Heavy tails in last-passage percolation

DOI10.1007/S00440-006-0019-0MaRDI QIDQ866941zbMATHOpenAlexFDO

Authors James Martin, Ben M. Hambly

Publication date 14 February 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0604189

zbMATH Keywords

Airy processStabilityMultifractal spectrum

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We consider last-passage percolation models in two dimensions, in which the underlying weight distribution has a heavy tail of index alpha<2. We prove scaling laws and asymptotic distributions, both for the passage times and for the shape of optimal paths; these are expressed in terms of a family (indexed by alpha) of "continuous last-passage percolation" models in the unit square. In the extreme case alpha=0 (corresponding to a distribution with slowly varying tail) the asymptotic distribution of the optimal path can be represented by a random self-similar measure on [0,1], whose multifractal spectrum we compute. By extending the continuous last-passage percolation model to R^2 we obtain a heavy-tailed analogue of the Airy process, representing the limit of appropriately scaled vectors of passage times to different points in the plane. We give corresponding results for a directed percolation problem based on alpha-stable Levy processes, and indicate extensions of the results to higher dimensions.

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Cited in

(24)

• A law of the iterated logarithm for directed last passage percolation
• Last-passage percolation with general weight distribution
• Directed polymers in a random environment with heavy tails
• Localization transition for polymers in Poissonian medium
• Optimal tail exponents in general last passage percolation via bootstrapping \& geodesic geometry
• Last passage percolation and limit theorems in Barak-Erdős directed random graphs and related models
• Pinning model with heavy tailed disorder
• Entropy-controlled last-passage percolation
• Scaling limit of the heavy tailed ballistic deposition model with \(p\)-sticking
• On the passage time geometry of the last passage percolation problem
• Optimal tail estimates for directed last passage site percolation with geometric random variables
• Properties of the limit shape for some last-passage growth models in random environments
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times
• Extreme value problems in random matrix theory and other disordered systems
• Proof of the path localization conjecture for directed polymers
• Long-range last-passage percolation on the line
• Directed polymers in heavy-tail random environment
• Non-directed polymers in heavy-tail random environment in dimension \(d\geq 2\)
• Multifractal spectra for random self-similar measures via branching processes
• Directed polymers in a random environment: a review of the phase transitions
• Directed polymer in \(\gamma\)-stable random environments
• On some special directed last-passage percolation models
• Last passage percolation on the complete graph
• On the number of maximal paths in directed last-passage percolation

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