Related papers: Upper Tail Large Deviations in First Passage Perco…
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…
The probability distribution of percolation thresholds in finite lattices were first believed to follow a normal Gaussian behaviour. With increasing computer power and more efficient simulational techniques, this belief turned to a…
We answer a question of Ahlberg and Steif (2014) by finding the tail behaviour of the crossing probability in near-critical planar percolation. Interestingly, this superexponentially small behaviour is different from the case of dynamical…
In this paper we investigate the survival probability, \theta_n, in high-dimensional statistical physical models, where \theta_n denotes the probability that the model survives up to time n. We prove that if the r-point functions scale to…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…
We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…
First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage…
This paper focuses on the time constant for last passage percolation on complete graph. Let $G_n=([n],E_n)$ be the complete graph on vertex set $[n]=\{1,2,\ldots,n\}$, and i.i.d. sequence $\{X_e:e\in E_n\}$ be the passage times of edges.…
We study first-passage percolation in two dimensions, using measures mu on passage times with b:=inf supp(mu) >0 and mu({b})=p \geq p_c, the threshold for oriented percolation. We first show that for each such mu, the boundary of the limit…
We prove that the variance of the passage time from the origin to a point x in first-passage percolation on Z^d is sublinear in the distance to x when d \geq 2, obeying the bound Cx/(log x), under minimal assumptions on the edge-weight…
Given a branching random walk $(Z_n)_{n\geq0}$ on $\mathbb{R}$, let $Z_n(A)$ be the number of particles located in interval $A$ at generation $n$. It is well known (e.g., \cite{biggins}) that under some mild conditions, $Z_n(\sqrt…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances,…
Consider independent long range percolation on $\mathbf{Z}^2$, where horizontal and vertical edges of length $n$ are open with probability $p_n$. We show that if $\limsup_{n\to\infty}p_n>0,$ then there exists an integer $N$ such that…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
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,…
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 [9]. We describe our results…
Consider the upper tail probability that the homomorphism count of a fixed graph $H$ within a large sparse random graph $G_n$ exceeds its expected value by a fixed factor $1+\delta$. Going beyond the Erd\H{o}s-R\'enyi model, we establish…
The upper tail problem in the Erd\H{o}s--R\'enyi random graph $G\sim\mathcal{G}_{n,p}$ asks to estimate the probability that the number of copies of a graph $H$ in $G$ exceeds its expectation by a factor $1+\delta$. Chatterjee and Dembo…