Concentration results for a Brownian directed percolation problem

B. M. Hambly, James B. Martin and Neil O'Connell

Stochastic Processes and their Applications, 2002, vol. 102, issue 2, 207-220

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: Directed; percolation; Corner; growth; model; Extrema; of; Gaussian; processes; Random; matrices; Hermitian; Brownian; motion; Large; deviations; and; concentration; inequalities (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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