Large deviation inequalities for supermartingales and applications to directed polymers in a random environment

DOI10.1016/j.crma.2009.08.004zbMath1177.60036OpenAlexW2025111869MaRDI QIDQ1032856

Frédérique Watbled, Quan-sheng Liu

Publication date: 5 November 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.08.004

Mathematics Subject Classification ID

Statistical mechanics of polymers (82D60) Generalizations of martingales (60G48) Large deviations (60F10) Processes in random environments (60K37)

Cites Work

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• Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
• Strong localization and macroscopic atoms for directed polymers
• On generalized multiplicative cascades
• Directed polymers in a random environment: Path localization and strong disorder
• Large deviations for martingales.
• Fluctuation exponents and large deviations for directed polymers in a random environment

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