Lower tail large deviations of the stochastic six vertex model
Abstract
In this paper, we study lower tail probabilities of the height function of the stochastic six-vertex model. We introduce a novel combinatorial approach to demonstrate that the tail probabilities are log-concave in a certain weak sense. We prove further that for each the lower tail of satisfies a Large Deviation Principle (LDP) with speed and a rate function , which is given by the infimal deconvolution between a certain energy integral and a parabola. Our analysis begins with a distributional identity from BO17 [arXiv:1608.01564], which relates the lower tail of the height function, after a random shift, with a multiplicative functional of the Schur measure. Tools from potential theory allow us to extract the LDP for the shifted height function. We then use our weak log-concavity result, along with a deconvolution scheme from our earlier paper [arXiv:2307.01179], to convert the LDP for the shifted height function to the LDP for the stochastic six-vertex model height function.
Keywords
Cite
@article{arxiv.2407.08530,
title = {Lower tail large deviations of the stochastic six vertex model},
author = {Sayan Das and Yuchen Liao and Matteo Mucciconi},
journal= {arXiv preprint arXiv:2407.08530},
year = {2025}
}
Comments
40 pages, 5 figures