Work

Upper tail large deviations in Brownian directed percolation

Year: 2019

Type: article

Abstract: This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the largest eigenvalue in a random matrix drawn from the Gaussian Unitary Ensemble, this provides a new proof of a previously known result. The method leads to associated results for the stationary Brownian directed percolation model which have not been observed before.

Source: Electronic Communications in Probability

DOI: 10.1214/19-ecp249

Author: Christopher Janjigian

Institution: University of Utah

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $675

OpenAlex ID: W2898733748