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

Philippe Carmona and Yueyun Hu

Stochastic Processes and their Applications, 2004, vol. 112, issue 2, 285-308

Abstract: 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.

Keywords: Random; environment; Directed; polymers; Large; deviations; Concentration; of; measure (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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