The 2SRWB large-deviation rate-function ansatz

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Let Pn2SRWB\mathbf{P}^{\mathrm{2SRWB}}_n denote the probability measure for the 2SRWB model, and let Zn\mathfrak{Z}_n be the associated random variable. For x∈[0,1]x\in[0,1], write I2SRWB(x)I^{\mathrm{2SRWB}}(x) for the rate function.

2SRWB rate-function ansatz. For each x∈[0,1]x\in[0,1], there is a regular function I2SRWBI^{\mathrm{2SRWB}} such that

lim⁡n→∞n−1ln⁡(Pn2SRWB(Zn≥nx))=−I2SRWB(x).\lim_{n\to\infty}n^{-1}\ln\left(\mathbf{P}^{\mathrm{2SRWB}}_n(\mathfrak{Z}_n\geq nx)\right)=-I^{\mathrm{2SRWB}}(x).

This is an ansatz made under the assumption that a large deviation principle holds; the paper proceeds to identify the rate function implicitly for the 2SRWB model.

References

Primary source

Timothy Li and Shannon Starr, “Multifold Convolutions, Generating Functions and 1d Random Walks”, arXiv:2410.22486 (2025).

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