Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155550 | Stochastic Processes and their Applications | 2015 | 14 Pages |
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
Eric Cator, Leandro P.R. Pimentel,