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Related papers: Upper Tail Large Deviations in First Passage Perco…

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We consider Bernoulli first-passage percolation on the $d$-dimensional hypercubic lattice with $d \geq 2$. The passage time of edge $e$ is $0$ with probability $p$ and $1$ with probability $1-p$, independently of each other. Let $p_c$ be…

Probability · Mathematics 2022-05-31 Naoki Kubota , Masato Takei

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

Probability · Mathematics 2007-12-05 Boualem Djehiche , Jens Svensson

We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…

Probability · Mathematics 2024-02-19 David A. Croydon , Daniel Kious , Carlo Scali

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

Probability · Mathematics 2016-03-24 Ron Doney , Claudia Klüppelberg , Ross Maller

For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we…

Probability · Mathematics 2019-09-04 Riddhipratim Basu , Shirshendu Ganguly , Milind Hegde , Manjunath Krishnapur

We prove several facts concerning Lipschitz percolation, including the following. The critical probability p_L for the existence of an open Lipschitz surface in site percolation on Z^d with d\ge 2 satisfies the improved bound p_L \le…

Probability · Mathematics 2010-07-23 Geoffrey R. Grimmett , Alexander E. Holroyd

The "infamous upper tail problem" for $r$-uniform hypergraphs is to estimate the probability that the number of copies of a fixed hypergraph $H$ in a large binomial $r$-uniform hypergraph $\boldsymbol{G}$ exceeds its expectation by a…

Combinatorics · Mathematics 2025-10-01 Nicholas A. Cook , Nguyen Nguyen

Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…

Probability · Mathematics 2026-02-04 Nina Gantert , Joscha Prochno , Philipp Tuchel

We establish the large deviation probabilities for the height of random recursive trees, revealing polynomial upper-tail decay and stretched-exponential lower-tail decay. Remarkably, the lower tail features an atypical prefactor that grows…

Probability · Mathematics 2026-04-23 Xinxin Chen , Heng Ma

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…

We study percolation on the hierarchical lattice of order $N$ where the probability of connection between two points separated by distance $k$ is of the form $c_k/N^{k(1+\delta)},\; \delta >-1$. Since the distance is an ultrametric, there…

Probability · Mathematics 2012-05-25 Donald Dawson , Luis Gorostiza

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

Applications · Statistics 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…

Statistical Finance · Quantitative Finance 2011-12-23 Josep Perelló , Mario Gutiérrez-Roig , Jaume Masoliver

We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the…

Probability · Mathematics 2007-05-23 Richard Bass , Xia Chen , Jay Rosen

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

Probability · Mathematics 2023-06-21 Prakirt Raj Jhunjhunwala , Daniela Hurtado-Lange , Siva Theja Maguluri

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

Probability · Mathematics 2013-12-12 Vincent Bansaye , Vladimir Vatutin

We consider independent edge percolation models on Z, with edge occupation probabilities p_<x,y> = p if |x-y| = 1, 1 - exp{- beta / |x-y|^2} otherwise. We prove that oriented percolation occurs when beta > 1 provided p is chosen…

Probability · Mathematics 2013-04-26 D. H. U. Marchetti , V. Sidoravicius , M. E. Vares

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

Probability · Mathematics 2022-04-07 Ayan Bhattacharya

The fluctuations of the passage time in first passage percolation are of great interest. We show that the non-random fluctuations in planar FPP are at least of order $\log(n)^\alpha$ for any $\alpha<1/2$ under some conditions that are known…

Probability · Mathematics 2025-11-11 Malte Hassler
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