English

A variational formula for large deviations in First-passage percolation under tail estimates

Probability 2023-02-02 v3 Mathematical Physics math.MP

Abstract

Consider first passage percolation with identical and independent weight distributions and first passage time T{\rm T}. In this paper, we study the upper tail large deviations P(T(0,nx)>n(μ+ξ))\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi)), for ξ>0\xi>0 and x0x\neq 0 with a time constant μ\mu and a dimension dd, for weights that satisfy a tail assumption β1exp(αtr)P(τe>t)β2exp(αtr). \beta_1\exp{(-\alpha t^r)}\leq \mathbb P(\tau_e>t)\leq \beta_2\exp{(-\alpha t^r)}. When r1r\leq 1 (this includes the well-known Eden growth model), we show that the upper tail large deviation decays as exp((2dξ+o(1))n)\exp{(-(2d\xi +o(1))n)}. When 1<rd1< r\leq d, we find that the rate function can be naturally described by a variational formula, called the discrete p-Capacity, and we study its asymptotics. For r<dr<d, we show that the large deviation event T(0,nx)>n(μ+ξ){\rm T}(0,nx)>n(\mu+\xi) is described by a localization of high weights around the origin. The picture changes for rdr\geq d where the configuration is not anymore localized.

Keywords

Cite

@article{arxiv.2101.08113,
  title  = {A variational formula for large deviations in First-passage percolation under tail estimates},
  author = {Clément Cosco and Shuta Nakajima},
  journal= {arXiv preprint arXiv:2101.08113},
  year   = {2023}
}

Comments

This preprint supersedes arXiv:1912.13212. 36 pages, 2 figures, v2

R2 v1 2026-06-23T22:21:06.264Z