Probabilities of rare events in product kernel aggregation: An exact formula and phase diagram

We present an exact method for calculating the large deviation function describing rare fluctuations in the number of particles for product-kernel aggregation. Starting from the master equation, we derive an exact integral representation for the probability $P(M,N,t)$ of observing $N$ particles at time $t$ starting from $M$ monomers for any finite $M,N,t$. From this, we obtain an exact expression for the exponential moment $⟨p^N⟩$ for integer $p$. Employing a replica conjecture – numerically validated by finite-$M$ scaling – we extend this result to real $p\ge 0$. The convex envelope of the large deviation function, obtained via a Legendre-Fenchel transform of the exponential moment, shows singular behavior. The singular structure allows us to construct the full phase diagram of product-kernel aggregation, which contains a tricritical point, separating continuous and discontinuous transitions. We also compute the asymptotic form of the LDF for small $N\mathrm{/}M$.