尾估计下一次渗流大偏差的变分公式

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY Annals of Applied Probability Pub Date : 2021-01-20 DOI:10.1214/22-aap1861
Clément Cosco, S. Nakajima
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引用次数: 4

摘要

考虑具有相同和独立的权重分布和第一次通过时间${\rmT}$的第一次通过渗流。在本文中,我们研究了满足尾部假设$\beta\exp{(-\alpha T^r)}\leq\mathbb P(\tau_e>T)\leq\beta_2\exp(-\\alpha T^r)}的权重的上尾部大偏差$\mathbb{P}({\rm T}(0,nx)>n(\mu+\neneneba xi))$,对于时间常数$\mu$和维度$x\neq 0$当$r\leq1$(这包括众所周知的Eden增长模型)时,我们表明上尾大偏差衰减为$\exp{(-(2d\neneneba xi+o(1))n)}$。当$1n(\mu+\neneneba xi)$通过在原点周围定位高权重来描述时。$r\geq d$的图片发生了更改,其中配置不再本地化。
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A variational formula for large deviations in first-passage percolation under tail estimates
Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq 0$ with a time constant $\mu$ and a dimension $d$, for weights that satisfy a tail assumption $ \beta_1\exp{(-\alpha t^r)}\leq \mathbb P(\tau_e>t)\leq \beta_2\exp{(-\alpha t^r)}.$ When $r\leq 1$ (this includes the well-known Eden growth model), we show that the upper tail large deviation decays as $\exp{(-(2d\xi +o(1))n)}$. When $1n(\mu+\xi)$ is described by a localization of high weights around the origin. The picture changes for $r\geq d$ where the configuration is not anymore localized.
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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