Tuesday, December 18, 2012

1212.3816 (Thomas Bothner et al.)

Tail decay for the distribution of the endpoint of a directed polymer    [PDF]

Thomas Bothner, Karl Liechty
We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where $\mathcal{A}_2$ is the Airy$_2$ process. Using the formula of Schehr \cite{Sch} that connects the density function of $\tcal$ to the Hastings-McLeod solution of the second Painlev\'e equation, we prove that as $t\rightarrow\infty$, $\mathbb{P}(|\tcal|>t)=Ce^{-4/3\varphi(t)}t^{-145/32}(1+O(t^{-3/4}))$, where $\varphi(t)=t^3-2t^{3/2}+3t^{3/4}$, and the constant $C$ is given explicitly. This result proves the conjecture on the tail decay of $\tcal$ raised by Halpin-Healy and Zhang \cite{HHZ}. Schehr recently derived the leading decay $e^{-4/3t^3}$ but without giving rigorous estimates. The matching upper bound was also proved by Quastel and Remenik.
View original: http://arxiv.org/abs/1212.3816

No comments:

Post a Comment