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We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the…

Probability · Mathematics 2020-04-10 Elnur Emrah , Chris Janjigian , Timo Seppäläinen

We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…

Probability · Mathematics 2025-01-14 Christian Hirsch , Daniel Willhalm

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

Probability · Mathematics 2013-08-22 Wolfgang König , Tilman Wolff

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

Probability · Mathematics 2025-06-04 Jiaming Chen

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Probability · Mathematics 2014-12-30 Nina Gantert , Kavita Ramanan , Franz Rembart

Let $(k_n)_{n \in \mathbb{N}}$ be a sequence of positive integers growing to infinity at a sublinear rate, $k_n \rightarrow \infty$ and $k_n/n \rightarrow 0$ as $n \rightarrow \infty$. Given a sequence of $n$-dimensional random vectors…

Probability · Mathematics 2023-08-03 Patrick Lopatto , Kavita Ramanan , Xiaoyu Xie

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

Probability · Mathematics 2024-05-27 Sayan Das , Duncan Dauvergne , Bálint Virág

A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…

Probability · Mathematics 2014-02-18 Mauro Mariani , Lorenzo Zambotti

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

Probability · Mathematics 2017-01-30 Harald Bernhard , Bikramjit Das

We prove a large deviation principle and give an expression for the rate function, for the last passage time in a Bernoulli environment. The model is exactly solvable and its invariant version satisfies a Burke-type property. Finally, we…

Probability · Mathematics 2018-10-29 Federico Ciech , Nicos Georgiou

In this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate…

Probability · Mathematics 2023-09-18 Frank den Hollander , Marco Zamparo

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

Probability · Mathematics 2010-09-22 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…

Probability · Mathematics 2013-12-10 Matthias Birkner , Frank den Hollander

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

Probability · Mathematics 2007-05-23 Markus Flury

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

Probability · Mathematics 2019-06-27 Nina Gantert , Thomas Höfelsauer

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

Probability · Mathematics 2010-04-09 Atilla Yilmaz

We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…

A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to…

Disordered Systems and Neural Networks · Physics 2009-11-11 Olivier Rivoire
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