On homogeneous pinning models and penalizations

Details On homogeneous pinning models and penalizations On homogeneous pinning models and penalizations

2007-09-17

arxiv.org/abs/0709.2656v1

Mathematics

Probability

13p

Scientific paper

In this note, we show how the penalization method, introduced in order to
describe some non-trivial changes of the Wiener measure, can be applied to the
study of some simple polymer models such as the pinning model. The bulk of the
analysis is then focused on the study of a martingale which has to be computed
as a Markovian limit.

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