With $ξ$ the number of triangles in the usual (Erdős-Rényi) random graph $G(m,p)$, $p>1/m$ and $η>0$, we show (for some $C_η>0$) $$\Pr(ξ> (1+η)\E ξ) < \exp[-C_η\min{m^2p^2\log(1/p),m^3p^3}].$$ This is tight up to the value of $C_η$.
Let $N_{\triangle}(G)$ be the number of triangles in a graph $G$. In [14] and [25] (respectively) the following bounds were proved on the lower tail behaviour of triangle counts in the dense Erdős-Rényi random graphs $G_m\sim G(n,m)$: \[ \mathbb{P}\big(N_{\triangle}(G_m) \, < \, (1-δ)\mathbb{E}[N_{\triangle}(G_m)]\big) \,=\, \exp\left(-Θ\left(δ^2n^3\right)\right) \qquad \text{if $n^{-3/2}\ll δ\ll n^{-1}$} \] and \[ \mathbb{P}\big(N_{\triangle}(G_m) \, < \, (1-δ)\mathbb{E}[N_{\triangle}(G_m)]\big) \,=\, \exp\left(-Θ(δ^{2/3}n^2) \right) \qquad \text{if $n^{-3/4} \ll δ\ll 1$.} \] Neeman, Radin an…
Let $N$ be the number of triangles in an Erdős-Rényi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean ${d^3}/{6}$ as $n\rightarrow \infty$. We address the upper tail problem for $N,$ namely, we investigate how fast $k$ must grow, so that the probability of $\{N\ge k\}$ is not well approximated anymore by the tail of the corresponding Poisson variable. Proving that the tail exhibits a sharp phase transition, we essentially show that the upper tail is governed by P…
What is the probability that the number of triangles in $\mathcal{G}_{n,p}$, the Erdős-Rényi random graph with edge density $p$, is at least twice its mean? Writing it as $\exp[- r(n,p)]$, already the order of the rate function $r(n,p)$ was a longstanding open problem when $p=o(1)$, finally settled in 2012 by Chatterjee and by DeMarco and Kahn, who independently showed that $r(n,p)\asymp n^2p^2 \log (1/p)$ for $p \gtrsim \frac{\log n}n$; the exact asymptotics of $r(n,p)$ remained unknown. The following variational problem can be related to this large deviation question at $p\gtrsim \frac{\log …
Upper exponential inequalities for the tail probabilities of the centered and normalized number of triangles in the Erdös-Rényi graph are obtained, where the probability of every edge is fixed. The result is formulated in terms of random fields.
从$n$顶点上的完全图开始,重复删除均匀选择的三角形的边。这个随机过程一旦到达一个无三角形图就终止了,基本问题是估计最终的边数(相当于完成这个过程所需的时间,或者通过随机贪婪算法打包了多少个边不相交的三角形)。Bollobás和Erdás(1990)在对Ramsey数$R(3,t)$的研究的启发下,证明了期望的最终边数具有$n^{3/2}$阶。$o(n^2)$的上界由Spencer(1995)给出,Rödl和Thoma(1996)独立给出。对于变体和推广给出了几个界限(例如,Alon,Kim and Spencer(1997)and Wormald(1999)),而Bollobás和Erdós的原始问题的最著名的上界是由Grable(1997)提出的$n^{7/4+o(1)}$。没有非平凡的下限是可用的。在这里,我们证明了随机三角形删除中的最终边数很可能等于$n^{3/2+o(1)}$,从而证实了Bollobás和Erdés所提出的3/2指数,并与Spencer等人的预测相匹配。对于上界,对于任何固定的$ε>0$,我们通过按规定的方式顺序粘合$O(1/ε)$三角形来构造一族$\exp(O(1/ε))$图,并动态跟踪它们的所有同态,以任意两个顶点为根,直到保留$n^{3/2+ε}$边的点。一个鞅系统建立了这些随机变量的浓度在其类似的平均值在一个随机图与相应的边缘密度,和一个关键的作用…
Building on the techniques from the breakthrough paper of Harel, Mousset and Samotij, which solved the upper tail problem for cliques, we compute the asymptotics of the upper tail for the number of induced copies of the 4-cycle in the binomial random graph $G_{n,p}$. We observe a new phenomenon in the theory of large deviations of subgraph counts. This phenomenon is that, in a certain (large) range of $p$, the upper tail of the induced 4-cycle does not admit a naive mean-field approximation.
Consider the upper tail probability that the homomorphism count of a fixed graph $H$ within a large sparse random graph $G_n$ exceeds its expected value by a fixed factor $1+δ$. Going beyond the Erdős-Rényi model, we establish here explicit, sharp upper tail decay rates for sparse random $d_n$-regular graphs (provided $H$ has a regular $2$-core), and for sparse uniform random graphs. We further deal with joint upper tail probabilities for homomorphism counts of multiple graphs $H_1,\ldots, H_k$ (extending the known results for $k=1$), and for inhomogeneous graph ensembles (such as the stochast…
Suppose that $X$ is a bounded-degree polynomial with nonnegative coefficients on the $p$-biased discrete hypercube. Our main result gives sharp estimates on the logarithmic upper tail probability of $X$ whenever an associated extremal problem satisfies a certain entropic stability property. We apply this result to solve two long-standing open problems in probabilistic combinatorics: the upper tail problem for the number of arithmetic progressions of a fixed length in the $p$-random subset of the integers and the upper tail problem for the number of cliques of a fixed size in the random graph $…
For a sequence of random variables $(X_1, X_2, \ldots, X_n)$, $n \geq 1$, that are independent and identically distributed with a regularly varying tail with index $-α$, $α\geq 0$, we show that the contribution of the maximum term $M_n \triangleq \max(X_1,\ldots,X_n)$ in the sum $S_n \triangleq X_1 + \cdots +X_n$, as $n \to \infty$, decreases monotonically with $α$ in stochastic ordering sense.
For r \ge 2, let X be the number of r-armed stars K_{1,r} in the binomial random graph G_{n,p}. We study the upper tail \Pr(X \ge (1+ε)\E X), and establish exponential bounds which are best possible up to constant factors in the exponent (for the special case of stars K_{1,r} this solves a problem of Janson and Rucinski, and confirms a conjecture by DeMarco and Kahn). In contrast to the widely accepted standard for the upper tail problem, we do not restrict our attention to constant ε, but also allow for ε\ge n^{-α} deviations.
Given a fixed graph H, what is the (exponentially small) probability that the number X_H of copies of H in the binomial random graph G_{n,p} is at least twice its mean? Studied intensively since the mid 1990s, this so-called infamous upper tail problem remains a challenging testbed for concentration inequalities. In 2011 DeMarco and Kahn formulated an intriguing conjecture about the exponential rate of decay of \Pr(X_H \ge (1+ε) \E X_H) for fixed ε>0. We show that this upper tail conjecture is false, by exhibiting an infinite family of graphs violating the conjectured bound.
The upper tail problem in a random graph asks to estimate the probability that the number of copies of some fixed subgraph in an Erdős--Rényi random graph exceeds its expectation by some constant factor. There has been much exciting recent progress on this problem. We study the corresponding problem for hypergraphs, for which less is known about the large deviation rate. We present new phenomena in upper tail large deviations for sparse random hypergraphs that are not seen in random graphs. We conjecture a formula for the large deviation rate, i.e., the first order asymptotics of the log-proba…
For a $Δ$-regular connected graph ${\sf H}$ the problem of determining the upper tail large deviation for the number of copies of ${\sf H}$ in $\mathbb{G}(n,p)$, an Erdős-Rényi graph on $n$ vertices with edge probability $p$, has generated significant interests. For $p\ll 1$ and $np^{Δ/2} \gg (\log n)^{1/(v_{\sf H}-2)}$, where $v_{\sf H}$ is the number of vertices in ${\sf H}$, the upper tail large deviation event is believed to occur due to the presence of localized structures. In this regime the large deviation event that the number of copies of ${\sf H}$ in $\mathbb{G}(n,p)$ exceeds its exp…
In the late 1990s, Kim and Vu pioneered an inductive method for showing concentration of certain random variables X. Shortly afterwards, Janson and Ruci{ń}ski developed an alternative inductive approach, which often gives comparable results for the upper tail Pr(X \ge (1+\eps) E[X]). In some cases, both methods yield upper tail estimates which are best possible up to a logarithmic factor in the exponent, but closing this narrow gap has remained a technical challenge. In this paper we present a BK-inequality based combinatorial sparsification idea that can recover this missing logarithmic term …
We study the upper tail of the number of arithmetic progressions of a given length in a random subset of {1,...,n}, establishing exponential bounds which are best possible up to constant factors in the exponent. The proof also extends to Schur triples, and, more generally, to the number of edges in random induced subhypergraphs of `almost linear' k-uniform hypergraphs.
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of the upper tail. Since the results in their general form remain rather abstract, we study some fairly common situations in details to see how the behavior near 0 of the Lévy measure of the subordinator influences the asymptotics of the density and upper tail distributions. Several examples of applications are then discussed.
For a fixed positive integer $\;k,\;$ limit laws of linearly normalized $\;k$-th upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized $k$-th upper order statistics under fixed and random sample sizes is carried out using tail equivalence which leads to some interesting tail behaviours of the limit laws. These lead to definitive answers about their max domains of attraction. Stochastic ordering properties of the limit laws are also studied. The results obtained are not dependent on linear norming and apply to power norming …
The areas of Ramsey theory and random graphs have been closely linked ever since Erdős' famous proof in 1947 that the 'diagonal' Ramsey numbers $R(k)$ grow exponentially in $k$. In the early 1990s, the triangle-free process was introduced as a model which might potentially provide good lower bounds for the 'off-diagonal' Ramsey numbers $R(3,k)$. In this model, edges of $K_n$ are introduced one-by-one at random and added to the graph if they do not create a triangle; the resulting final (random) graph is denoted $G_{n,\triangle}$. In 2009, Bohman succeeded in following this process for a positi…
We obtain new upper tail probabilities of $m$-times integrated Brownian motions under the uniform norm and the $L^p$ norm. For the uniform norm, Talagrand's approach is used, while for the $L^p$ norm, Zolotare's approach together with suitable metric entropy and the associated small ball probabilities are used. This proposed method leads to an interesting and concrete connection between small ball probabilities and upper tail probabilities (large ball probabilities) for general Gaussian random variable in Banach spaces. As applications, explicit bounds are given for the largest eigenvalue of t…
This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the largest eigenvalue in a random matrix drawn from the Gaussian Unitary Ensemble, this provides a new proof a previously known result. The method leads to associated results for the stationary Brownian directed percolation model which have not been observed before.
Suppose that $(Z_n)_{n\geq0}$ is a supercritical branching process in independent and identically distributed random environment. The right tail function of the scaled growth rate for $(Z_n)_{n\geq0}$ is studied. The upper bounds for $\displaystyle\mathbb{P}\left[\frac{\log Z_n}{Mn}-μ\geq x\right]$ for any $x\geq3$ are obtained, by applying an extension of the Hoeffding type inequalities.
This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random matrices with independent coefficients. However, little has been done for sub-Gaussian tailed random matrices whose matrix coefficients variance are not equal or for matrix for which coefficients are not independent. This is precisely the subject of this paper. After proving that random matrices with uniform sub-Gaussian tailed independent coefficients satisfy the Tracy Widom bound, that is, their matrix operator no…
In this paper we consider the limiting distribution of KPZ growth models with random but not stationary initial conditions introduced in [Chhita-Ferrari-Spohn 2018]. The one-point distribution of the limit is given in terms of a variational problem. By directly studying it, we deduce the right tail asymptotic of the distribution function. This gives a rigorous proof and extends the results obtained in [Meerson-Schmidt 2017].
We present a proof of an upper tail bound of the correct order (up to a constant factor in the exponent) in two classes of stationary models in the KPZ universality class. The proof is based on an exponential identity due to Rains in the case of Last Passage Percolation with exponential weights, and recently re-derived by Emrah-Jianjigian-Seppäiläinen (EJS). Our proof follows very similar lines for the two classes of models we consider, using only general monotonocity and convexity properties, and can thus be expected to apply to many other stationary models.
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 ${\rm T}$. Our main results prove that for any $ξ>0$ and $x\neq 0$, $\mathbb{P}({\rm T}(0,nx)>n(μ+ξ))$ decays as $\exp{(-(2dξ+o(1))n)}$ with a time constant $μ$ and a dimension $d$. 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.
We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the aforementioned random variables are significantly larger than their expectation.
Consider a random vector $U$, whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that the conditional distribution of $U$, conditional on one of its components, has under a mild condition on the generator function independent upper tails, no matter what the unconditional tail behavior is. This finding is extended to Archimax copulas.
We consider the asymmetric simple exclusion process (ASEP) on $\mathbb{Z}$ started from step initial data and obtain the exact Lyapunov exponents for $H_0(t)$, the integrated current of ASEP. As a corollary, we derive an explicit formula for the upper-tail large deviation rate function for $-H_0(t)$. Our result matches with the rate function for the integrated current of the totally asymmetric simple exclusion process (TASEP) obtained in [Johansson 00](arXiv:math/9903134).
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 $\exp (-Θ(n^2))$. 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…
We consider the upper and lower tail probabilities for the centered (by time$/24$) and scaled (according to KPZ time$^{1/3}$ scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn from a very general class. For the lower tail, we prove an upper bound which demonstrates a crossover from super-exponential decay with exponent $3$ in the shallow tail to an exponent $5/2$ in the deep tail. For the upper tail, we prove super-exponential decay bounds with exponent $3/2$ at all depth in the tail.
In this paper we consider the problem of estimating the joint upper and lower tail large deviations of the edge eigenvalues of an Erdős-Rényi random graph $\mathcal{G}_{n,p}$, in the regime of $p$ where the edge of the spectrum is no longer governed by global observables, such as the number of edges, but rather by localized statistics, such as high degree vertices. Going beyond the recent developments in mean-field approximations of related problems, this paper provides a comprehensive treatment of the large deviations of the spectral edge in this entire regime, which notably includes the well…