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Consider the partition function of a directed polymer in an IID field. We assume that both tails of the negative and the positive part of the field are at least as light as exponential. It is a well-known fact that the free energy of the…

Probability · Mathematics 2012-10-04 Iddo Ben-Ari

We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…

Probability · Mathematics 2013-12-17 Nicos Georgiou , Timo Seppäläinen

We present results about large deviations and laws of large numbers for various polymer related quantities. In a completely general setting and strictly positive temperature, we present results about large deviations for directed polymers…

Probability · Mathematics 2012-10-03 Nicos Georgiou

In this paper, we study lower tail probabilities of the height function $\mathfrak{h}(M,N)$ of the stochastic six-vertex model. We introduce a novel combinatorial approach to demonstrate that the tail probabilities…

Probability · Mathematics 2025-08-26 Sayan Das , Yuchen Liao , Matteo Mucciconi

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

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

Probability · Mathematics 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class.…

Probability · Mathematics 2017-11-01 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…

Probability · Mathematics 2015-10-29 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Statistical Mechanics · Physics 2017-07-04 Erez Aghion , David A. Kessler , Eli Barkai

We show that the endpoint large deviation rate function for a continuous-time directed polymer agrees with the rate function of the underlying random walk near the origin in the whole weak disorder phase.

Probability · Mathematics 2021-04-01 Ryoki Fukushima , Stefan Junk

We study the half-space log-gamma polymer model with stationary initial conditions. We derive exact formulas for the distribution of the partition function along the diagonal across the entire High density phase and Low density phase. We…

Probability · Mathematics 2026-02-24 Jiyue Zeng , Xinyi Zhang

We present a large-deviations/thermodynamic approach to the classic problem of percolation on the complete graph. Specifically, we determine the large-deviation rate function for the probability that the giant component occupies a fixed…

Probability · Mathematics 2011-11-10 Marek Biskup , Lincoln Chayes , S. Alex Smith

We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main result is a large deviation property for probability…

Mathematical Physics · Physics 2015-06-02 Jan Naudts , Hiroki Suyari

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

Probability · Mathematics 2023-01-31 Anatoli Juditsky , Arkadii S. Nemirovski

We prove precise deviations results in the sense of Cram\'er and Petrov for the upper tail of the distribution of the maximal value for a special class of determinantal point processes that play an important role in random matrix theory.…

Probability · Mathematics 2016-09-22 Peter Eichelsbacher , Thomas Kriecherbauer , Katharina Schüler

Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq…

Probability · Mathematics 2023-02-02 Clément Cosco , Shuta Nakajima

We consider the supercritical bond percolation on $\mathbb Z^d$ and study the graph distance on the percolation graph called the chemical distance. It is well-known that there exists a deterministic constant $\mu(x)$ such that the chemical…

Probability · Mathematics 2023-04-12 Barbara Dembin , Shuta Nakajima

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

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

A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution.…

Probability · Mathematics 2016-10-07 Michel Ledoux
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