Abstract
We consider a last-passage directed percolation model in Z+2, with i.i.d. weights whose common distribution has a finite (2+p)th moment. We study the fluctuctuations of the passage time from the origin to the point (n,[na]). We show that, for suitable a (depending on p), this quantity, appropriately scaled, converges in distribution as n → ∞ to the Tracy-Widom distribution, irrespective of the underlying weight distribution. The argument uses a coupling to a Brownian directed percolation problem and the strong approximation of Komlós, Major and Tusnédy.
| Original language | English |
|---|---|
| Pages (from-to) | 105-112 |
| Number of pages | 8 |
| Journal | Electronic Communications in Probability |
| Volume | 10 |
| DOIs | |
| Publication status | Published - 1 Jan 2005 |
Keywords
- Brownian directed percolation
- Last-passage percolation
- Universality