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

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

2008-12-09

arxiv.org/abs/0812.1719v1

Stochastic Processes and their Applications 119, 10 (2009) 3101-3132

Mathematics

Probability

25 pages

Scientific paper

10.1016/j.spa.2009.05.001

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.

Affiliated with

Also associated with

No associations

Rating

Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-282595