L1 convergence for greedy lattice paths

From papers

Let {Xv:vZd}\{X_{v}:v\in\mathbb{Z}^d\} be i.i.d. random variables, and let MnM_n denote the maximum weight of a lattice path of length nn from the origin. Assume that there exists α>0\alpha>0 such that

E(X0+)d(log+X0+)d+α)<+E(X_0^{+})^d(\log^{+}X_0^{+})^{d+\alpha})<+\infty

and that

0+P(X0<t)2ddt<+.\int_{0}^{+\infty}P(X_0< -t)^{2d}\,\mathrm{d}t<+\infty.

L1L^1 convergence conjecture. There exists a constant M(,+)M\in(-\infty,+\infty) such that

EMn/nMn0.E|M_n/n-M|\overset{n\to\infty}{\to}0.

The stated negative-tail integrability condition ensures that EMn>EM_n>-\infty; the conjectured L1L^1 convergence for greedy lattice paths is presented as an open problem requiring new ideas beyond the lattice-animal argument.

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Sources & referencesView supporting material

Primary source

Yinshan Chang and Anqi Zheng, “Greedy lattice paths with general weights”, arXiv:2202.07558 (2024).

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