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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2021 Volume 57, Issue 2, Pages 71–89 (Mi ppi2342)

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


 English version:
Problems of Information Transmission, 2021, 57:2, 161–177

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© Steklov Math. Inst. of RAS, 2024