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 cycles and the event that it contains only ``small'' components.
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.
By adapting the renormalization techniques of Pisztora, we establish surface order large deviations estimates for FK-percolation on $\Z^2$ with parameter $q\geq 1$ and for the corresponding Potts models. Our results are valid up to the exponential decay threshold of dual connectivities which is widely believed to agree with the critical point.
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.
Following the recent investigations of Baik and Suidan in \cite{baik2005gcl} and Bodineau and Martin in \cite{bodineau2005upl}, we prove large deviation properties for a last-passage percolation model in $\mathbb{Z}^{2}_{+}$ whose paths are close to the axis. The results are mainly obtained when the random weights are Gaussian or have a finite moment-generating function and rely, as in \cite{baik2005gcl} and \cite{bodineau2005upl}, on an embedding in Brownian paths and the KMT approximation. The study of the subexponential case completes the exposition.
Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. We prove that the lower large deviations are of surface order, and we prove the corresponding large deviation principle from below. This extends and improves previous large deviations results of Grimmett and Kesten (1984) obtained for boxes of particular orientation.
We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $ρ\in (0,1)$ and points $v_N=((1-ρ)^2 N,ρ^2 N)$ going to infinity along the characteristic direction, we establish right tail estimates with the optimal exponent for the exit time of the geodesic, along with optimal exponent estimates for the upper tail moderate deviations for the passage time. For the case $ρ=\frac{1}{2}$ in the stationary model, we establish the lower bound estimate with the optimal exponent for the lower tail of the passage time. Our arguments are based on …
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.
In this paper, we establish moderate deviations for the chemical distance in Bernoulli percolation. The chemical distance between two points is the length of the shortest open path between these two points. Thus, we study the size of random fluctuations around the mean value, and also the asymptotic behavior of this mean value. The estimates we obtain improve our knowledge of the convergence to the asymptotic shape. Our proofs rely on concentration inequalities proved by Boucheron, Lugosi and Massart, and also on the approximation theory of subadditive functions initiated by Alexander.
We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the increment-stationary process. The arguments utilize calculations with the stationary version and a moment generating function identity due to E. Rains, for which we give a short probabilistic proof. As applications of the deviation bounds, we derive upper bounds on the speed of distributional convergence in the Busemann function and competition interface limits.
The chemical distance D(x,y) is the length of the shortest open path between two points x and y in an infinite Bernoulli percolation cluster. In this work, we study the asymptotic behaviour of this random metric, and we prove that, for an appropriate norm $μ$ depending on the dimension and the percolation parameter, the probability of the event \[\biggl\{0\leftrightarrow x,\frac{D(0,x)}{μ(x)}\notin (1-ε, 1+ε) \biggr\}\] exponentially decreases when $\|x\|_1$ tends to infinity. From this bound we also derive a large deviation inequality for the corresponding asymptotic shape result.
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 the standard first passage percolation model in the rescaled lattice $\mathbb Z^d/n$ for $d\geq 2$ and a bounded domain $Ω$ in $\mathbb R^d$. We denote by $Γ^1$ and $Γ^2$ two disjoint subsets of $\partial Ω$ representing respectively the sources and the sinks, \textit{i.e.}, where the water can enter in $Ω$ and escape from $Ω$. A cutset is a set of edges that separates $Γ^1$ from $Γ^2$ in $Ω$, it has a capacity given by the sum of the capacities of its edges. Under some assumptions on $Ω$ and the distribution of the capacities of the edges, we already know a law of large numbers fo…
We consider the standard first passage percolation model in the rescaled graph $\mathbb{Z}^d/n$ for $d\geq 2$, and a domain $Ω$ of boundary $Γ$ in $\mathbb{R}^d$. Let $Γ^1$ and $Γ^2$ be two disjoint open subsets of $Γ$, representing the parts of $Γ$ through which some water can enter and escape from $Ω$. We investigate the asymptotic behaviour of the flow $ϕ_n$ through a discrete version $Ω_n$ of $Ω$ between the corresponding discrete sets $Γ^1_n$ and $Γ^2_n$. We prove that under some conditions on the regularity of the domain and on the law of the capacity of the edges, the lower large deviat…
We consider the Erdös--Rényi random graph $G_{n,p}$ and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et al. (2012), providing a fine asymptotic analysis of the final size $A_n^*$ of active nodes, under a suitable super-critical regime. More specifically, we establish large deviation principles for the sequence of random variables $\{\frac{n- A_n^*}{f(n)}\}_{n\geq 1}$ with explicit rate functions and allowing the scaling function $f$ to vary in the widest possible rang…
We consider the standard first passage percolation model in the rescaled lattice $\mathbb{Z}^d$ for $d\geq 2$ and a bounded domain $Ω$ in $\mathbb R ^d$. We denote by $Γ^1$ and $Γ^2$ two disjoint subsets of $\partial Ω$ representing respectively the source and the sink, i.e., where the water can enter in $Ω$ and escape from $Ω$. A maximal stream is a vector measure $\overrightarrowμ_n^{max}$ that describes how the maximal amount of fluid can enter through $Γ^1$ and spreads in $Ω$. Under some assumptions on $Ω$ and $G$, we already know a law of large number for $\overrightarrowμ_n^{max}$. The s…
We consider the standard first passage percolation in $\mathbb{Z}^{d}$ for $d\geq 2$ and we denote by $ϕ_{n^{d-1},h(n)}$ the maximal flow through the cylinder $]0,n]^{d-1} \times ]0,h(n)]$ from its bottom to its top. Kesten proved a law of large numbers for the maximal flow in dimension three: under some assumptions, $ϕ_{n^{d-1},h(n)} / n^{d-1}$ converges towards a constant $ν$. We look now at the probability that $ϕ_{n^{d-1},h(n)} / n^{d-1}$ is greater than $ν+ ε$ for some $ε>0$, and we show under some assumptions that this probability decays exponentially fast with the volume of the cylinder…
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…
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…
For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we show that $\liminf_{n\to \infty} \frac{T_{n}-4n}{n^{1/3}(\log \log n)^{1/3}}$ almost surely converges to a deterministic negative constant and obtain some estimates on the same. This settles a conjecture of Ledoux (J. Theor. Probab., 2018) where a related lower bound and similar results for the corresponding upper tail were proved. Our proof relies on a slight …
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 $\mathbb{P}({\rm T}(0,nx)>n(μ+ξ))$, for $ξ>0$ and $x\neq 0$ with a time constant $μ$ and a dimension $d$, for weights that satisfy a tail assumption $ β_1\exp{(-αt^r)}\leq \mathbb P(τ_e>t)\leq β_2\exp{(-αt^r)}.$ When $r\leq 1$ (this includes the well-known Eden growth model), we show that the upper tail large deviation decays as $\exp{(-(2dξ+o(1))n)}$. When $1< r\leq d$, we find that the rate function can be naturally d…
We consider the standard first passage percolation model in the rescaled graph $\mathbb {Z}^d/n$ for $d\geq2$ and a domain $Ω$ of boundary $Γ$ in $\mathbb {R}^d$. Let $Γ^1$ and $Γ^2$ be two disjoint open subsets of $Γ$ representing the parts of $Γ$ through which some water can enter and escape from $Ω$. We investigate the asymptotic behavior of the flow $ϕ_n$ through a discrete version $Ω_n$ of $Ω$ between the corresponding discrete sets $Γ^1_n$ and $Γ^2_n$. We prove that under some conditions on the regularity of the domain and on the law of the capacity of the edges, the upper large deviatio…
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 consider the standard first passage percolation model in $\mathbb{Z}^d$ for $d\geq 2$. We are interested in two quantities, the maximal flow $τ$ between the lower half and the upper half of the box, and the maximal flow $ϕ$ between the top and the bottom of the box. A standard subadditive argument yields the law of large numbers for $τ$ in rational directions. Kesten and Zhang have proved the law of large numbers for $τ$ and $ϕ$ when the sides of the box are parallel to the coordinate hyperplanes: the two variables grow linearly with the surface $s$ of the basis of the box, with the same de…
For the exactly solvable model of exponential last passage percolation on $\mathbb{Z}^2$, consider the geodesic $Γ_n$ joining $(0,0)$ and $(n,n)$ for large $n$. It is well known that the transversal fluctuation of $Γ_n$ around the line $x=y$ is $n^{2/3+o(1)}$ with high probability. We obtain the exponent governing the decay of the small ball probability for $Γ_{n}$ and establish that for small $δ$, the probability that $Γ_{n}$ is contained in a strip of width $δn^{2/3}$ around the diagonal is $\exp (-Θ(δ^{-3/2}))$ uniformly in high $n$. We also obtain optimal small deviation estimates for the …
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 $q\geq 1$.
We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given time and complements recent work by the same author, in which the rate of convergence was studied from the standard spatial perspective.
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…
The sequence of random probability measures $ν_n$ that gives a path of length $n$, $\unsur{n}$ times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.
We consider the simple random walk on supercritical percolation clusters in the multidimensional cubic lattice. In this model, a quenched large deviation principle holds for the position of the random walk. Its rate function depends on the law of the percolation configuration, and the aim of this paper is to study the continuity of the rate function in the law. To do this, it is useful that the rate function is expressed by the so-called Lyapunov exponent, which is the asymptotic cost paid by the random walk for traveling in a landscape of percolation configurations. In this context, we first …
By examining the deterministic limit of a general $ε$-dependent generator for Markovian dynamics, which includes the continuous Fokker-Planck equations and discrete chemical master equations as two special cases, the intrinsic connections among mesoscopic stochastic dynamics, deterministic ODEs or PDEs, large deviations rate function, and macroscopic thermodynamic potential are established. Our result not only solves the long-lasting question on the origin of entropy function in classical irreversible thermodynamics, but also reveals an emergent feature that arises automatically during the det…
Phase separation is a fairly common physical phenomenon with examples including the formation of water droplets from humid air (fog, rain), the separation of a crystalline structure from an isotropic material such as a liquid or even the formation of the sizzling gas bubbles when a soda can is opened. It was recognized long ago (at least on a phenomenological level) that systems exhibiting several phases in equilibrium can be described with an appropriate variational principle: the phases arrange themselves in such a way that the energy associated with the phase boundaries is minimal. Typicall…
In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The estimates are used to prove a lower tail moderate deviation result for the model. The estimates also imply the convergence of moments, and also provide a verification of the universal scaling law relating the longitudinal and the transversal fluctuations of the model.
Large deviations in the context of first-passage percolation was first studied in the early 1980s by Grimmett and Kesten, and has since been revisited in a variety of studies. However, none of these studies provides a precise relation between the existence of moments of polynomial order and the decay of probability tails. Such a relation is derived in this paper, and is used to strengthen the conclusion of the shape theorem. In contrast to its one-dimensional counterpart - the Hsu-Robbins-Erdős strong law - this strengthening is obtained without imposing a higher-order moment condition.
In this paper we introduce and study a higher-dimensional analogue of the giant component in continuum percolation. Using the language of algebraic topology, we define the notion of giant k-dimensional cycles (with 0-cycles being connected components). Considering a continuum percolation model in the flat d-dimensional torus, we show that all the giant k-cycles (k=1,...,d-1) appear in the regime known as the thermodynamic limit. We also prove that the thresholds for the emergence of the giant k-cycles are increasing in k and are tightly related to the critical values in continuum percolation. …
Percolation in complex networks is viewed as both: a process that mimics network degradation and a tool that reveals peculiarities of the underlying network structure. During the course of percolation, networks undergo non-trivial transformations that include a phase transition in the connectivity, and in some special cases, multiple phase transitions. Here we establish a generic analytic theory that describes how structure and sizes of all connected components in the network are affected by simple and colour-dependant bond percolations. This theory predicts all locations where the phase trans…
We introduce the multiplicative Ising model and prove basic properties of its thermodynamic formalism such as existence of pressure and entropies. We generalize to one-dimensional "layer-unique" Gibbs measures for which the same results can be obtained. For more general models associated to a $d$-dimensional multiplicative invariant potential, we prove a large deviation theorem in the uniqueness regime for averages of multiplicative shifts of general local functions. This thermodynamic formalism is motivated by the statistical properties of multiple ergodic averages.
This paper focuses on the time constant for last passage percolation on complete graph. Let $G_n=([n],E_n)$ be the complete graph on vertex set $[n]=\{1,2,\ldots,n\}$, and i.i.d. sequence $\{X_e:e\in E_n\}$ be the passage times of edges. Denote by $W_n$ the largest passage time among all self-avoiding paths from 1 to $n$. First, it is proved that $W_n/n$ converges to constant $μ$, where $μ$ is called the time constant and coincides with the essential supremum of $X_e$. Second, when $μ<\infty$, it is proved that the deviation probability $P(W_n/n\leq μ-x)$ decays as fast as $e^{-Θ(n^2)}$, and a…
The aim of this study is tree-fold. First, we investigate the thermodynamics of the Ising models with respect to 2-multiple Hamiltonians. This extends the previous results of [Chazotte and Redig, Electron. J. Probably., 2014] to $\mathbb{N}^d$. Second, we establish the large deviation principle (LDP) of the average $\frac{1}{N} S_N^G$, where $S_N^G$ is a 2-multiple sum along a semigroup generated by k numbers which are k co-primes. This extends the previous results [Ban et al. Indag. Math., 2021] to a board class of the long-range interactions. Finally, the results described above are generali…
We consider the exactly solvable model of exponential directed last passage percolation on $\mathbb{Z}^2$ in the large deviation regime. Conditional on the upper tail large deviation event $\mathcal{U}_δ:=\{T_{n}\geq (4+δ)n\}$ where $T_{n}$ denotes the last passage time from $(1,1)$ to $(n,n)$, we study the geometry of the polymer/geodesic $Γ_{n}$, i.e., the optimal path attaining $T_{n}$. We show that conditioning on $\mathcal{U}_δ$ changes the transversal fluctuation exponent from the characteristic $2/3$ of the KPZ universality class to $1/2$, i.e., conditionally, the smallest strip around …
We report on the exact treatment of a random-matrix representation of bond percolation model on a square lattice in two dimensions with occupation probability $p$. The percolation problem is mapped onto a random complex matrix composed of two random real-valued matrices of elements $+1$ and $-1$ with probability $p$ and $1-p$, respectively. We find that the onset of percolation transition can be detected by the emergence of power-law divergences due to the coalescence of the first two extreme eigenvalues in the thermodynamic limit. We develop a universal finite-size scaling law that fully char…
