{
  "id": "0812.1719",
  "version": "v1",
  "published": "2008-12-09T15:24:39.000Z",
  "updated": "2008-12-09T15:24:39.000Z",
  "title": "Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment",
  "authors": [
    "Quansheng Liu",
    "Frédérique Watbled"
  ],
  "comment": "25 pages",
  "journal": "Stochastic Processes and their Applications 119, 10 (2009) 3101-3132",
  "doi": "10.1016/j.spa.2009.05.001",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-12-09T15:24:39.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G42",
      "60K35",
      "60K37",
      "60G50",
      "60F10",
      "82D30"
    ],
    "keywords": [
      "free energy",
      "exponential inequalities",
      "asymptotic properties",
      "directed polymers",
      "martingales"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 25,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0812.1719L"
    }
  }
}