paper

Tail decay for the distribution of the endpoint of a directed polymer

arXiv:1212.3816 · doi:10.1088/0951-7715/26/5/1449

Abstract

We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where is the Airy process. Using the formula of Schehr \cite{Sch} that connects the density function of $\tcal$ to the Hastings-McLeod solution of the second Painlevé equation, we prove that as , $\mathbb{P}(|\tcal|>t)=Ce^{-4/3φ(t)}t^{-145/32}(1+O(t^{-3/4}))$, where , and the constant is given explicitly.

24 pages, 2 figures

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