Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment

Authors :: Liu, Quansheng
Watbled, Frédérique
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

Subjects :: Mathematics - Probability
60G42,60K35 (Primary)
60K37, 60G50, 60F10, 82D30 (Secondary)

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

Full Text Access

Tools