Concentration inequalities for disordered models

Frederique Watbled

Published 2010-10-23, updated 2012-02-28Version 3

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities for directed polymers in random environment, which we use to establish a large deviations results for the end position of the polymer under the polymer measure.