2016
DOI: 10.1002/cpa.21648
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Variational Formula for the Time Constant of First‐Passage Percolation

Abstract: We consider first‐passage percolation with positive, stationary‐ergodic weights on the square lattice ℤd. Let T(x) be the first‐passage time from the origin to a point x in ℤd. The convergence of the scaled first‐passage time T([nx])/n to the time constant as n → ∞ can be viewed as a problem of homogenization for a discrete Hamilton‐Jacobi‐Bellman (HJB) equation. We derive an exact variational formula for the time constant and construct an explicit iteration that produces a minimizer of the variational formula… Show more

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Cited by 12 publications
(16 citation statements)
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References 58 publications
(146 reference statements)
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“…This result can be viewed as a type of stochastic homogenization [37], where the effective Hamiltonian is given in (P). A similar stochastic homogenization result has been obtained recently for first passage percolation [27], though in that case the exact form of the effective Hamiltonian is unknown. The Hamilton-Jacobi equation (P) is also closely related to the conservation law for the hydrodynamic limit of TASEP [21], and in Section 1.2 we show a formal equivalence between the two continuum limits.…”
Section: Resultssupporting
confidence: 71%
“…This result can be viewed as a type of stochastic homogenization [37], where the effective Hamiltonian is given in (P). A similar stochastic homogenization result has been obtained recently for first passage percolation [27], though in that case the exact form of the effective Hamiltonian is unknown. The Hamilton-Jacobi equation (P) is also closely related to the conservation law for the hydrodynamic limit of TASEP [21], and in Section 1.2 we show a formal equivalence between the two continuum limits.…”
Section: Resultssupporting
confidence: 71%
“…We write Ω for the probability space and σ v : Ω → Ω for the shift that translates the random variables τ e by v. Define where (·, ·) is the standard inner product in R d . The following is the main result of [120]. (p, x).…”
Section: The Time Constant Through a Homogenization Problemmentioning
confidence: 87%
“…Another way to interpret the time constant was recently explored by Krishnan [120] in FPP and by Georgiou, Rassoul-Agha and Seppäläinen [85] in last-passage percolation. We briefly describe it here.…”
Section: The Time Constant Through a Homogenization Problemmentioning
confidence: 99%
“…A general theory that is a step towards universality can be found at the law of large numbers level [21,36,37,38] where a series of variational formulas for the limiting free energy density of polymer models and shape functions for last passage percolation where proven. A variational formula for the time constant in first passage percolation was proven in [29]. For two-dimensional last passage models with e 1 , e 2 admissible steps the analysis and results can be sharpened; early universal results on the shape near the edge were obtained in [32,7].…”
Section: Solvable Models Of Lattice Last Passage Percolation and Kpz mentioning
confidence: 99%