Order of the variance in the discrete Hammersley process with boundaries

Ciech, Federico and Georgiou, Nicos (2019) Order of the variance in the discrete Hammersley process with boundaries. Journal of Statistical Physics. ISSN 0022-4715

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Abstract

We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of Bernoulli points that can be collected on a piecewise linear path, where each segment has strictly positive but finite slope. We show that along characteristic directions the order of the variance of the last passage time is of order N^{2/3} in the model with boundary. These characteristic directions are restricted in a cone starting at the origin, and along any direction outside the cone, the order of the variance changes to O(N) in the boundary model and to O(1) for the non-boundary model. This behaviour is the result of the two flat edges of the shape function.

Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Research Centres and Groups: Probability and Statistics Research Group
Subjects: Q Science > QA Mathematics
Depositing User: Alice Jackson
Date Deposited: 24 May 2019 10:28
Last Modified: 03 Jul 2019 14:15
URI: http://sro.sussex.ac.uk/id/eprint/83932

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Project NameSussex Project NumberFunderFunder Ref
The flat edge in last passage percolationG2031EPSRC-ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCILEP/P021409/1