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
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