期刊
ELECTRONIC JOURNAL OF PROBABILITY
卷 27, 期 -, 页码 -出版社
INST MATHEMATICAL STATISTICS-IMS
DOI: 10.1214/22-EJP786
关键词
random walk in random environment; beta random walk; GUE Tracy-Widom distribu-tion
资金
- Iniciativa Cientifica Milenio
- Fondo Nacional de Desarrollo Cientifico y Tecnologico grant [1180259, 1220396]
This study proves that Beta random walk exhibits cubic fluctuations for arbitrary parameter values and removes previous restrictions on their values. It also demonstrates the persistence of GUE Tracy-Widom fluctuations in the intermediate disorder regime.
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 ?? > 0 and (3 > 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.
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