Concentration inequalities for disordered models

Details Concentration inequalities for disordered models Concentration inequalities for disordered models

2010-10-23

arxiv.org/abs/1010.4914v3

Mathematics

Probability

Revised version

Scientific paper

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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