Law of Fractional Logarithms for Extrema of Airy Processes
APA
(2024). Law of Fractional Logarithms for Extrema of Airy Processes. SciVideos. https://youtu.be/-nXpA_XPBP4
MLA
Law of Fractional Logarithms for Extrema of Airy Processes. SciVideos, Oct. 24, 2024, https://youtu.be/-nXpA_XPBP4
BibTex
@misc{ scivideos_ICTS:30038, doi = {}, url = {https://youtu.be/-nXpA_XPBP4}, author = {}, keywords = {}, language = {en}, title = {Law of Fractional Logarithms for Extrema of Airy Processes}, publisher = {}, year = {2024}, month = {oct}, note = {ICTS:30038 see, \url{https://scivideos.org/icts-tifr/30038}} }
Abstract
Airy_1 and Airy_2 processes are stationary stochastic processes on the real line that arise in various contexts in integrable probability. In particular, they are obtained as scaling limits of passage time profiles in planar exponential last passage percolation (LPP) models with different initial conditions. In this talk, we shall present law of fractional logarithms with optimal constants for maxima and minima of Airy processes over growing intervals, extending and complementing the work of Pu. We draw upon the recently established sharp tail estimates for various passage times in exponential LPP by Baslingker et al., as well as geometric properties of exponential LPP landscape. The talk is based on a recent work with Riddhipratim Basu
(https://doi.org/10.48550/arXiv.2406.11826).