Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment

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Liu, Quansheng
Watbled, Frédérique
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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.
Comment: 25 pages
Keywords
Mathematics - Probability, 60G42,60K35 (Primary), 60K37, 60G50, 60F10, 82D30 (Secondary)
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