesic geometry
• scientific article; zbMATH DE number 2162775 (Why is no real title available?)
• A remark on a theorem of Chatterjee and last passage percolation
• LIL for the length of the longest increasing subsequences
• Law of iterated logarithms and fractal properties of the KPZ equation
• Optimal tail estimates for directed last passage site percolation with geometric random variables
• Upper tail large deviations in Brownian directed percolation
• Finer estimates on the \(2\)-dimensional matching problem
• Time correlation exponents in last passage percolation
• Long and short time laws of iterated logarithms for the KPZ fixed point
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