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 . Our main results prove that for any and , decays as with a time constant and a dimension . 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