Upper large deviations for maximal flows through a tilted cylinder

Theret, Marie. "Upper large deviations for maximal flows through a tilted cylinder." ESAIM: Probability and Statistics 18 (2014): 117-129. <http://eudml.org/doc/273637>.

@article{Theret2014,
abstract = {We consider the standard first passage percolation model in ℤd for d ≥ 2 and we study the maximal flow from the upper half part to the lower half part (respectively from the top to the bottom) of a cylinder whose basis is a hyperrectangle of sidelength proportional to n and whose height is h(n) for a certain height function h. We denote this maximal flow by τn (respectively φn). We emphasize the fact that the cylinder may be tilted. We look at the probability that these flows, rescaled by the surface of the basis of the cylinder, are greater than ν(v) + ε for some positive ε, where ν(v) is the almost sure limit of the rescaled variable τn when n goes to infinity. On one hand, we prove that the speed of decay of this probability in the case of the variable τn depends on the tail of the distribution of the capacities of the edges: it can decay exponentially fast with nd−1, or with nd−1min(n,h(n)), or at an intermediate regime. On the other hand, we prove that this probability in the case of the variable φn decays exponentially fast with the volume of the cylinder as soon as the law of the capacity of the edges admits one exponential moment; the importance of this result is however limited by the fact that ν(v) is not in general the almost sure limit of the rescaled maximal flow φn, but it is the case at least when the height h(n) of the cylinder is negligible compared to n.},
author = {Theret, Marie},
journal = {ESAIM: Probability and Statistics},
keywords = {first passage percolation; maximal flow; large deviations; tilted cylinder},
language = {eng},
pages = {117-129},
publisher = {EDP-Sciences},
title = {Upper large deviations for maximal flows through a tilted cylinder},
url = {http://eudml.org/doc/273637},
volume = {18},
year = {2014},
}

TY - JOUR
AU - Theret, Marie
TI - Upper large deviations for maximal flows through a tilted cylinder
JO - ESAIM: Probability and Statistics
PY - 2014
PB - EDP-Sciences
VL - 18
SP - 117
EP - 129
AB - We consider the standard first passage percolation model in ℤd for d ≥ 2 and we study the maximal flow from the upper half part to the lower half part (respectively from the top to the bottom) of a cylinder whose basis is a hyperrectangle of sidelength proportional to n and whose height is h(n) for a certain height function h. We denote this maximal flow by τn (respectively φn). We emphasize the fact that the cylinder may be tilted. We look at the probability that these flows, rescaled by the surface of the basis of the cylinder, are greater than ν(v) + ε for some positive ε, where ν(v) is the almost sure limit of the rescaled variable τn when n goes to infinity. On one hand, we prove that the speed of decay of this probability in the case of the variable τn depends on the tail of the distribution of the capacities of the edges: it can decay exponentially fast with nd−1, or with nd−1min(n,h(n)), or at an intermediate regime. On the other hand, we prove that this probability in the case of the variable φn decays exponentially fast with the volume of the cylinder as soon as the law of the capacity of the edges admits one exponential moment; the importance of this result is however limited by the fact that ν(v) is not in general the almost sure limit of the rescaled maximal flow φn, but it is the case at least when the height h(n) of the cylinder is negligible compared to n.
LA - eng
KW - first passage percolation; maximal flow; large deviations; tilted cylinder
UR - http://eudml.org/doc/273637
ER -