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Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions

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Version 2 2023-06-07, 08:44
Version 1 2023-06-07, 06:51
journal contribution
posted on 2023-06-07, 08:44 authored by William FitzGerald, Jon Warren
This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the distribution of the all-time supremum of Dyson Brownian motion with drift. A finite temperature version relates the point-to-line partition functions of two directed polymers, with an inverse-gamma and a Brownian environment, and generalises Dufresne’s identity. Our proof introduces an interacting system of Brownian motions with an invariant measure given by a field of point-to-line log partition functions for the log-gamma polymer.

History

Publication status

  • Published

File Version

  • Published version

Journal

Probability Theory and Related Fields

ISSN

0178-8051

Publisher

Springer Verlag

Department affiliated with

  • Mathematics Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2020-04-24

First Open Access (FOA) Date

2020-04-24

First Compliant Deposit (FCD) Date

2020-04-23

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