On large deviation regimes for random media models

DOI10.1214/08-AAP535MaRDI QIDQ1024906zbMATH OpenOpenAlexFDO

Authors Michael Craig Cranston, Daniel J. Gauthier, Thomas Mountford

Publication date 17 June 2009

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.4254

zbMATH Keywords

large deviationsrandom mediaFirst passage percolation

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37)

Abstract: The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage percolation time $a_n$ on $mathbb{Z}^d$ and a last passage percolation time $Z_n$. For these functionals, we have $li{m}_{noinfty}frac{a}_{n}n=u$ and $li{m}_{noinfty}frac{Z}_{n}n=mu$. Typically, the large deviations for such functionals exhibits a strong asymmetry, large deviations above the limiting value are radically different from large deviations below this quantity. We develop robust techniques to quantify and explain the differences.

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Cited in

(11)

• Large deviations for the contact process in random environment
• Maximal edge-traversal time in first-passage percolation
• Large deviations for partition functions of directed polymers in an IID field
• Large deviations of the free energy in the O'Connell-Yor polymer
• Harry Kesten's work in probability theory
• A variational formula for large deviations in first-passage percolation under tail estimates
• A Hsu-Robbins-Erdős strong law in first-passage percolation
• Properties of the parabolic Anderson model and the Anderson polymer model
• On large deviations for the parabolic Anderson model
• Mean-field models in the theory of random media. III
• Long time tails in stationary random media. I: Theory

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