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Leandro P. R. Pimentel

Publications and source records attributed to Leandro P. R. Pimentel.

At least 19 recordsLinked to original sources
arXiv2026

Abrupt decorrelation for linear stochastic differential equations

Understanding how a system loses memory of its initial state is a central problem in probability and statistics. In this manuscript, we introduce the notion of abrupt decorrelation, which explicitly characterises a sharp and sudden loss of correlation over time. We study this phenomenon within a class of linear stochastic differential equations (LSDEs), where explicit descriptions are available under various statistical distances. Our main focus is on the multivariate Ornstein-Uhlenbeck process, while in the one-dimensional case we extend the analysis to LSDEs with time-dependent drifts. The results highlight strong parallels with the cut-off phenomenon in Markov processes and contribute to a broader understanding of decorrelation in stochastic systems.

math.PR↗
arXiv2025

Sprinkled Decoupling for Hammersley's Process

In this article we prove a sprinkled decoupling inequality for the stationary Hammersley's interacting particle process. Inspired by the work of Baldasso and Texeira (2018), and Hilário, Kious and Texeira (2020), we apply this inequality to study two distinct problems on the top of this particle process. First, we analyze a detection problem, demonstrating that a fugitive can evade particles, provided that their jump range is sufficiently large. Second, we show that a random walk in a dynamic random environment exhibits ballistic behavior with respect to the characteristic speed of the particle system, under a weak assumption on the probability of being away of this critical speed.

math.PR↗
arXiv2023

On the two-point function of the one-dimensional KPZ equation

In this short communication we show that basic tools from Malliavin calculus can be applied to derive the two-point function of the slope of the one-dimensional KPZ equation, starting from an arbitrary two-sided Brownian motion, in terms of the polymer end-point annealed distribution associated to the stochastic heat equation. We also prove that this distribution is given in terms of the derivative of the variance of the solution of the KPZ equation.

math.PR↗
arXiv2023

Integration by Parts and the KPZ Two-Point Function

In this article we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply the integration by parts formula from Malliavin calculus to establish a key relation between the two-point (covariance) function of the spatial derivative process and the location of the maximum of an Airy process plus Brownian motion minus a parabola. Integration by parts also allows us to deduce the density of this location in terms of the second derivative of the variance of the KPZ fixed point. In the stationary regime, we find the same density related to limit fluctuations of a second-class particle. We further develop an adaptation of Stein's method that implies asymptotic independence of the spatial derivative process from the initial data.

math.PR↗
arXiv2019

Brownian Aspects of the KPZ Fixed Point

The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process that is conjectured to be at the core of the KPZ universality class. In this article we study two aspects the KPZ fixed point that share the same Brownian limiting behaviour: the local space regularity and the long time evolution. Most of the results that we will present here were obtained by either applying explicit formulas for the transition probabilities or applying the coupling method to discrete approximations. Instead we will use the variational description of the KPZ fixed point, allowing us the possibility of running the process starting from different initial data (basic coupling), to prove directly the aforementioned limiting behaviours.

math.PR↗
arXiv2019

Ergodicity of the KPZ Fixed Point

The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process, recently introduced by Matetski, Quastel, Remenik (arXiv:1701.00018), that describes the limit fluctuations of the height function associated to the totally asymmetric simple exclusion process (TASEP), and it is conjectured to be at the centre of the KPZ universality class. Our main result is that the KPZ incremental process converges weakly to its invariant measure, given by a two-sided Brownian motion with zero drift and diffusion coefficient 2. The heart of the proof is the coupling method that allows us to compare the TASEP height function with its invariant process, which under the KPZ scaling turns into uniform estimates for the KPZ fixed point.

math.PR↗
arXiv2019

Attractiveness of Brownian queues in tandem

Consider a sequence of n bi-infinite and stationary Brownian queues in tandem. Assume that the arrival process entering in the first queue is a zero mean ergodic process. We prove that the departure process from the n-th queue converges in distribution to a Brownian motion as n goes to infinity. In particular this implies that the Brownian motion is an attractive invariant measure for the Brownian queueing operator. Our proof exploits the relationship between the Brownian queues in tandem and the last-passage Brownian percolation model, developing a coupling technique in the second setting. The result is also interpreted in the related context of Brownian particles acting under one sided reflection.

math.PR↗
arXiv2017

Local Behavior of Airy Processes

The Airy processes describe spatial fluctuations in wide range of growth models, where each particular Airy process arising in each case depends on the geometry of the initial profile. We show how the coupling method, developed in the last-passage percolation context, can be used to prove that several types of Airy processes have a continuous version, and behave locally like a Brownian motion. We further extend these results to an Airy sheet, by proving existence of a continuous version and local convergence to additive Brownian motion.

math.PR↗
arXiv2016

Shock fluctuations for the Hammersley process

We consider the Hammersley interacting particle system starting from a shock initial profile with densities $λ,ρ\in\mathbb{R}$ ($λ> ρ$). The microscopic shock is taken as the position of a second-class particle initially at the origin, and the main results are: a central limit theorem for the shock; the variance of the shock equals $2[λρ(λ- ρ)]^{-1}t + O(t^{2/3})$. By using the same method of proof, we also prove similar results for first-class particles.

math.PR↗
arXiv2016

On the location of the maximum of a process: Lévy, Gaussian and multidimensional cases

In this short article we show how the techniques presented in arXiv:1207.4469 can be extended to a variety of non continuous and multivariate processes. As examples, we prove uniqueness of the location of the maximum for spectrally positive Lévy processes, Ornstein-Uhlenbeck process, fractional Brownian Motion and the Brownian sheet among others gaussian processes.

math.PR↗
arXiv2015

Geodesic Forests in the Last-Passage Percolation

The aim of this article is to study the forest composed by point-to-line geodesics in the last-passage percolation model with exponential weights. We will show that the location of the root can be described in terms of the maxima of a random walk, whose distribution will depend on the geometry of the substrate (line). For flat substrates, we will get power law behaviour of the height function, study its scaling limit, and describe it in terms of variational problems involving the Airy process.

math.PR↗
arXiv2015

Duality between coalescence times and exit points in last-passage percolation models

In this paper we prove a duality relation between coalescence times and exit points in last-passage percolation models with exponential weights. As a consequence, we get lower bounds for coalescence times with scaling exponent 3/2, and we relate its distribution with variational problems involving the Brownian motion process and the Airy process.

math.PR↗
arXiv2013

On the location of the maximum of a continuous stochastic process

In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the derivative of the expectation of the maximum of a linear perturbation of the underlying process. As an application, we will consider a Brownian motion with variable drift. The ideas behind the method of proof will also be useful to study the location of the maximum, over the real line, of a two-sided Brownian motion minus a parabola and of a stationary process minus a parabola.

math.PR↗
arXiv2012

Greedy Polyominoes and first-passage times on random Voronoi tilings

Let N be distributed as a Poisson random set on R^d with intensity comparable to the Lebesgue measure. Consider the Voronoi tiling of R^d, (C_v)_{v\in N}, where C_v is composed by points x in R^d that are closer to v than to any other v' in N. A polyomino P of size n is a connected union (in the usual R^d topological sense) of n tiles, and we denote by Pi_n the collection of all polyominos P of size n containing the origin. Assume that the weight of a Voronoi tile C_v is given by F(C_v), where F is a nonnegative functional on Voronoi tiles. In this paper we investigate the tail behavior of the maximal weight among polyominoes in Pi_n for some functionals F, mainly when F(C_v) is the number of faces of C_v. Next we apply our results to study self-avoiding paths, first-passage percolation models and the stabbing number on the dual graph, named the Delaunay triangulation. As the main application we show that first passage percolation has at most linear variance.

math.PR↗
arXiv2011

Influence of the initial condition in equilibrium last-passage percolation models

In this paper we consider an equilibrium last-passage percolation model on an environment given by a compound two-dimensional Poisson process. We prove an $\LL^2$-formula relating the initial measure with the last-passage percolation time. This formula turns out to be a useful tool to analyze the fluctuations of the last-passage times along non-characteristic directions.

math.PR↗
arXiv2011

On Some fundamental aspects of Polyominoes on Random Voronoi Tilings

Consider a Voronoi tiling of the Euclidean space based on a realization of a inhomogeneous Poisson random set. A Voronoi polyomino is a finite and connected union of Voronoi tiles. In this paper we provide tail bounds for the number of boxes that are intersected by a Voronoi polyomino, and vice-versa. These results will be crucial to analyze self-avoiding paths, greedy polyominoes and first-passage percolation models on Voronoi tilings and on the dual graph, named the Delaunay triangulation.

math.PR↗
arXiv2011

Hydrodynamical Methods in Last Passage Percolation Models

These lecture notes are written as reference material for the Advanced Course "Hydrodynamical Methods in Last Passage Percolation Models", given at the 28th Coloquio Brasileiro de Matematica at IMPA, Rio de Janeiro, July 2011.

math.PR↗