Related papers: On large deviation regimes for random media models
We consider the Erd\"{o}s--R\'{e}nyi random graph $G_{n,p}$ and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
Let $0<a<b<\infty$, and for each edge $e$ of $Z^d$ let $\omega_e=a$ or $\omega_e=b$, each with probability 1/2, independently. This induces a random metric $\dist_\omega$ on the vertices of $Z^d$, called first passage percolation. We prove…
Statistical mechanical systems at and near their points of phase transition are expected to exhibit rich, fractal-like behaviour that is independent of the small-scale details of the system but depends strongly on the dimension in which the…
We consider the standard first passage percolation model in the rescaled lattice $\mathbb{Z}^d$ for $d\geq 2$ and a bounded domain $\Omega$ in $\mathbb R ^d$. We denote by $\Gamma^1$ and $\Gamma^2$ two disjoint subsets of $\partial \Omega$…
We describe the asymptotic behavior of the number $Z_n[a_n,\infty)$ of individuals with a large value in a stable bifurcating autoregressive process. The study of the associated first moment $\mathbb{E}(Z_n[a_n,\infty))$ is equivalent to…
We consider vertex percolation on pseudo-random $d-$regular graphs. The previous study by the second author established the existence of phase transition from small components to a linear (in $\frac{n}{d}$) sized component, at…
The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…
In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…
In 1999, Zhang proved that, for first passage percolation on the square lattice $\mathbb{Z}^2$ with i.i.d. non-negative edge weights, if the probability that the passage time distribution of an edge $P(t_e = 0) =1/2 $, the critical value…
We introduce and study derivatives in first-passage percolation with edge weights given by i.i.d. random variables supported on ${a,b}$. We show that the variance of the passage time can be expressed in terms of these derivatives. We…
We consider the standard model of first-passage percolation on $\mathbb{Z}^d$ ($d\geq 2$), with i.i.d. passage times associated with either the edges or the vertices of the graph. We focus on the particular case where the distribution of…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
For first passage percolation (FPP) on Euclidean lattices $\mathbb{Z}^d$ with $d\ge 2$, it is expected that the variance of the first passage time between two points grows sublinearly in the distance with a universal exponent strictly…
We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated by Bhamidi and van der Hofstad [6]. We describe our results…