Lower Deviations in $\beta$-ensembles and Law of Iterated Logarithm in Last Passage Percolation

TL;DR

This paper establishes a law of iterated logarithm for last passage percolation times, revealing precise asymptotic lower deviations and connecting passage times to eigenvalues of random matrix ensembles.

Contribution

It introduces a novel approach by shifting from point-to-point to point-to-line passage times and provides new lower bounds for eigenvalue tail deviations in $eta$-Laguerre ensembles.

Findings

Almost sure lower deviations of passage times are characterized.

A new lower tail deviation bound for $eta$-Laguerre eigenvalues is established.

The results confirm a conjecture by Ledoux on passage time deviations.

Abstract

For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we show that $\liminf_{n\to \infty} \frac{T_{n}-4n}{n^{1/3}(\log \log n)^{1/3}}$ almost surely converges to a deterministic negative constant and obtain some estimates on the same. This settles a conjecture of Ledoux (J. Theor. Probab., 2018) where a related lower bound and similar results for the corresponding upper tail were proved. Our proof relies on a slight shift in perspective from point-to-point passage times to considering point-to-line passage times instead, and exploiting the correspondence of the latter to the largest eigenvalue of the Laguerre Orthogonal Ensemble (LOE). A key technical ingredient, which is of independent interest, is a new lower bound of lower tail deviation probability of the largest eigenvalue of $\beta$-Laguerre ensembles, which extends the results proved in the context of the $\beta$-Hermite ensembles by Ledoux and Rider (Electron. J. Probab., 2010).