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

DOI10.1016/j.spa.2009.05.001zbMath1177.60043arXiv0812.1719OpenAlexW1987189587MaRDI QIDQ734628

Frédérique Watbled, Quan-sheng Liu

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.1719

zbMATH Keywords

exponential inequalitysupermartingalesfree energyconvergence ratemartingale differencesdirected polymersrandom environmentconcentration inequalityBernstein's inequalitymultiplicative cascadeslarge deviation inequalityHoeffding and Azuma's inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30) Large deviations (60F10) Processes in random environments (60K37)

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