Institut für Mathematik


Modul:   MAT971  Stochastische Prozesse

A variational formula for large deviations in First-​passage percolation under tail estimates

Vortrag von Dr. Shuta Nakajima

Datum: 15.12.21  Zeit: 17.15 - 18.15  Raum: ETH HG G 19.1 CANCELLED

We consider first passage percolation with identical and independent weight distributions. In this paper, we study the upper tail large deviations under a tail assumption on the distribution. We prove that the corresponding rate function is described by the so-​called discrete p-​Capacity, and we study its asymptotic. The talk is based on joint work with Clement Cosco.