Upper Tail Large Deviations in First Passage Percolation

DOI10.1002/CPA.22010MaRDI QIDQ5006431zbMATH OpenOpenAlexFDO

Authors Riddhipratim Basu, Allan Sly, Shirshendu Ganguly

Publication date 16 August 2021

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.01255

zbMATH Keywords

first passage percolationlarge deviations

Mathematics Subject Classification ID

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

Abstract: For first passage percolation on $mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically larger than typical. It was shown by Kesten (1986) that the probability of this event decays as $exp(-Theta(n^2))$. However the question of existence of the rate function i.e., whether the log-probability normalized by $n^2$ tends to a limit, had remained open. We show that under some additional mild regularity assumption on the passage time distribution, the rate function for upper tail large deviation indeed exists. Our proof can be generalized to work in higher dimensions and for the corresponding problem in last passage percolation as well. The key intuition behind the proof is that a limiting metric structure which is atypical causes the upper tail large deviation event. The formal argument then relies on an approximate version of the above which allows us to dilate the large deviation environment to compare the upper tail probabilities for various values of $n.$

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• A variational formula for large deviations in first-passage percolation under tail estimates
• The lower tail of \(q\)-pushTASEP
• Large deviations for the isoperimetric constant in 2D percolation
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