SearcharxivSearch

arXiv · 2312.02745

Upper tail large deviation for the one-dimensional frog model

Abstract

In this paper, we study the upper tail large deviation for the one-dimensional frog model. In this model, sleeping and active frogs are assigned to vertices on $\mathbb Z$. While sleeping frogs do not move, the active ones move as independent simple random walks and activate any sleeping frogs. The main object of interest in this model is the asymptotic behavior of the first passage time ${\rm T}(0,n)$, which is the time needed to activate the frog at the vertex $n$, assuming there is only one active frog at $0$ at the beginning. While the law of large numbers and central limit theorems have been well established, the intricacies of large deviations remain elusive. Using renewal theory, B\'erard and Ram\'irez have pointed out a slowdown phenomenon where the probability that the first passage time ${\rm T}(0,n)$ is significantly larger than its expectation decays sub-exponentially and lies between $\exp(-n^{1/2+o(1)})$ and $\exp(-n^{1/3+o(1)})$. In this article, using a novel covering process approach, we confirm that $1/2$ is the correct exponent, i.e., the rate of upper large deviations is given by $n^{1/2}$. Moreover, we obtain an explicit rate function that is characterized by properties of Brownian motion and is strictly concave.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Van Hao Can, Naoki Kubota, Shuta Nakajima. 2023-12-05. Upper tail large deviation for the one-dimensional frog model. https://arxiv.org/abs/2312.02745

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR