Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
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Publication:734628
DOI10.1016/J.SPA.2009.05.001zbMATH Open1177.60043arXiv0812.1719OpenAlexW1987189587MaRDI QIDQ734628FDOQ734628
Authors: Frédérique Watbled, Quansheng Liu 
Publication date: 13 October 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/0812.1719
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concentration inequalityconvergence ratefree energyrandom environmentmartingale differencesexponential inequalitydirected polymersBernstein's inequalitysupermartingalesmultiplicative cascadeslarge deviation inequalityHoeffding and Azuma's inequality
Large deviations (60F10) Martingales with discrete parameter (60G42) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)
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- Concentration inequalities for disordered models
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