Article ID Journal Published Year Pages File Type
1155550 Stochastic Processes and their Applications 2015 14 Pages PDF
Abstract

Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a certain monotonicity and good control over the equilibrium measures of the Hammersley model (local comparison).

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
, ,