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2019 Upper tail large deviations in Brownian directed percolation
Christopher Janjigian
Electron. Commun. Probab. 24: 1-10 (2019). DOI: 10.1214/19-ECP249

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.

Citation

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Christopher Janjigian. "Upper tail large deviations in Brownian directed percolation." Electron. Commun. Probab. 24 1 - 10, 2019. https://doi.org/10.1214/19-ECP249

Information

Received: 4 November 2018; Accepted: 19 June 2019; Published: 2019
First available in Project Euclid: 5 July 2019

zbMATH: 07088986
MathSciNet: MR3978694
Digital Object Identifier: 10.1214/19-ECP249

Subjects:
Primary: 60F10, 60K35

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