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

页码：538 / 551

页数：14

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