Title
Second order cubic corrections of large deviations for perturbed random walks*
Date Issued
01 January 2022
Access level
open access
Resource Type
journal article
Author(s)
Oviedo, Giancarlos
PANIZO GARCIA, GONZALO
Ramírez A.F.
Publisher(s)
Institute of Mathematical Statistics
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 α > 0 and β > 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.
Volume
27
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-85130437534
Source
Electronic Journal of Probability
ISSN of the container
10836489
Sponsor(s)
*Alejandro F. Ramírez has been partially supported by Iniciativa Científica Milenio and by Fondo Nacional de Desarrollo Científico y Tecnológico grant 1180259 and 1220396. †Instituto de Matemática y Ciencias Afines, Universidad Nacional de Ingeniería, Lima, Perú. E-mail: g.oviedovalverde@gmail.com ‡Instituto de Matemática y Ciencias Afines, Universidad Nacional de Ingeniería, Lima, Perú. E-mail: gonzalo.panizo@gmail.com §Facultad de Matemáticas, Pontificia Universidad Católica de Chile, Santiago, Chile. E-mail: aramirez@mat.uc.cl ¶NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai, Shanghai, China. E-mail: ar23@nyu.edu
Sources of information: Directorio de Producción Científica Scopus