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Concentration results for a Brownian directed percolation problem

Author

Listed:
  • Hambly, B. M.
  • Martin, James B.
  • O'Connell, Neil

Abstract

We consider the hydrodynamic limit for a certain Brownian directed percolation model, and establish uniform concentration results. In view of recent work on the connection between this directed percolation model and eigenvalues of random matrices, our results can also be interpreted as uniform concentration results at the process level for the largest eigenvalue of Hermitian Brownian motion.

Suggested Citation

  • Hambly, B. M. & Martin, James B. & O'Connell, Neil, 2002. "Concentration results for a Brownian directed percolation problem," Stochastic Processes and their Applications, Elsevier, vol. 102(2), pages 207-220, December.
    • Handle: RePEc:eee:spapps:v:102:y:2002:i:2:p:207-220
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    References listed on IDEAS

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    1. O'Connell, Neil & Yor, Marc, 2001. "Brownian analogues of Burke's theorem," Stochastic Processes and their Applications, Elsevier, vol. 96(2), pages 285-304, December.
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    Cited by:

    1. Eric A. Cator & Sergio I. López & Leandro P. R. Pimentel, 2019. "Attractiveness of Brownian queues in tandem," Queueing Systems: Theory and Applications, Springer, vol. 92(1), pages 25-45, June.

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    2. Eric A. Cator & Sergio I. López & Leandro P. R. Pimentel, 2019. "Attractiveness of Brownian queues in tandem," Queueing Systems: Theory and Applications, Springer, vol. 92(1), pages 25-45, June.

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