Heavy tails in last-passage percolation

DOI10.1007/S00440-006-0019-0zbMATH Open1112.60079arXivmath/0604189OpenAlexW2158200899MaRDI QIDQ866941FDOQ866941

Authors: James Martin, Ben M. Hambly 

Publication date: 14 February 2007

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

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.

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

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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)

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Cited In (19)

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

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