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Related papers: Large deviations for the log-Gamma polymer

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We study the long-time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimensions for the Brownian and droplet initial conditions and present a simple derivation of the tail of the large deviations of the height on the negative…

Statistical Mechanics · Physics 2018-11-21 Alexandre Krajenbrink , Pierre Le Doussal

We study models of discrete-time, symmetric, $\Z^{d}$-valued random walks in random environments, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$, with polynomial tail near 0 with exponent $\gamma>0$.…

Probability · Mathematics 2009-12-30 Omar Boukhadra

In this paper, we establish the first large deviation bounds for the Airy point process. The proof is based on a novel approach which relies upon the approximation of the Airy point process using the Gaussian unitary ensemble (GUE) up to an…

Probability · Mathematics 2024-10-23 Chenyang Zhong

We prove that the set of thick points of the log-correlated Gaussian field contains an unbounded path in sufficiently high dimensions. This contrasts with the two-dimensional case, where Aru, Papon, and Powell (2023) showed that the set of…

Probability · Mathematics 2026-02-05 Jian Ding , Ewain Gwynne , Zijie Zhuang

The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution…

Methodology · Statistics 2013-10-02 Danijel Grahovac , Mofei Jia , Nikolai N. Leonenko , Emanuele Taufer

The natural analogue for a Levy process of Cramer's estimate for a reflected random walk is a statement about the exponential rate of decay of the tail of the characteristic measure of the height of an excursion above the minimum. We…

Probability · Mathematics 2007-05-23 R. A. Doney , R. A. Maller

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

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

Probability · Mathematics 2025-05-07 Jie Jiang , Shuwen Lai

In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…

Probability · Mathematics 2017-02-14 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

Probability · Mathematics 2024-03-25 Raphaël Ducatez , Alice Guionnet , Jonathan Husson

We study the generalization properties of unregularized gradient methods applied to separable linear classification -- a setting that has received considerable attention since the pioneering work of Soudry et al. (2018). We establish tight…

Machine Learning · Computer Science 2023-03-03 Matan Schliserman , Tomer Koren

In this paper we study the large deviation behavior of sums of i.i.d. random variables X_i defined on a supercritical Galton-Watson process Z. We assume the finiteness of the moments EX_1^2 and EZ_1log Z_1. The underlying interplay of the…

Probability · Mathematics 2007-06-13 Klaus Fleischmann , Vitali Wachtel

We establish sharp large deviation asymptotics for the maximum order statistic of independent and identically distributed heavy-tailed random variables, valid for all Borel subsets of the right tail. This result yields exact decay rates for…

Probability · Mathematics 2026-01-09 José M. Zapata

In this paper we show a some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large…

Information Theory · Computer Science 2007-07-13 Te Sun Han

We introduce a general method, based on a mapping onto quantum mechanics, for investigating the large-T limit of the distribution P(r,T) of the nonlinear functional r[V] = (1/T)\int_0^T dT' V[X(T')], where V(X) is an arbitrary function of…

Statistical Mechanics · Physics 2009-11-07 Satya N. Majumdar , Alan J. Bray

We show that the tail probability of the rough line integral $\int_{0}^{1}\phi(X_{t})dY_{t}$, where $(X,Y)$ is a 2D fractional Brownian motion with Hurst parameter $H\in(1/4,1/2)$ and $\phi$ is a $C_{b}^{\infty}$-function satisfying a mild…

Probability · Mathematics 2022-11-07 Horatio Boedihardjo , Xi Geng

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

The residual gas damping of the test mass (TM) in the free molecular flow regime is studied in the finite open systems for high-precision gravity-related experiments. Through strict derivation, we separate the damping coefficients for two…

General Relativity and Quantum Cosmology · Physics 2024-01-11 Hou-Qiang Teng , Jia-Qi Dong , Yisen Wang , Liang Huang , Peng Xu

We study a (1+1)-dimensional directed polymer in a random environment on the integer lattice with log-gamma distributed weights. Among directed polymers, this model is special in the same way as the last-passage percolation model with…

Probability · Mathematics 2015-08-28 Timo Seppäläinen