Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 24 (2019), paper no. 45, 10 pp.
Upper tail large deviations in Brownian directed percolation
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.
Electron. Commun. Probab., Volume 24 (2019), paper no. 45, 10 pp.
Received: 4 November 2018
Accepted: 19 June 2019
First available in Project Euclid: 5 July 2019
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Janjigian, Christopher. Upper tail large deviations in Brownian directed percolation. Electron. Commun. Probab. 24 (2019), paper no. 45, 10 pp. doi:10.1214/19-ECP249. https://projecteuclid.org/euclid.ecp/1562292106