“…for all fixed δ > 0 and p ≥ C(δ)n −1 log n. (DeMarco-Kahn actually showed the stronger result that one can take C(δ) = 1 in the earlier expression.) Chatterjee and Dembo [5] managed to improve the large deviation principle so that it applies when p → 0 polynomially with n. Lubetzky and Zhao [14] were able to solve the resulting variational problem in the case of triangles, and were able to use the Chatterjee-Dembo result to show that Pr[T n,p ≥ (1 + δ)E(T n,p )] = exp −(1 + o(1))c(δ)p 2 n 2 log 1 p , where c(δ) = min 1 2 δ 2 3 , 1 3 δ , as long as n − 1 42 log n ≤ p ≪ 1. Bhattacharya, Ganguly, Lubetzky, and Zhao [2] generalized this result and were able to compute the upper tail probability Pr[Hom(K, G(n, p)) ≥ (1 + δ)E(Hom(K, G(n, p)))] up to a factor of 1 + o(1) in the exponent for any fixed graph K. With appropriate bounds on p, they were able to compute a constant c(K, δ) such that Pr[Hom(K, G(n, p)) ≥ (1 + δ)E(Hom(K, G(n, p)))] = exp −(c(K, δ) + o(1))p ∆(K) n 2 log 1 p ,…”