Second order cubic corrections of large deviations for perturbed random walks*
dc.contributor.author | Oviedo, Giancarlos | |
dc.contributor.author | Panizo, Gonzalo | |
dc.contributor.author | Ramirez, Alejandro F. | |
dc.date.accessioned | 2025-01-20T21:07:04Z | |
dc.date.available | 2025-01-20T21:07:04Z | |
dc.date.issued | 2022 | |
dc.description.abstract | We prove that the Beta random walk, introduced in [BC17] 2017, has cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values ?? > 0 and (3 > 0 of the parameters of the Beta distribution, removing previous restrictions on their values. Furthermore, we prove that the GUE Tracy-Widom fluctuations still hold in the intermediate disorder regime. We also show that any random walk in space-time random environment that matches certain moments with the Beta random walk also has GUE Tracy-Widom fluctuations in the intermediate disorder regime. As a corollary we show the emergence of GUE Tracy-Widom fluctuations from the large deviation principle for trajectories ending at boundary points for random walks in space (time-independent) i.i.d. Dirichlet random environment in dimension d = 2 for a class of asymptotic behavior of the parameters. | |
dc.fuente.origen | WOS | |
dc.identifier.doi | 10.1214/22-EJP786 | |
dc.identifier.issn | 1083-6489 | |
dc.identifier.uri | https://doi.org/10.1214/22-EJP786 | |
dc.identifier.uri | https://repositorio.uc.cl/handle/11534/93390 | |
dc.identifier.wosid | WOS:000800640900001 | |
dc.language.iso | en | |
dc.revista | Electronic journal of probability | |
dc.rights | acceso restringido | |
dc.subject | random walk in random environment | |
dc.subject | beta random walk | |
dc.subject | GUE Tracy-Widom distribu-tion | |
dc.title | Second order cubic corrections of large deviations for perturbed random walks* | |
dc.type | artículo | |
dc.volumen | 27 | |
sipa.index | WOS | |
sipa.trazabilidad | WOS;2025-01-12 |