Fluctuation exponents and large deviations for directed polymers in a random environment

For the model of directed polymers in a Gaussian random environment introduced by Imbrie and Spencer, we establish: - a Large Deviations Principle for the end position of the polymer under the Gibbs measure;- a scaling inequality between the volume exponent and the fluctuation exponent of the free energy;- a relationship between the volume exponent and the rate function of the Large Deviations Principle.

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Year of publication:	2004
Authors:	Carmona, Philippe ; Hu, Yueyun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 112.2004, 2, p. 285-308
Publisher:	Elsevier
Keywords:	Random environment Directed polymers Large deviations Concentration of measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875663