Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions

Will Fitzgerald, Jon Warren

Research output: Contribution to journalArticlepeer-review

Abstract

This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the distribution of the all-time supremum of Dyson Brownian motion with drift. A finite temperature version relates the point-to-line partition functions of two directed polymers, with an inverse-gamma and a Brownian environment, and generalises Dufresne’s identity. Our proof introduces an interacting system of Brownian motions with an invariant measure given by a field of point-to-line log partition functions for the log-gamma polymer.
Original languageEnglish
Pages (from-to)121-171
Number of pages51
JournalProbability Theory and Related Fields
Publication statusPublished - 17 Apr 2020

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