Concentration inequalities for disordered models

MaRDI QIDQ2863801zbMATH OpenFDO

Authors Frédérique Watbled

Publication date 4 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.4914, http://alea.impa.br/articles/v9/09-06.pdf

zbMATH Keywords

large deviationsconcentrationmartingale differencesdirected polymers in random environmentdisordered pinning model

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

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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Cited in

(8)

• Weak disorder in the stochastic mean-field model of distance. II
• Concentration inequalities for polynomials of contracting Ising models
• A general smoothing inequality for disordered polymers
• On concentration inequalities and their applications for Gibbs measures in lattice systems
• Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
• Large deviation rate functions for the partition function in a log-gamma distributed random potential
• On concentration properties of disordered Hamiltonians
• Gaussian concentration and uniqueness of equilibrium states in lattice systems

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