English
Related papers

Related papers: Right-tail moderate deviations in the exponential …

200 papers

We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…

Probability · Mathematics 2020-11-02 Manan Bhatia

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 the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…

Probability · Mathematics 2007-06-13 Marton Balazs , Eric Cator , Timo Seppalainen

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

Following the recent investigations of Baik and Suidan in \cite{baik2005gcl} and Bodineau and Martin in \cite{bodineau2005upl}, we prove large deviation properties for a last-passage percolation model in $\mathbb{Z}^{2}_{+}$ whose paths are…

Probability · Mathematics 2015-03-13 Jean-Paul Ibrahim

We develop a new probabilistic method for deriving deviation estimates in directed planar polymer and percolation models. The key estimates are for exit points of geodesics as they cross transversal down-right boundaries. These bounds are…

Probability · Mathematics 2023-08-30 Elnur Emrah , Christopher Janjigian , Timo Seppäläinen

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The…

Probability · Mathematics 2007-05-23 Jinho Baik , Percy Deift , Ken McLaughlin , Peter Miller , Xin Zhou

In i.i.d. exponential last-passage percolation, we describe the joint distribution of Busemann functions, over all edges and over all directions, in terms of a joint last-passage problem in a finite inhomogeneous environment. More…

Probability · Mathematics 2025-06-17 Erik Bates , Elnur Emrah , James Martin , Timo Seppäläinen , Evan Sorensen

We study the directed last-passage percolation model on the planar square lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside of the class of exactly solvable models. Stationary cocycles are constructed…

Probability · Mathematics 2016-07-26 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen

We study the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. Stationary cocycles are constructed for…

Probability · Mathematics 2015-10-07 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen

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

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

Under typical scaling, the last passage time field of the directed last passage percolation model with exponential site distributions converges to the KPZ fixed point. In this paper, we consider an atypical scenario in which the last…

Probability · Mathematics 2025-08-14 Jinho Baik , Dylan Cordaro , Tejaswi Tripathi

We present a proof of an upper tail bound of the correct order (up to a constant factor in the exponent) in two classes of stationary models in the KPZ universality class. The proof is based on an exponential identity due to Rains in the…

Probability · Mathematics 2023-03-01 Benjamin Landon , Philippe Sosoe

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

Probability · Mathematics 2016-10-25 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…

Probability · Mathematics 2023-01-30 Milad Bakhshizadeh

We study the tail behavior for the maximum of discrete Gaussian free field on a 2D box with Dirichlet boundary condition after centering by its expectation. We show that it exhibits an exponential decay for the right tail and a double…

Probability · Mathematics 2012-09-26 Jian Ding

This short note provides a large-deviation-based upper bound on the growth rate of directed last passage percolation (LPP) using the entropy of the normalized direction vector.

Information Theory · Computer Science 2019-10-15 Cihan Tepedelenlioglu

These lecture notes discuss several related features of the exactly solvable two-dimensional corner growth model with exponentially distributed weights. A key property of this model is the availability of a fairly explicit stationary…

Probability · Mathematics 2020-09-01 Timo Seppäläinen

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

Probability · Mathematics 2020-12-08 Nikita Karagodin , Mikhail Lifshits
‹ Prev 1 2 3 10 Next ›