Large deviations for directed percolation on a thin rectangle
ESAIM: Probability and Statistics, Tome 15 (2011), pp. 217-232

Voir la notice de l'article provenant de la source Numdam

Following the recent investigations of Baik and Suidan in [Int. Math. Res. Not. (2005) 325-337] and Bodineau and Martin in [Electron. Commun. Probab. 10 (2005) 105-112 (electronic)], we prove large deviation properties for a last-passage percolation model in ℤ+2 whose paths are close to the axis. The results are mainly obtained when the random weights are Gaussian or have a finite moment-generating function and rely, as in [J. Baik and T.M. Suidan, Int. Math. Res. Not. (2005) 325-337] and [T. Bodineau and J. Martin, Electron. Commun. Probab. 10 (2005) 105-112 (electronic)], on an embedding in Brownian paths and the KMT approximation. The study of the subexponential case completes the exposition.

DOI : 10.1051/ps/2009015
Classification : 60F10
Keywords: large deviations, random growth model, Skorokhod embedding theorem
@article{PS_2011__15__217_0,
     author = {Ibrahim, Jean-Paul},
     title = {Large deviations for directed percolation on a thin rectangle},
     journal = {ESAIM: Probability and Statistics},
     pages = {217--232},
     publisher = {EDP-Sciences},
     volume = {15},
     year = {2011},
     doi = {10.1051/ps/2009015},
     mrnumber = {2870513},
     zbl = {1263.60021},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2009015/}
}
TY  - JOUR
AU  - Ibrahim, Jean-Paul
TI  - Large deviations for directed percolation on a thin rectangle
JO  - ESAIM: Probability and Statistics
PY  - 2011
SP  - 217
EP  - 232
VL  - 15
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps/2009015/
DO  - 10.1051/ps/2009015
LA  - en
ID  - PS_2011__15__217_0
ER  - 
%0 Journal Article
%A Ibrahim, Jean-Paul
%T Large deviations for directed percolation on a thin rectangle
%J ESAIM: Probability and Statistics
%D 2011
%P 217-232
%V 15
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps/2009015/
%R 10.1051/ps/2009015
%G en
%F PS_2011__15__217_0
Ibrahim, Jean-Paul. Large deviations for directed percolation on a thin rectangle. ESAIM: Probability and Statistics, Tome 15 (2011), pp. 217-232. doi: 10.1051/ps/2009015

Cité par Sources :