On the local fluctuations of last-passage percolation models

被引：18
|
作者：
Cator, Eric [1 ]
Pimentel, Leandro P. R. [2 ]
机构：
[1] Radboud Univ Nijmegen, Inst Math Astrophys & Particle Phys, NL-6525 AJ Nijmegen, Netherlands
[2] Univ Fed Rio de Janeiro, Inst Math, BR-21941909 Rio De Janeiro, RJ, Brazil
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2015年 / 125卷 / 02期
关键词：
GROWTH;
D O I：
10.1016/j.spa.2014.08.009
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a certain monotonicity and good control over the equilibrium measures of the Hammersley model (local comparison). (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：538 / 551
页数：14
相关论文
共 50 条
12345