English

Upper Tail Large Deviations in First Passage Percolation

Probability 2017-12-05 v1 Statistical Mechanics Mathematical Physics math.MP

Abstract

For first passage percolation on Z2\mathbb{Z}^2 with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance nn, is macroscopically larger than typical. It was shown by Kesten (1986) that the probability of this event decays as exp(Θ(n2))\exp (-\Theta(n^2)). However the question of existence of the rate function i.e., whether the log-probability normalized by n2n^2 tends to a limit, had remained open. We show that under some additional mild regularity assumption on the passage time distribution, the rate function for upper tail large deviation indeed exists. Our proof can be generalized to work in higher dimensions and for the corresponding problem in last passage percolation as well. The key intuition behind the proof is that a limiting metric structure which is atypical causes the upper tail large deviation event. The formal argument then relies on an approximate version of the above which allows us to dilate the large deviation environment to compare the upper tail probabilities for various values of n.n.

Keywords

Cite

@article{arxiv.1712.01255,
  title  = {Upper Tail Large Deviations in First Passage Percolation},
  author = {Riddhipratim Basu and Shirshendu Ganguly and Allan Sly},
  journal= {arXiv preprint arXiv:1712.01255},
  year   = {2017}
}

Comments

40 pages, 12 figures

R2 v1 2026-06-22T23:06:19.276Z