Second order cubic corrections of large deviations for perturbed random walks*

Oviedo G.; Panizo G.; Ramírez A.F. · Electronic Journal of Probability (2022) · DOI: 10.1214/22-ejp786

Resumen

We prove that the Beta random walk, introduced in [BC17] 2017, has cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values α > 0 and β > 0 of the parameters of the Beta distribution, removing previous restrictions on their values. Furthermore, we prove that the GUE Tracy-Widom fluctuations still hold in the intermediate disorder regime. We also show that any random walk in space-time random environment that matches certain moments with the Beta random walk also has GUE Tracy-Widom fluctuations in the intermediate disorder regime. As a corollary we show the emergence of GUE Tracy-Widom fluctuations from the large deviation principle for trajectories ending at boundary points for random walks in space (time-independent) i.i.d. Dirichlet random environment in dimension d = 2 for a class of asymptotic behavior of the parameters.

Instituciones: Universidad Nacional de Ingeniería