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We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…

Probability · Mathematics 2018-08-03 Federico Ciech , Nicos Georgiou

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…

Probability · Mathematics 2009-11-02 Marc Kesseböhmer , Lidong Tang

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

Probability · Mathematics 2026-04-16 Osama Abuzaid , Eveliina Peltola

We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of…

Probability · Mathematics 2017-12-19 Federico Ciech , Nicos Georgiou

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…

Probability · Mathematics 2011-08-30 Hao Lin

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

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…

Condensed Matter · Physics 2007-05-23 Anton Bovier , Véronique Gayrard

We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…

Probability · Mathematics 2017-07-18 Elnur Emrah , Chris Janjigian

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

We show existence of the weak large deviation principle, with a convex rate function, for the renormalized distance from the starting point of irreducible random walks on relatively hyperbolic groups. Under the assumption of finiteness of…

Probability · Mathematics 2021-11-30 Emilio Corso

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Statistical Mechanics · Physics 2018-03-12 Lukas P. Fischer , Patrick Pietzonka , Udo Seifert

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

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

The longest stretch $L(n)$ of consecutive heads in $n$ i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generating function of $L(n)$ and then show that there are precisely…

Probability · Mathematics 2015-07-13 Takis Konstantopoulos , Zhenxia Liu , Xiangfeng Yang

We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…

Probability · Mathematics 2019-01-30 Gérard Ben Arous , Jing Wang
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