Title of article
Concentration results for a Brownian directed percolation problem
Author/Authors
Hambly، نويسنده , , B.M. and Martin، نويسنده , , James B. and OʹConnell، نويسنده , , Neil، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
14
From page
207
To page
220
Abstract
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.
Keywords
Extrema of Gaussian processes , Random matrices , Large deviations and concentration inequalities , Corner growth model , Directed percolation , Hermitian Brownian motion
Journal title
Stochastic Processes and their Applications
Serial Year
2002
Journal title
Stochastic Processes and their Applications
Record number
1577038
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