Strong disorder for a certain class of directed polymers in a random environment (Q2433959)

Consider an environment given by a family \((g(i,x), i\geq 1, x\in \Sigma)\) of non-degenerate i.i.d. random variables with a law that is infinitely divisible and has some exponential moments: for all \(| \beta| <\beta_0\), \(E[ e^{\beta g}] = e^{\lambda(\beta)} <\infty\). Let \((S_n)_{n\in\mathbb N}\) be an irreducible, positive recurrent Markov chain with a countable state space \(\Sigma\) with a first return time that has small exponential moments. The random energy is given by the Hamiltonian defined on the paths of \((S_n)\) by \[ H_n(g,\gamma)=\sum_{i=1}^n g(i,S_i). \] Then the normalized partition function \(Z_n(\beta)=E_x(e^{\beta H_n-n\lambda(\beta)})\) converges a.s. to a random variable \(Z_\infty(\beta)\geq 0\). The main result is that for dimensions \(d\geq 3\), \(Z_n(\beta)\to 0\) exponentially fast for sufficiently large \(\beta\) while \(Z_\infty(\beta)>0\) for sufficiently small \(\beta\). For \(d=1,2\), \(Z_n(\beta)\to 0\) for all \(\beta>0\) and the convergence is exponentially fast for \(\beta\) large enough. The case where \((S_n)\) is a simple random walk on \(\mathbb Z\) and \(g\) is Gaussian was considered by \textit{F. Comets} and \textit{N. Yoshida} [Commun. Math. Phys. 254, No.~2, 257--287 (2005; Zbl 1128.60089)]. The proof uses some techniques from \textit{F. Comets}, \textit{T. Shiga} and \textit{N. Yoshida} [Bernoulli 9, No.~4, 705--723 (2003; Zbl 1042.60069)] and an interpolation technique between Hamiltonians developed by \textit{F. Guerra} and \textit{F. L. Toninelli} [J. Math. Phys. 43, No.7, 3704--3716 (2002; Zbl 1060.82023)].