Rate of convergence of the mean for sub-additive ergodic sequences

DOI10.1016/J.AIM.2015.07.028MaRDI QIDQ887301zbMATH OpenOpenAlexFDO

Authors Antonio Auffinger, Michael Damron, Jack Hanson

Publication date 28 October 2015

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

Full work available at URL https://arxiv.org/abs/1408.4444

zbMATH Keywords

weak dependenceconvergence ratebranching random walkfirst-passage percolationdirected polymerssub-additive ergodic processes

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Statistical mechanics of polymers (82D60)

Abstract: For sub-additive ergodic processes $X_{m,n}$ with weak dependence, we analyze the rate of convergence of $mathbbE{X}_{0,n}/n$ to its limit $g$. We define an exponent $gamma$ given roughly by $mathbbE{X}_{0,n}simng+n^{g}amma$, and, assuming existence of a fluctuation exponent $chi$ that gives $mathrmVar{X}_{0,n}sim{n}^{2chi}$, we provide a lower bound for $gamma$ of the form $gammageqchi$. The main requirement is that $chieq1/2$. In the case $chi=1/2$ and under the assumption $$ for some $$, we prove $$ for a $$-dependent constant $$. These results show in particular that non-diffusive fluctuations are associated to non-trivial $gamma$. Various models, including first-passage percolation, directed polymers, the minimum of a branching random walk and bin packing, fall into our general framework, and the results apply assuming $chi$ exists. In the case of first-passage percolation in $mathbb{Z}^d$, we provide a version of $gammageq-1/2$ without assuming existence of $chi$.

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