Concentration results for a Brownian directed percolation problem

We consider the hydrodynamic limit for a certain Brownian directed percolation model, and establish uniform concentration results. In view of recent work on the connection between this directed percolation model and eigenvalues of random matrices, our results can also be interpreted as uniform concentration results at the process level for the largest eigenvalue of Hermitian Brownian motion.

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Year of publication:	2002
Authors:	Hambly, B. M. ; Martin, James B. ; O'Connell, Neil
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 102.2002, 2, p. 207-220
Publisher:	Elsevier
Keywords:	Directed percolation Corner growth model Extrema of Gaussian processes Random matrices Hermitian Brownian motion Large deviations and concentration inequalities

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874346