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Related papers: Upper tail bounds for stationary KPZ models

200 papers

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Probability · Mathematics 2017-09-26 Svante Janson

Temporal correlation for randomly growing interfaces in the KPZ universality class is a topic of recent interest. Most of the works so far have been concentrated on the zero temperature model of exponential last passage percolation, and…

Probability · Mathematics 2024-01-31 Riddhipratim Basu , Xiao Shen

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

Probability · Mathematics 2024-05-27 Sayan Das , Duncan Dauvergne , Bálint Virág

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

Probability · Mathematics 2011-10-14 Daniel Hsu , Sham M. Kakade , Tong Zhang

In this paper we consider the first passage percolation with identical and independent exponentially distributions, called the Eden growth model, and we study the upper tail large deviations for the first passage time ${\rm T}$. Our main…

Probability · Mathematics 2020-01-01 Shuta Nakajima

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…

Disordered Systems and Neural Networks · Physics 2018-05-24 Alexander K. Hartmann , Pierre Le Doussal , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

Probability · Mathematics 2021-01-01 Shih Yu Chang

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

Probability · Mathematics 2011-06-21 Goetz Olaf Munsonius

We study the last passage time in geometric last passage percolation (LPP). As the system size increases, we derive precise large deviation probabilities -- up to and including the constant terms -- for both the lower and upper tails. A key…

Probability · Mathematics 2025-10-21 Sung-Soo Byun , Christophe Charlier , Philippe Moreillon , Nick Simm

In many areas of interest, modern risk assessment requires estimation of the extremal behaviour of sums of random variables. We derive the first order upper-tail behaviour of the weighted sum of bivariate random variables under weak…

Statistics Theory · Mathematics 2022-08-17 Jordan Richards , Jonathan A. Tawn

Last passage percolation (LPP) is a model of a directed metric and a zero-temperature polymer where the main observable is a directed path evolving in a random environment accruing as energy the sum of the random weights along itself. When…

Probability · Mathematics 2025-01-07 Shirshendu Ganguly , Victor Ginsburg , Kyeongsik Nam

We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…

Probability · Mathematics 2022-11-04 Huangjun Zhu , Zihao Li , Masahito Hayashi

We prove that two half-space models in the KPZ universality class, exponential last-passage percolation and a family of Poisson-avoiding metrics generalizing colored TASEP, converge to a common scaling limit. This scaling limit is the…

Probability · Mathematics 2026-05-11 Duncan Dauvergne , Lingfu Zhang

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

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 last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that…

Probability · Mathematics 2018-04-24 Alan Hammond , Sourav Sarkar

We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.

Probability · Mathematics 2026-03-05 Xinjie He , Tomasz Tkocz , Katarzyna Wyczesany

A recent conjecture of Caputo, Carlen, Lieb, and Loss, and, independently, of the author, states that the maximum of the permanent of a matrix whose rows are unit vectors in l_p is attained either for the identity matrix I or for a constant…

Combinatorics · Mathematics 2007-05-23 Alex Samorodnitsky

Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…

Probability · Mathematics 2025-03-04 Julien Verges

We develop a new probabilistic and geometric method to obtain several sharp results pertaining to the upper tail behavior of continuum Gibbs measures on infinite ensembles of random continuous curves, also known as line ensembles,…

Probability · Mathematics 2025-12-23 Shirshendu Ganguly , Milind Hegde