Strong Disorder for a Certain Class of Directed Polymers in a Random Environment

Philippe Carmona (), Francesco Guerra (), Yueyun Hu () and Olivier Mejane ()
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Philippe Carmona: Université de Nantes
Francesco Guerra: Università di Roma “La Sapienza”
Yueyun Hu: Université Paris XIII
Olivier Mejane: Université Paul Sabatier

Journal of Theoretical Probability, 2006, vol. 19, issue 1, 134-151

Abstract: We study a model of directed polymers in a random environment with a positive recurrent Markov chain, taking values in a countable space Σ. The random environment is a family ( $$g(i,x), i \geq 1,x \in \Sigma$$ ) of independent and identically distributed real-valued variables. The asymptotic behaviour of the normalized partition function is characterized: when the common law of the g(·,·) is infinitely divisible and the Markov chain is exponentially recurrent we prove that the normalized partition function converges exponentially fast towards zero at all temperatures.

Keywords: Markov Chain; Free Energy; Gibbs Measure; Random Environment; Invariant Probability Measure (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0010-9

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