Large Systems
Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges
T. Konstantopoulosa,
A. V. Logachovbcd,
A. A. Mogulskiidb,
S. G. Fossedb a Department of Mathematical Sciences, University of Liverpool, Liverpool, UK
b Sobolev Institute of Mathematics, Siberian Branch
of the Russian Academy of Sciences, Novosibirsk, Russia
c Siberian State University of Geosystems and Technologies
d Novosibirsk State University, Novosibirsk, Russia
e School of Mathematical Sciences, Heriot–Watt University, Edinburgh, UK
Abstract:
We consider an infinite directed graph with vertices numbered by integers
$\ldots,-2, -1,0,1,2,\ldots\strut$, where any pair of vertices
$j<k$ is connected by an edge
$(j,k)$ that is directed from
$j$ to
$k$ and has a random weight
$v_{j,k}\in [-\infty,\infty)$. Here,
$\{v_{j,k}, j< k\}$ is a family of independent and identically distributed random variables that take either finite values (of any sign) or the value
$-\infty$. A path in the graph is a sequence of connected edges
$(j_0,j_1),(j_1,j_2),\ldots,(j_{m-1},j_m)$ (where
$j_0< j_1< \ldots < j_m$), and its weight is the sum
$\sum\limits_{s=1}^m v_{j_{s-1},j_s}\ge -\infty$ of the weights of the edges. Let
$w_{0,n}$ be the maximal weight of all paths from
$0$ to
$n$. Assuming that
${\boldsymbol{\rm{P}}}(v_{0,1}>0)>0$ , that the conditional distribution of ${\boldsymbol{\rm{P}}}(v_{0,1}\in\cdot | v_{0,1}>0)$ is nondegenerate, and that
${\boldsymbol{\rm{E}}}\exp (Cv_{0,1})< \infty$ for some
$C={\rm{const}} >0$ , we study the asymptotic behavior of random sequence
$w_{0,n}$ as
$n\to\infty$. In the domain of the normal and moderately large deviations we obtain a local limit theorem when the distribution of random variables
$v_{i,j}$ is arithmetic and an integro-local limit theorem if this distribution is non-lattice.
Keywords:
directed graph, maximal path weight, skeleton and renewal points, normal and moderate large deviations, (integro-)local limit theorem.
UDC:
621.391 : 519.175.4 :
519.214 Received: 19.11.2020
Revised: 01.02.2021
Accepted: 08.02.2021
DOI:
10.31857/S0555292321020054