English

Upper tail large deviations for a class of distributions in First-passage percolation

Probability 2020-01-01 v1

Abstract

In this paper we consider the first passage percolation with identical and independent exponentially distributions, called the Eden growth model, and we study the upper tail large deviations for the first passage time T{\rm T}. Our main results prove that for any ξ>0\xi>0 and x0x\neq 0, P(T(0,nx)>n(μ+ξ))\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi)) decays as exp((2dξ+o(1))n)\exp{(-(2d\xi +o(1))n)} with a time constant μ\mu and a dimension dd. Moreover, we extend the result to stretched exponential distributions. On the contrary, we construct a continuous distribution with a finite exponential moment where the rate function does not exist.

Keywords

Cite

@article{arxiv.1912.13212,
  title  = {Upper tail large deviations for a class of distributions in First-passage percolation},
  author = {Shuta Nakajima},
  journal= {arXiv preprint arXiv:1912.13212},
  year   = {2020}
}

Comments

13 pages, no figures