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Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment
- Source :
- Stochastic Processes and their Applications 119, 10 (2009) 3101-3132
- Publication Year :
- 2008
-
Abstract
- The objective of the present paper is to establish exponential large deviation inequalities, and to use them to show exponential concentration inequalities for the free energy of a polymer in general random environment, its rate of convergence, and an expression of its limit value in terms of those of some multiplicative cascades.<br />Comment: 25 pages
Details
- Database :
- arXiv
- Journal :
- Stochastic Processes and their Applications 119, 10 (2009) 3101-3132
- Publication Type :
- Report
- Accession number :
- edsarx.0812.1719
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1016/j.spa.2009.05.001