Conditional geodesic fluctuation conjecture

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Let π∗\pi_* be the unique geodesic from (1,1)(1,1) to (aN,bN)(aN,bN), linearly interpolated and written in the basis v1=(a,b)\mathbf v_1=(a,b) and

v2=(a(ℓ−a+b)σℓD,−b(ℓ+a−b)σℓD),\mathbf v_2=\left(\frac{a(\ell-a+b)\sigma}{\ell\sqrt D},-\frac{b(\ell+a-b)\sigma}{\ell\sqrt D}\right),

as π∗={τv1+π∗(τ)v2}τ∈[0,N]\pi_* =\{\tau\mathbf v_1+\pi^*(\tau)\mathbf v_2\}_{\tau\in[0,N]}, where π∗(0)=π∗(N)=0\pi^*(0)=\pi^*(N)=0. Let B1br\mathbb B^{\mathrm{br}}_1 and B2br\mathbb B^{\mathrm{br}}_2 be the correlated Brownian bridges from the diagonal fluctuation theorem.

Conditional geodesic fluctuation conjecture. Conditional on L(aN,bN)=ℓN\mathcal L(aN,bN)=\ell N,

Law⁡((π∗(tN)N1/2,L(tNv1+π∗(tN)v2)−tℓNσN1/2)t∈(0,1) | L(aN,bN)=ℓN)→f.d.d.Law⁡((B2br(t),B1br(t))t∈(0,1)).\operatorname{Law}\left(\left(\frac{\pi^*(tN)}{N^{1/2}},\frac{\mathcal L(tN\mathbf v_1+\pi^*(tN)\mathbf v_2)-t\ell N}{\sigma N^{1/2}}\right)_{t\in(0,1)}\,\middle|\,\mathcal L(aN,bN)=\ell N\right) \xrightarrow{\mathrm{f.d.d.}} \operatorname{Law}\left((\mathbb B^{\mathrm{br}}_2(t),\mathbb B^{\mathrm{br}}_1(t))_{t\in(0,1)}\right).

The conjecture identifies the joint scaling limit of the transverse geodesic displacement and the passage-time fluctuation along the conditioned geodesic. It is motivated by the diagonal fluctuation theorem and remains open.

References

Primary source

Jinho Baik, Dylan Cordaro and Tejaswi Tripathi, “Conditional exponential directed last passage percolation under a one-point upper large deviation event”, arXiv:2508.04954 (2026).

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