On the scaling limits of weakly asymmetric bridges

Labbé, Cyril

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

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