Upper tail large deviations for a class of distributions in First-passage percolation
Shuta Nakajima

TL;DR
This paper investigates the probabilities of large deviations in first passage percolation models, establishing exponential decay rates for certain distributions and highlighting cases where the rate function fails to exist.
Contribution
It provides precise exponential decay rates for upper tail large deviations in Eden growth models and extends results to stretched exponential distributions, also identifying distributions with no rate function.
Findings
Exponential decay rate of P(T(0,nx)>n(μ+ξ)) as exp(-(2dξ+o(1))n)
Extension of large deviation results to stretched exponential distributions
Existence of distributions with finite exponential moments where the rate function does not exist
Abstract
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 . Our main results prove that for any and , decays as with a time constant and a dimension . Moreover, we extend the result to stretched exponential distributions. On the contrary, we construct a continuous distribution with a finite exponential moment where the rate function does not exist.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Markov Chains and Monte Carlo Methods
