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arXiv · 1610.01828

A law of the iterated logarithm for directed last passage percolation

Michel Ledoux
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Abstract

A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution. The normalization is of loglog type, in contrast with the log normalization for the largest eigenvalue of a GUE matrix recently put forward by E. Paquette and O. Zeitouni. The proof relies on sharp tail bounds and superadditivity, close to the standard law of the iterated logarithm. A weaker result for the liminf is also discussed.

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Michel Ledoux. 2016-10-06. A law of the iterated logarithm for directed last passage percolation. https://arxiv.org/abs/1610.01828

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