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On the scaling limits of weakly asymmetric bridges

Labbé, Cyril (2018), On the scaling limits of weakly asymmetric bridges, Probability Surveys, 15, p. 156-242. 10.1214/17-PS285

Type
Article accepté pour publication ou publié
External document link
https://arxiv.org/abs/1609.05617
Date
2018
Journal name
Probability Surveys
Volume
15
Publisher
Institute of Mathematical Statistics
Pages
156-242
Publication identifier
10.1214/17-PS285
Metadata
Show full item record
Author(s)
Labbé, Cyril
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
We consider a discrete bridge from (0,0) to (2N,0) evolving according to the corner growth dynamics, where the jump rates are subject to an upward asymmetry of order N−α with α∈(0,∞). We provide a classification of the asymptotic behaviours - invariant measure, hydrodynamic limit and fluctuations - of this model according to the value of the parameter α.
Subjects / Keywords
asymmetric bridges

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