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Register a new userDuality between coalescence times and exit points in last-passage percolation models
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Leandro Pimentel Pinto Rodrigues
Publication date
2013
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and research's language is
English
Authors
Leandro P. R. Pimentel
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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.
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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.
In this note we investigate the last passage percolation model in the presence of macroscopic inhomogeneity. We analyze how this affects the scaling limit of the passage time, leading to a variational problem that provides an ODE for the deterministic limiting shape of the maximal path. We obtain a sufficient analytical condition for uniqueness of the solution for the variational problem. Consequences for the totally asymmetric simple exclusion process are discussed.
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.
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.
In this paper we study stationary last passage percolation (LPP) in half-space geometry. We determine the limiting distribution of the last passage time in a critical window close to the origin. The result is a new two-parameter family of distributions: one parameter for the strength of the diagonal bounding the half-space (strength of the source at the origin in the equivalent TASEP language) and the other for the distance of the point of observation from the origin. It should be compared with the one-parameter family giving the Baik--Rains distributions for full-space geometry. We finally show that far enough away from the characteristic line, our distributions indeed converge to the Baik--Rains family. We derive our results using a related integrable model having Pfaffian structure together with careful analytic continuation and steepest descent analysis.
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