Second Class Particles and Cube Root Asymptotics for Hammersley’s Process by Eric Cator
نویسنده
چکیده
We show that, for a stationary version of Hammersley’s process, with Poisson sources on the positive x-axis and Poisson sinks on the positive y-axis, the variance of the length of a longest weakly North–East path L(t, t) from (0,0) to (t, t) is equal to 2E(t −X(t))+, where X(t) is the location of a second class particle at time t . This implies that both E(t −X(t))+ and the variance of L(t, t) are of order t2/3. Proofs are based on the relation between the flux and the path of a second class particle, continuing the approach of Cator and Groeneboom [Ann. Probab. 33 (2005) 879–903].
منابع مشابه
Second class particles and cube root asymptotics for Hammersley's process
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We show that, for a stationary version of Hammersley's process, with Poisson sources on the positive x-axis and Poisson sinks on the positive y-axis, the variance of the length of a longest weakly NorthEast path L(t, t) from (0, 0) to (t, t) is equal to 2E(t − X(t)) + , where X(t) is the location of a second class particle at time t. This implies that both E(t − X(t)) + and the variance of L(t,...
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