Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges

Abstract

We consider the infinite directed graph with vertices the set of integers ...,-2,-1,0,1,2,... . Let v be a random variable taking either finite values or value "minus infinity". Consider random weights v(j,k), indexed by pairs (j,k) of integers with j 0)>0, the conditional distribution of v, given v>0, is not degenerate, and that E exp(Cv) is finite, for some C>0. We derive local limit theorems in the normal and moderate large deviations regimes in the case where v has an arithmetic distribution. We also derive an integro-local theorem in the case where v has a non-lattice distribution.