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
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
Journal title :
Stochastic Processes and their Applications