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arXiv · 0812.1719

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

Quansheng Liu·Frédérique Watbled
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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.

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Quansheng Liu, Frédérique Watbled. 2008-12-09. Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment. https://doi.org/10.1016/j.spa.2009.05.001

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