Displaying similar documents to “Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation”

Exponential concentration for first passage percolation through modified Poincaré inequalities

Michel Benaïm, Raphaël Rossignol (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We provide a new exponential concentration inequality for first passage percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm ( (2003)) which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol ( (2006)), Falik and Samorodnitsky ( (2007)).

Planar Lorentz process in a random scenery

Françoise Pène (2009)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider the periodic planar Lorentz process with convex obstacles (and with finite horizon). In this model, a point particle moves freely with elastic reflection at the fixed convex obstacles. The random scenery is given by a sequence of independent, identically distributed, centered random variables with finite and non-null variance. To each obstacle, we associate one of these random variables. We suppose that each time the particle hits an obstacle, it wins the amount given by...

Estimation in models driven by fractional brownian motion

Corinne Berzin, José R. León (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Let { (), ∈ℝ} be the fractional brownian motion with parameter 0<<1. When 1/2<, we consider diffusion equations of the type ()=+ (()) d ()+ (()) d. In different particular models where ()= or ()=  and ()= or ()=  , we propose a central limit theorem for estimators of and of based on regression methods. Then we...