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We give an elementary proof that Talagrand's sub-Gaussian concentration inequality implies a limit shape theorem for first passage percolation on any Cayley graph of Z^d, with a bound on the speed of convergence that slightly improves…

Probability · Mathematics 2015-05-12 Romain Tessera

We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…

Probability · Mathematics 2026-05-06 Bochen Jin , Ilya Molchanov

We introduce new probabilistic arguments to derive optimal-order central moment bounds in planar directed last-passage percolation. Our technique is based on couplings with the increment-stationary variants of the model, and is presented in…

Probability · Mathematics 2025-02-04 Elnur Emrah , Nicos Georgiou , Janosch Ortmann

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

Statistical Mechanics · Physics 2015-05-13 N. R. Moloney , J. Davidsen

Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…

Probability · Mathematics 2013-12-30 Enrique D. Andjel , Maria Eulalia Vares

Strongly first-order phase transitions, i.e., those with a large order parameter, are characterized by a considerable supercooling and high velocities of phase transition fronts. A very strong phase transition may have important…

Cosmology and Nongalactic Astrophysics · Physics 2017-04-26 Ariel Megevand , Santiago Ramirez

We use the Stein-Chen method to study the extremal behaviour of the problem of extremes for univariate and bivariate geometric laws. We obtain a rate for the convergence to the Gumbel distribution of the law of the maximum of i. i. d.…

Probability · Mathematics 2015-10-27 Alessandra Cipriani , Anne Feidt

We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the…

Probability · Mathematics 2007-05-23 Jinho Baik , Toufic M. Suidan

We prove exponential concentration in i.i.d. first-passage percolation in $Z^d$ for all $d \geq 2$ and general edge-weights $(t_e)$. Precisely, under an exponential moment assumption $E e^{\alpha t_e}< \infty$ for some $\alpha>0$) on the…

Probability · Mathematics 2014-11-27 Michael Damron , Jack Hanson , Philippe Sosoe

In the models of first-passage percolation and directed first-passage percolation on $\mathbb{Z}^d$, we consider a family of i.i.d. random variables indexed by the set of edges of the graph, called passage times. For every vertex $x \in…

Probability · Mathematics 2025-01-31 Antonin Jacquet

We consider first passage percolation with i.i.d. weights on edges of the d-dimensional cubic lattice. Under the assumptions that a weight is equal to zero with probability smaller than the critical probability of bond percolation in the…

Probability · Mathematics 2015-09-17 Naoki Kubota

For $\xi \geq 0$ and $d \geq 3$, the higher-dimensional Liouville first passage percolation (LFPP) is a random metric on $\epsilon \mathbb{Z}^d$ obtained by reweighting each vertex by $e^{\xi h_\epsilon(x)}$, where $h_\epsilon(x)$ is a…

Probability · Mathematics 2025-04-15 Andres A. Contreras Hip , Zijie Zhuang

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

We identify the asymptotic distribution of the chemical distance in high-dimensional critical Bernoulli percolation. Namely, we show that the distance between the origin and a distant vertex conditioned to lie in the cluster of the origin…

Probability · Mathematics 2025-11-13 Shirshendu Chatterjee , Pranav Chinmay , Jack Hanson , Philippe Sosoe

Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…

Statistical Mechanics · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

We consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations on $\mathbb{Z}^d$, $d\geq 2$, including discrete Gaussian free fields, Ginzburg-Landau $\nabla \phi$…

Probability · Mathematics 2024-05-21 Sebastian Andres , Alexis Prévost

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

Dynamical Systems · Mathematics 2020-12-02 Théophile Caby , Davide Faranda , Sandro Vaienti , Pascal Yiou

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

We study the extremal process associated with the Discrete Gaussian Free Field on the square lattice and elucidate how the conformal symmetries manifest themselves in the scaling limit. Specifically, we prove that the joint process of…

Probability · Mathematics 2020-01-06 Marek Biskup , Oren Louidor

We give the first properties of independent Bernoulli percolation, for oriented graphs on the set of vertices $\Z^d$ that are translation-invariant and may contain loops. We exhibit some examples showing that the critical probability for…

Probability · Mathematics 2021-06-09 Olivier Garet , Régine Marchand