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Article Dans Une Revue Stochastic Processes and their Applications Année : 2009

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

Résumé

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.
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hal-00345597 , version 1 (09-12-2008)

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Quansheng Liu, Frédérique Watbled. Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment. Stochastic Processes and their Applications, 2009, 119 (10), pp.3101-3132. ⟨10.1016/j.spa.2009.05.001⟩. ⟨hal-00345597⟩
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