We study the emergence of the giant component in the random cluster model on the complete graph, which was first studied by Bollobás, Grimmett, and Janson. We give an alternative analysis using a thermodynamic/large deviations approach introduced by Biskup, Chayes, and Smith for the case of percolation. In particular, we compute the rate function for large deviations of the size of the largest connected component of the random graph for $q\geq 1$.
In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.
We investigate how large deviations events cluster in the framework of an infinite moving average process with light-tailed noise and long memory. The long memory makes clusters larger, and the asymptotic behaviour of the size of the cluster turns out to be described by the first hitting time of a randomly shifted fractional Brownian motion with drift.
We present a large-deviations/thermodynamic approach to the classic problem of percolation on the complete graph. Specifically, we determine the large-deviation rate function for the probability that the giant component occupies a fixed fraction of the graph while all other components are ``small.'' One consequence is an immediate derivation of the ``cavity'' formula for the fraction of vertices in the giant component. As a by-product of our analysis we compute the large-deviation rate functions for the probability of the event that the random graph is connected, the event that it contains no …
In the regularly varying time series setting, a cluster of exceedances is a short period for which the supremum norm exceeds a high threshold. We propose to study a generalization of this notion considering short periods, or blocks, with lp-norm above a high threshold. Our main result derives new large deviation principles of extremal lp-blocks, which guide us to define and characterize spectral cluster processes in lp. We then study cluster inference in lp to motivate our results. We design consistent disjoint block estimators to infer features of cluster processes. Our estimators promote the…
Let M_n denote the number of sites in the largest cluster in critical site percolation on the triangular lattice inside a box side length n. We give lower and upper bounds on the probability that M_n / E(M_n) > x of the form exp(- C x^(2/alpha)) for x > 1 and large n with alpha = 5/48 and C > 0. Our results extend to other two dimensional lattices and strengthen the previously known exponential upper bound derived by Borgs, Chayes, Kesten and Spencer [BCKS99]. Furthermore, under some general assumptions similar to those in [BCKS99], we derive a similar upper bound in dimensions d > 2.
We consider a system of classical particles confined in a box $Λ\subset\mathbb{R}^d$ with zero boundary conditions interacting via a stable and regular pair potential. Based on the validity of the cluster expansion for the canonical partition function in the high temperature - low density regime we prove moderate and precise large deviations from the mean value of the number of particles with respect to the grand-canonical Gibbs measure. In this way we have a direct method of computing both the exponential rate as well as the pre-factor and obtain explicit error terms. Estimates comparing with…
We study large deviations and rare default clustering events in a dynamic large heterogeneous portfolio of interconnected components. Defaults come as Poisson events and the default intensities of the different components in the system interact through the empirical default rate and via systematic effects that are common to all components. We establish the large deviations principle for the empirical default rate for such an interacting particle system. The rate function is derived in an explicit form that is amenable to numerical computations and derivation of the most likely path to failure …
Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erdős-Rényi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of all the connected components of $\mathcal{G}(N,\frac 1Nt_N)$, registered according to microscopic sizes (i.e., of finite order), macroscopic ones (i.e., of order $N$), and mesoscopic ones (everything in between). The rate function explicitly describes the microscopic and macroscopic components and the fraction of vertices in components of mesoscopic sizes. Moreov…
We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are proved for the canonical ensemble and the microcanonical ensemble. For each ensemble the set of equilibrium macrostates is defined as the set on which the corresponding rate function attains its minimum of 0. We then present complete equivalence and nonequivalence results at the level of equilibrium macrostates for the two ensembles.
We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using visocity solutions for Hamilton-Jacobi equations. As a corollary, we also obtain the analogue of Cramér's theorem. The approach also provides a new proof of Schilder's theorem. Additionally, we provide a proof of Schilder's theorem by using an embedding into Euclidean space, together with Freidlin-Wentzell theory.
We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the distribution of the {\it{pair empirical measures}} of the environment Markov chain. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit (variational) formulas. Our results are based on invoking ergodicity arguments in this non-elliptic set up to contr…
We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on $\mathbb Z^d$ ($d\geq 2$). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and {the vacant set of random interlacements} (for $d\geq 3$) and the level sets of the Gaussian free field ($d\geq 3$). Inspired by the methods developed by Kosygina, Rezakhanlou and Varadhan ([KRV06]) for proving quenched LDP for elliptic diffus…
Consider the random graph~\(G(n,p)\) obtained by allowing each edge in the complete graph on~\(n\) vertices to be present with probability~\(p\) independent of the other edges. In this paper, we study the minimum number of edge edit operations needed to convert~\(G(n,p)\) into an Eulerian graph. We obtain deviation estimates for three types Eulerian edit numbers based on whether we perform only edge additions or only edge deletions or a combination of both and show that with high probability, roughly~\(\frac{n}{4}\) operations suffice in all three cases.
The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations for the number of "weak records"(or "ladder points") in two kinds of one-dimensional non-nearest neighbor random walks. The proofs depend only on the direct analysis of random walks. We illustrate that the traditional method of analyzing the local time of Brownian motions, which is often adopted for the simple random walks, would lead to wrong conjectures for …
An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. We study two aspects of this problem. We start by deriving a large deviations principle for the cluster size distribution for any inverse temperature $β\in (0,\infty)$ and particle density $ρ\in(0,ρ_{\mathrm{cp}})$ in the thermodynamic limit. Here $ρ_{\mathrm{cp}}>0$ is the close packing density. While in general the rate function is an abstract object, our second main result is the $Γ$-convergence of the r…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of normalized maxima of partial sums.
In this paper, we are concerned with SIR epidemics in a random environment on complete graphs, where every edges are assigned with i.i.d. weights. Our main results give large and moderate deviation principles of sample paths of this model.
Let C_n be the origin-containing cluster in subcritical percolation on the lattice (1/n) Z^d, viewed as a random variable in the space Omega of compact, connected, origin-containing subsets of R^d, endowed with the Hausdorff metric delta. When d >= 2, and Gamma is any open subset of Omega, we prove: lim_{n \to \infty}(1/n) \log P(C_n \in Γ) = -\inf_{S \in Γ} λ(S) where lambda(S) is the one-dimensional Hausdorff measure of S defined using the {\em correlation norm}: ||u|| := \lim_{n \to \infty} - \frac{1}{n} \log P (u_n \in C_n) where u_n is u rounded to the nearest element of (1/n)Z^d. Given p…
Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential moments to weak moments of order p \textgreater{} 1, to get a complete picture of the situation. We also prove a moderate deviation principle under an appropriate tail condition.
We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large deviations. This result can also be regarded as sharp large deviations of types of Cramér and Bahadur-Ranga Rao.
We study the droplet that results from conditioning the subcritical Fortuin-Kasteleyn planar random cluster model on the presence of an open circuit Gamma_0 encircling the origin and enclosing an area of at least (or exactly) n^2. We consider local deviation of the droplet boundary, measured in a radial sense by the maximum local roughness, MLR(Gamma_0), this being the maximum distance from a point in the circuit Gamma_0 to the boundary of the circuit's convex hull; and in a longitudinal sense by what we term maximum facet length, MFL(Gamma_0), namely, the length of the longest line segment of…
In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree, satisfying Kesten-Stigum condition. We study the large deviations of the extremal process, formed by the appropriately normalized positions in the $n$-th generation and show that the large extreme-positions form clusters in the limit. As a consequence of this, we also study the large deviations of the maximum among positions at the $n$-th generation.
We show quenched large deviations for the simple random walk on a certain class of percolations with long-range correlations. This class contains the supercritical Bernoulli percolations, the model considered by Drewitz, R'ath and Sapozhnikov and the random-cluster model up to the slab critical point. Our result is an extension of Kubota's result for the supercritical Bernoulli percolations. We also state a shape theorem for the chemical distance, which is an extension of Garet and Marchand's result for the supercritical Bernoulli percolations.
This is the first in a series of three papers that addresses the behaviour of the droplet that results, in the percolating phase, from conditioning the Fortuin-Kasteleyn planar random cluster model on the presence of an open dual circuit Gamma_0 encircling the origin and enclosing an area of at least (or exactly) n^2. (By the Fortuin-Kasteleyn representation, the model is a close relative of the droplet formed by conditioning the Potts model on an excess of spins of a given type.) We consider local deviation of the droplet boundary, measured in a radial sense by the maximum local roughness, ML…
Random constraint satisfaction problems undergo several phase transitions as the ratio between the number of constraints and the number of variables is varied. When this ratio exceeds the satisfiability threshold no more solutions exist; the satisfiable phase, for less constrained problems, is itself divided in an unclustered regime and a clustered one. In the latter solutions are grouped in clusters of nearby solutions separated in configuration space from solutions of other clusters. In addition the rigidity transition signals the appearance of so-called frozen variables in typical solutions…
We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds improve the inequalities of Bennett and Hoeffding by adding missing factors in the spirit of Talagrand (1995). We also complete Talagrand's inequality by giving a lower bound of the same form, leading to an equality. As a consequence, we obtain large deviation expansions similar to those of Cramér (1938), Bahadur-Rao (1960) and Sakhanenko (1991). We also show that…
Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie-Weiss model. A general moderate deviation result for independent random variables is also proved.
For a family of bond percolation models on Z^{2} that includes the Fortuin-Kasteleyn random cluster model, we consider properties of the ``droplet'' that results, in the percolating regime, from conditioning on the existence of an open dual circuit surrounding the origin and enclosing at least (or exactly) a given large area A. This droplet is a close surrogate for the one obtained by Dobrushin, Kotecký and Shlosman by conditioning the Ising model; it approximates an area-A Wulff shape. The local part of the deviation from the Wulff shape (the ``local roughness'') is the inward deviation of th…
Given a branching random walk$\{Z_n\}_{n\geq0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)$ at generation $n$. It is known from \cite{Biggins1977} that under some mild conditions, $n^{-1}\log Z_n([θx^* n,\infty))$ converges a.s. to $\log m-I(θx^*)$, where $\log m-I(θx^*)$ is a positive constant. In this work, we investigate its lower deviation, in other words, the convergence rates of $$\mathbb{P}\left(Z_n([θx^* n,\infty))<e^{an}\right),$$ where $a\in[0,\log m-I(θx^*))$. Our results complete those in \cite{Mehmet}, \cite{Helower} and \cite{GWlower}…
