Journal article

Concentration results for a Brownian directed percolation problem

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. © 2002 Elsevier Science B.V. All rights reserved.

Publication status:: Published

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APA Style

Hambly, B., Martin, J., & O'Connell, N. (2002). Concentration results for a Brownian directed percolation problem. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 102(2), 207–220.

MLA Style

Hambly, B., et al. “Concentration Results for a Brownian Directed Percolation Problem.” STOCHASTIC PROCESSES AND THEIR APPLICATIONS, vol. 102, no. 2, 2002, pp. 207–20.

Chicago Style

Hambly, B, J Martin, and N O'Connell. 2002. “Concentration Results for a Brownian Directed Percolation Problem.” STOCHASTIC PROCESSES AND THEIR APPLICATIONS 102 (2): 207–20.
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Publisher copy:: 10.1016/S0304-4149(02)00177-1

Authors

+ Hambly, B More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Role:: Author

+ Martin, J More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Statistics
Role:: Author

+ O'Connell, N More by this author

Role:: Author

Journal:: STOCHASTIC PROCESSES AND THEIR APPLICATIONS More from this journal
Volume:: 102
Issue:: 2
Pages:: 207-220
Publication date:: 2002-12-01
DOI:: 10.1016/S0304-4149(02)00177-1
ISSN:: 0304-4149

Language:: English
Keywords:: directed percolation

large deviations and concentration inequalities

hermitian Brownian motion

corner growth model

random matrices

extrema of Gaussian processes
Pubs id:: pubs:3646
UUID:: uuid:2ae1a732-8e2f-4697-b4a8-ff53a0f9eff3
Local pid:: pubs:3646
Source identifiers:: 3646
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2002

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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