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In this paper we will prove a shape theorem for the last passage percolation model on a two dimensional $F$-compound Poisson process, called the Hammersley model with random weights. We will also provide diffusive upper bounds for shape…

Probability · Mathematics 2011-08-29 E. A. Cator , L. P. R. Pimentel

We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These variables are i.i.d.\, nonnegative, continuous, and have a…

Probability · Mathematics 2021-05-06 Ujan Gangopadhyay

We consider first-passage percolation with positive, stationary-ergodic weights on the square lattice $\mathbb{Z}^d$. Let $T(x)$ be the first-passage time from the origin to a point $x$ in $\mathbb{Z}^d$. The convergence of the scaled…

Probability · Mathematics 2016-10-25 Arjun Krishnan

For exactly solvable models of planar last passage percolation, it is known that geodesics of length $n$ exhibit transversal fluctuations at scale $n^{2/3}$ and matching (up to exponents) upper and lower bounds for the tail probabilities…

Probability · Mathematics 2023-11-02 Pranay Agarwal

In this note, we study the model of directed last passage percolation on $\mathbb{Z}^2$, with i.i.d. exponential weight. We consider the maximum paths from vertices $\left(0,\lfloor k^{2/3} \rfloor\right)$ and $(\lfloor k^{2/3} \rfloor,0)$…

Probability · Mathematics 2021-03-31 Lingfu Zhang

Liouville first passage percolation (LFPP) with parameter $\xi >0$ is the family of random distance functions $\{D_h^\epsilon\}_{\epsilon >0}$ on the plane obtained by integrating $e^{\xi h_\epsilon}$ along paths, where $h_\epsilon$ for…

Probability · Mathematics 2021-03-22 Jian Ding , Ewain Gwynne

We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…

Statistical Mechanics · Physics 2021-05-26 Antoine Maillard

The sequence of random probability measures $\nu_n$ that gives a path of length $n$, $\unsur{n}$ times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the…

Probability · Mathematics 2008-08-29 Philippe Carmona

In discrete planar last passage percolation (LPP), random values are assigned independently to each vertex in $\mathbb Z^2$, and each finite upright path in $\mathbb Z^2$ is ascribed the weight given by the sum of values of its vertices.…

Probability · Mathematics 2020-06-23 Riddhipratim Basu , Shirshendu Ganguly , Alan Hammond , Milind Hegde

Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…

Statistics Theory · Mathematics 2017-07-25 Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet , John Urschel

We investigate first-passage percolation on the lattice $\Z^d$ for dimensions $d \geq 2$. Each edge $e$ of the graph is assigned an independent copy of a non-negative random variable $\tau$. We only assume $\P[\tau=0]0$ is explicit) for the…

Probability · Mathematics 2024-07-26 Olivier Durieu , Jean-Baptiste Gouéré , Antonin Jacquet

In this paper, we study the gap probability problem of the (symmetric) Jacobi unitary ensemble of Hermitian random matrices, namely the probability that the interval $(-a,a)\:(0<a<1)$ is free of eigenvalues. Using the ladder operator…

Mathematical Physics · Physics 2019-12-17 Chao Min , Yang Chen

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-26 Xinyi Li , Yushu Zheng

We consider Bernoulli first-passage percolation on the $d$-dimensional hypercubic lattice with $d \geq 2$. The passage time of edge $e$ is $0$ with probability $p$ and $1$ with probability $1-p$, independently of each other. Let $p_c$ be…

Probability · Mathematics 2022-05-31 Naoki Kubota , Masato Takei

We study the fluctuations, in the large deviations regime, of the longest increasing subsequence of a random i.i.d. sample on the unit square. In particular, our results yield the precise upper and lower exponential tails for the length of…

Probability · Mathematics 2007-05-23 J. D. Deuschel , O. Zeitouni

We consider last passage percolation on $\mathbb Z^2$ with general weight distributions, which is expected to be a member of the Kardar-Parisi-Zhang (KPZ) universality class. In this model, an oriented path between given endpoints which…

Probability · Mathematics 2024-01-23 Shirshendu Ganguly , Milind Hegde

We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…

Probability · Mathematics 2007-05-23 Kurt Johansson

The class $\mathcal{UP}$ of `ultimate polynomial time' problems over $\mathbb C$ is introduced; it contains the class $\mathcal P$ of polynomial time problems over $\mathbb C$. The $\tau$-Conjecture for polynomials implies that…

Numerical Analysis · Mathematics 2025-10-20 Gregorio Malajovich

We study in this paper the problem of least absolute deviation (LAD) regression for high-dimensional heavy-tailed time series which have finite $\alpha$-th moment with $\alpha \in (1,2]$. To handle the heavy-tailed dependent data, we…

Statistics Theory · Mathematics 2024-11-11 Yu Wang , Guodong Li , Zhijie Xiao , Lihu Xu , Wenyang Zhang

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
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