Radon-Nikodym derivative of inhomogeneous Brownian last passage percolation
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866918183227621376 |
|---|---|
| author | Tassopoulos, Pantelis Sarkar, Sourav |
| author_facet | Tassopoulos, Pantelis Sarkar, Sourav |
| contents | We show that the Radon-Nikodym derivative of the law of the spatial increments (with endpoints away from the origin) of inhomogeneous Brownian last passage percolation (LPP) with non-decreasing initial data against the Wiener measure $μ$ on compacts is in $L^{\infty-}(μ)$; and for any fixed $p>1$, the $L^p$ norm is at most of the order $O_p(\mathrm{e}^{d_pm^2\log m})$ for some $p$-dependent constant $d_p>0$.
Furthermore, when the initial data is homogeneous, we establish optimal growth on $L^p$ norms ($\asymp O(\exp(dm^2))$) of the Radon-Nikodym derivative of the Brownian LPP (i.e. top line of an $m$-level Dyson Brownian motion) away from the origin, as the number of curves $m$ tends to infinity, for all $p>1$ sufficiently large.
As an application of our framework, we show that the Radon-Nikodym derivative of certain toy models for the KPZ fixed point lies in $L^{\infty-}(μ)$, inspired by its variational characterisation in terms of the directed landscape. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_19414 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Radon-Nikodym derivative of inhomogeneous Brownian last passage percolation Tassopoulos, Pantelis Sarkar, Sourav Probability We show that the Radon-Nikodym derivative of the law of the spatial increments (with endpoints away from the origin) of inhomogeneous Brownian last passage percolation (LPP) with non-decreasing initial data against the Wiener measure $μ$ on compacts is in $L^{\infty-}(μ)$; and for any fixed $p>1$, the $L^p$ norm is at most of the order $O_p(\mathrm{e}^{d_pm^2\log m})$ for some $p$-dependent constant $d_p>0$. Furthermore, when the initial data is homogeneous, we establish optimal growth on $L^p$ norms ($\asymp O(\exp(dm^2))$) of the Radon-Nikodym derivative of the Brownian LPP (i.e. top line of an $m$-level Dyson Brownian motion) away from the origin, as the number of curves $m$ tends to infinity, for all $p>1$ sufficiently large. As an application of our framework, we show that the Radon-Nikodym derivative of certain toy models for the KPZ fixed point lies in $L^{\infty-}(μ)$, inspired by its variational characterisation in terms of the directed landscape. |
| title | Radon-Nikodym derivative of inhomogeneous Brownian last passage percolation |
| topic | Probability |
| url | https://arxiv.org/abs/2509.19414 |