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We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…

Machine Learning · Statistics 2026-02-27 Katerina Papagiannouli , Dario Trevisan , Giuseppe Pio Zitto

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

Probability · Mathematics 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima

We generalize the exactly solvable corner growth models by choosing the rate of the exponential distribution $a_i+b_j$ and the parameter of the geometric distribution $a_i b_j$ at site $(i, j)$, where $(a_i)_{i \ge 1}$ and $(b_j)_{j \ge 1}$…

Probability · Mathematics 2016-05-24 Elnur Emrah

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Ofer Zeitouni

This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the…

Probability · Mathematics 2019-07-08 Christopher Janjigian

We consider the quenched localisation of the Bouchaud trap model on the positive integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is that for each $N \in \{2, 3, \ldots\}$ there exists a…

Probability · Mathematics 2017-08-28 David Croydon , Stephen Muirhead

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

Probability · Mathematics 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a…

Statistical Mechanics · Physics 2019-12-04 Daniel Jacobson , Stephen Whitelam

We study cluster sizes in supercritical $d$-dimensional inhomogeneous percolation models with long-range edges -- such as long-range percolation -- and/or heavy-tailed degree distributions -- such as geometric inhomogeneous random graphs…

Probability · Mathematics 2025-11-12 Joost Jorritsma , Júlia Komjáthy , Dieter Mitsche

In this paper, we are interested in some questions of Greven and den Hollander about the rate function $I\_{\eta}^q$ of quenched large deviations for random walk in random environment. By studying the hitting times of RWRE, we prove that in…

Probability · Mathematics 2007-05-23 Alexis Devulder

Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq…

Probability · Mathematics 2023-02-02 Clément Cosco , Shuta Nakajima

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

We consider independently identically distributed random compositions of the Gauss and R\'enyi maps that generate random continued fractions. Using methods of ergodic theory, thermodynamic formalism and large deviations, we show that…

Dynamical Systems · Mathematics 2025-10-29 Shintaro Suzuki , Hiroki Takahasi

We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…

Probability · Mathematics 2013-12-17 Nicos Georgiou , Timo Seppäläinen

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…

Dynamical Systems · Mathematics 2014-07-18 Romain Aimino , Matthew Nicol , Sandro Vaienti

We calculate the large deviations for the length of the longest alternating subsequence and for the length of the longest increasing subsequence in a uniformly random permutation that avoids a pattern of length three. We treat all six…

Probability · Mathematics 2023-09-04 Ross G. Pinsky

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

Probability · Mathematics 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…

Machine Learning · Computer Science 2023-06-06 Etrit Haxholli , Marco Lorenzi

This paper studies the effect of truncation on the large deviations behavior of the partial sum of a triangular array coming from a truncated power law model. Each row of the triangular array consists of i.i.d. random vectors, whose…

Probability · Mathematics 2011-07-14 Arijit Chakrabarty