Concentration inequalities for disordered models

Frederique Watbled

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arXiv · 1010.4914

Concentration inequalities for disordered models

Frederique Watbled

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Abstract

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities for directed polymers in random environment, which we use to establish a large deviations results for the end position of the polymer under the polymer measure.

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Frederique Watbled. 2010-10-23. Concentration inequalities for disordered models. https://arxiv.org/abs/1010.4914

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